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ENSG vs. UHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENSG vs. UHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Ensign Group, Inc. (ENSG) and Universal Health Services, Inc. (UHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENSG achieves a -10.18% return, which is significantly higher than UHS's -34.32% return. Over the past 10 years, ENSG has outperformed UHS with an annualized return of 23.68%, while UHS has yielded a comparatively lower 0.99% 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%

UHS

1D
-1.45%
1M
-15.82%
YTD
-34.32%
6M
-36.67%
1Y
-24.24%
3Y*
2.02%
5Y*
-1.67%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENSG vs. UHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UHS
Universal Health Services, Inc.
-34.32%22.02%18.19%8.83%9.37%-5.16%-4.00%23.62%3.16%6.93%

Correlation

The correlation between ENSG and UHS is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2007

0.41

Fundamentals

EPS

ENSG:

$6.15

UHS:

$31.29

PE Ratio

ENSG:

25.44

UHS:

4.57

PEG Ratio

ENSG:

1.68

UHS:

0.20

PS Ratio

ENSG:

1.75

UHS:

0.39

Total Revenue (TTM)

ENSG:

$5.27B

UHS:

$17.76B

Gross Profit (TTM)

ENSG:

$800.38M

UHS:

$12.01B

EBITDA (TTM)

ENSG:

$590.49M

UHS:

$2.79B

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Return for Risk

ENSG vs. UHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENSG
ENSG Risk / Return Rank: 4343
Overall Rank
ENSG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ENSG Sortino Ratio Rank: 4040
Sortino Ratio Rank
ENSG Omega Ratio Rank: 3939
Omega Ratio Rank
ENSG Calmar Ratio Rank: 4545
Calmar Ratio Rank
ENSG Martin Ratio Rank: 4646
Martin Ratio Rank

UHS
UHS Risk / Return Rank: 1313
Overall Rank
UHS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UHS Sortino Ratio Rank: 1313
Sortino Ratio Rank
UHS Omega Ratio Rank: 1212
Omega Ratio Rank
UHS Calmar Ratio Rank: 2121
Calmar Ratio Rank
UHS Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENSG vs. UHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) and Universal Health Services, Inc. (UHS). 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.


ENSGUHSDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.05

0.88

+0.17

Calmar ratioReturn relative to maximum drawdown

0.10

-0.59

+0.69

Martin ratioReturn relative to average drawdown

0.34

-1.46

+1.80

ENSG vs. UHS - Sharpe Ratio Comparison

The current ENSG Sharpe Ratio is 0.10, which is higher than the UHS Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of ENSG and UHS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ENSGUHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

-0.76

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.05

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.03

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.44

+0.14

Drawdowns

ENSG vs. UHS - Drawdown Comparison

The maximum ENSG drawdown since its inception was -55.57%, smaller than the maximum UHS drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for ENSG and UHS.


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Drawdown Indicators


ENSGUHSDifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-60.27%

+4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-27.50%

-41.52%

+14.02%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-41.52%

+14.02%

Max Drawdown (5Y)

Largest decline over 5 years

-27.50%

-44.90%

+17.40%

Max Drawdown (10Y)

Largest decline over 10 years

-55.57%

-56.30%

+0.73%

Current Drawdown

Current decline from peak

-27.50%

-41.30%

+13.80%

Average Drawdown

Average peak-to-trough decline

-12.25%

-14.80%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.37%

16.71%

-8.34%

Volatility

ENSG vs. UHS - Volatility Comparison

The Ensign Group, Inc. (ENSG) has a higher volatility of 11.54% compared to Universal Health Services, Inc. (UHS) at 6.50%. This indicates that ENSG's price experiences larger fluctuations and is considered to be riskier than UHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENSGUHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

6.50%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

22.20%

25.04%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

27.98%

32.08%

-4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.68%

31.80%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.09%

34.38%

+1.71%

Dividends

ENSG vs. UHS - Dividend Comparison

ENSG's dividend yield for the trailing twelve months is around 0.16%, less than UHS's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UHS
Universal Health Services, Inc.
0.56%0.37%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%

Financials

ENSG vs. UHS - Financials Comparison

This section allows you to compare key financial metrics between The Ensign Group, Inc. and Universal Health Services, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B20222023202420252026
1.39B
4.50B
(ENSG) Total Revenue
(UHS) Total Revenue
Values in USD except per share items

ENSG vs. UHS - Profitability Comparison

The chart below illustrates the profitability comparison between The Ensign Group, Inc. and Universal Health Services, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
21.1%
0
Portfolio components
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%.

UHS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Universal Health Services, Inc. reported a gross profit of 0.00 and revenue of 4.50B. Therefore, the gross margin over that period was 0.0%.

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%.

UHS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Universal Health Services, Inc. reported an operating income of 502.86M and revenue of 4.50B, resulting in an operating margin of 11.2%.

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%.

UHS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Universal Health Services, Inc. reported a net income of 348.68M and revenue of 4.50B, resulting in a net margin of 7.8%.


Frequently Asked Questions


ENSG and UHS have a correlation of 0.47, 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 UHS (6.50%). In terms of maximum drawdown, ENSG dropped -55.57% vs UHS's -60.27%.

ENSG currently has the higher Sharpe Ratio (0.10 vs -0.76), 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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