ENSG vs. HUM
Compare and contrast key facts about The Ensign Group, Inc. (ENSG) and Humana Inc. (HUM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENSG or HUM.
Performance
ENSG vs. HUM - Performance Comparison
Returns By Period
In the year-to-date period, ENSG achieves a 28.06% return, which is significantly higher than HUM's -40.09% return. Over the past 10 years, ENSG has outperformed HUM with an annualized return of 23.47%, while HUM has yielded a comparatively lower 7.95% annualized return.
ENSG
28.06%
-3.33%
19.89%
33.87%
28.62%
23.47%
HUM
-40.09%
1.87%
-23.20%
-44.83%
-3.44%
7.95%
Fundamentals
| ENSG | HUM | |
|---|---|---|
| Market Cap | $8.54B | $33.72B |
| EPS | $4.12 | $11.47 |
| PE Ratio | 36.19 | 24.42 |
| PEG Ratio | 1.60 | 1.28 |
| Total Revenue (TTM) | $4.08B | $115.01B |
| Gross Profit (TTM) | $569.89M | $101.65B |
| EBITDA (TTM) | $356.04M | $1.87B |
Key characteristics
| ENSG | HUM | |
|---|---|---|
| Sharpe Ratio | 1.68 | -1.19 |
| Sortino Ratio | 2.36 | -1.63 |
| Omega Ratio | 1.30 | 0.75 |
| Calmar Ratio | 4.14 | -0.81 |
| Martin Ratio | 10.31 | -1.42 |
| Ulcer Index | 3.56% | 32.79% |
| Daily Std Dev | 21.88% | 39.06% |
| Max Drawdown | -55.57% | -85.10% |
| Current Drawdown | -8.55% | -50.84% |
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Correlation
The correlation between ENSG and HUM is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ENSG vs. HUM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) and Humana Inc. (HUM). 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.
Dividends
ENSG vs. HUM - Dividend Comparison
ENSG's dividend yield for the trailing twelve months is around 0.17%, less than HUM's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | 0.17% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.97% | 0.57% | 0.60% |
HUM Humana Inc. | 1.30% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% | 1.04% |
Drawdowns
ENSG vs. HUM - Drawdown Comparison
The maximum ENSG drawdown since its inception was -55.57%, smaller than the maximum HUM drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for ENSG and HUM. For additional features, visit the drawdowns tool.
Volatility
ENSG vs. HUM - Volatility Comparison
The current volatility for The Ensign Group, Inc. (ENSG) is 10.20%, while Humana Inc. (HUM) has a volatility of 13.51%. This indicates that ENSG experiences smaller price fluctuations and is considered to be less risky than HUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ENSG vs. HUM - Financials Comparison
This section allows you to compare key financial metrics between The Ensign Group, Inc. and Humana 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