ENSG vs. CYH
ENSG (The Ensign Group, Inc.) and CYH (Community Health Systems, Inc.) are both stocks. Both operate in the Medical Care Facilities industry within the Healthcare sector. Over the past 10 years, ENSG returned 23.68%/yr vs -15.02%/yr for CYH. At a 0.34 correlation, their price movements are largely independent.
Performance
ENSG vs. CYH - Performance Comparison
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Returns By Period
In the year-to-date period, ENSG achieves a -10.18% return, which is significantly higher than CYH's -11.54% return. Over the past 10 years, ENSG has outperformed CYH with an annualized return of 23.68%, while CYH has yielded a comparatively lower -15.02% annualized return.
ENSG
- 1D
- -8.15%
- 1M
- -8.77%
- YTD
- -10.18%
- 6M
- -10.75%
- 1Y
- 2.80%
- 3Y*
- 19.21%
- 5Y*
- 13.73%
- 10Y*
- 23.68%
CYH
- 1D
- 0.73%
- 1M
- -1.08%
- YTD
- -11.54%
- 6M
- -16.87%
- 1Y
- -29.41%
- 3Y*
- -9.31%
- 5Y*
- -29.02%
- 10Y*
- -15.02%
ENSG vs. CYH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | -10.18% | 31.33% | 18.62% | 18.89% | 12.98% | 15.43% | 61.43% | 25.53% | 75.67% | 0.78% |
CYH Community Health Systems, Inc. | -11.54% | 4.35% | -4.47% | -27.55% | -67.54% | 79.14% | 156.21% | 2.84% | -33.80% | -23.79% |
Correlation
The correlation between ENSG and CYH is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2007 | 0.34 |
The correlation between ENSG and CYH shifts across timeframes, from 0.27 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ENSG:
$9.32B
CYH:
$369.84M
ENSG:
$6.15
CYH:
$3.44
ENSG:
25.44
CYH:
0.80
ENSG:
1.68
CYH:
0.00
ENSG:
1.75
CYH:
0.03
ENSG:
$5.27B
CYH:
$12.29B
ENSG:
$800.38M
CYH:
$1.43B
ENSG:
$590.49M
CYH:
$1.61B
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Return for Risk
ENSG vs. CYH — Risk / Return Rank
ENSG
CYH
ENSG vs. CYH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) and Community Health Systems, Inc. (CYH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ENSG | CYH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.95 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | -0.68 | +0.78 |
| Martin ratioReturn relative to average drawdown | 0.34 | -1.13 | +1.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENSG | CYH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | -0.49 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | -0.37 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | -0.18 | +0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | -0.10 | +0.67 |
Drawdowns
ENSG vs. CYH - Drawdown Comparison
The maximum ENSG drawdown since its inception was -55.57%, smaller than the maximum CYH drawdown of -97.17%. Use the drawdown chart below to compare losses from any high point for ENSG and CYH.
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Drawdown Indicators
| ENSG | CYH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -97.17% | +41.60% |
Max Drawdown (1Y)Largest decline over 1 year | -27.50% | -43.54% | +16.04% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -61.58% | +34.08% |
Max Drawdown (5Y)Largest decline over 5 years | -27.50% | -87.69% | +60.19% |
Max Drawdown (10Y)Largest decline over 10 years | -55.57% | -87.69% | +32.12% |
Current DrawdownCurrent decline from peak | -27.50% | -95.69% | +68.19% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -51.01% | +38.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.37% | 26.56% | -18.19% |
Volatility
ENSG vs. CYH - Volatility Comparison
The Ensign Group, Inc. (ENSG) has a higher volatility of 11.54% compared to Community Health Systems, Inc. (CYH) at 8.15%. This indicates that ENSG's price experiences larger fluctuations and is considered to be riskier than CYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENSG | CYH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.54% | 8.15% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 22.20% | 32.75% | -10.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.98% | 60.38% | -32.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.68% | 78.27% | -51.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.09% | 83.01% | -46.92% |
Dividends
ENSG vs. CYH - Dividend Comparison
ENSG's dividend yield for the trailing twelve months is around 0.16%, while CYH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYH Community Health Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENSG The Ensign Group, Inc. | 0.16% | 0.14% | 0.18% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.67% |
Financials
ENSG vs. CYH - Financials Comparison
This section allows you to compare key financial metrics between The Ensign Group, Inc. and Community Health Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ENSG vs. CYH - Profitability Comparison
ENSG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a gross profit of 293.37M and revenue of 1.39B. Therefore, the gross margin over that period was 21.1%.
CYH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported a gross profit of 1.64B and revenue of 2.97B. Therefore, the gross margin over that period was 55.4%.
ENSG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported an operating income of 124.85M and revenue of 1.39B, resulting in an operating margin of 9.0%.
CYH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported an operating income of 281.00M and revenue of 2.97B, resulting in an operating margin of 9.5%.
ENSG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a net income of 99.67M and revenue of 1.39B, resulting in a net margin of 7.2%.
CYH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Community Health Systems, Inc. reported a net income of -58.00M and revenue of 2.97B, resulting in a net margin of -2.0%.
Frequently Asked Questions
ENSG and CYH have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENSG has higher volatility (11.54%) compared to CYH (8.15%). In terms of maximum drawdown, ENSG dropped -55.57% vs CYH's -97.17%.
ENSG currently has the higher Sharpe Ratio (0.10 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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