PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIX vs. HUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FIX and HUM is 0.20, 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.


-0.50.00.51.00.2

Performance

FIX vs. HUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comfort Systems USA, Inc. (FIX) and Humana Inc. (HUM). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,305.81%
1,109.80%
FIX
HUM

Key characteristics

Sharpe Ratio

FIX:

2.52

HUM:

-1.10

Sortino Ratio

FIX:

2.88

HUM:

-1.46

Omega Ratio

FIX:

1.40

HUM:

0.77

Calmar Ratio

FIX:

7.12

HUM:

-0.78

Martin Ratio

FIX:

17.97

HUM:

-1.51

Ulcer Index

FIX:

6.26%

HUM:

29.59%

Daily Std Dev

FIX:

44.68%

HUM:

40.86%

Max Drawdown

FIX:

-93.36%

HUM:

-85.10%

Current Drawdown

FIX:

-13.03%

HUM:

-55.36%

Fundamentals

Market Cap

FIX:

$16.18B

HUM:

$28.16B

EPS

FIX:

$13.09

HUM:

$11.46

PE Ratio

FIX:

34.72

HUM:

20.41

PEG Ratio

FIX:

2.06

HUM:

1.07

Total Revenue (TTM)

FIX:

$6.52B

HUM:

$115.01B

Gross Profit (TTM)

FIX:

$1.29B

HUM:

$101.65B

EBITDA (TTM)

FIX:

$758.88M

HUM:

$3.77B

Returns By Period

In the year-to-date period, FIX achieves a 113.90% return, which is significantly higher than HUM's -45.61% return. Over the past 10 years, FIX has outperformed HUM with an annualized return of 39.41%, while HUM has yielded a comparatively lower 6.27% annualized return.


FIX

YTD

113.90%

1M

-7.94%

6M

38.85%

1Y

113.01%

5Y*

55.24%

10Y*

39.41%

HUM

YTD

-45.61%

1M

-15.94%

6M

-30.12%

1Y

-45.03%

5Y*

-7.03%

10Y*

6.27%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FIX vs. HUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) 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.


Sharpe ratio
The chart of Sharpe ratio for FIX, currently valued at 2.52, compared to the broader market-4.00-2.000.002.002.52-1.10
The chart of Sortino ratio for FIX, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.002.88-1.46
The chart of Omega ratio for FIX, currently valued at 1.40, compared to the broader market0.501.001.502.001.400.77
The chart of Calmar ratio for FIX, currently valued at 7.12, compared to the broader market0.002.004.006.007.12-0.78
The chart of Martin ratio for FIX, currently valued at 17.97, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.97-1.51
FIX
HUM

The current FIX Sharpe Ratio is 2.52, which is higher than the HUM Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of FIX and HUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.52
-1.10
FIX
HUM

Dividends

FIX vs. HUM - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.27%, less than HUM's 1.43% yield.


TTM20232022202120202019201820172016201520142013
FIX
Comfort Systems USA, Inc.
0.27%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
HUM
Humana Inc.
1.43%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%1.04%

Drawdowns

FIX vs. HUM - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, which is greater than HUM's maximum drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for FIX and HUM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.03%
-55.36%
FIX
HUM

Volatility

FIX vs. HUM - Volatility Comparison

The current volatility for Comfort Systems USA, Inc. (FIX) is 11.06%, while Humana Inc. (HUM) has a volatility of 14.21%. This indicates that FIX 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.06%
14.21%
FIX
HUM

Financials

FIX vs. HUM - Financials Comparison

This section allows you to compare key financial metrics between Comfort Systems USA, 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab