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FMS vs. HCA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FMS vs. HCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fresenius Medical Care AG & Co. KGaA (FMS) and HCA Healthcare, Inc. (HCA). The values are adjusted to include any dividend payments, if applicable.

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FMS vs. HCA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMS
Fresenius Medical Care AG & Co. KGaA
-5.29%8.11%11.86%30.88%-48.42%-20.28%14.76%15.62%-37.60%25.49%
HCA
HCA Healthcare, Inc.
1.52%56.71%11.75%13.83%-5.64%57.58%12.07%20.24%43.37%18.67%

Fundamentals

Market Cap

FMS:

$12.90B

HCA:

$109.18B

EPS

FMS:

$1.68

HCA:

$28.46

PE Ratio

FMS:

13.40

HCA:

16.63

PEG Ratio

FMS:

0.49

HCA:

1.98

PS Ratio

FMS:

0.67

HCA:

1.49

Total Revenue (TTM)

FMS:

$19.63B

HCA:

$75.60B

Gross Profit (TTM)

FMS:

$5.03B

HCA:

$31.37B

EBITDA (TTM)

FMS:

$3.34B

HCA:

$15.60B

Returns By Period

In the year-to-date period, FMS achieves a -5.29% return, which is significantly lower than HCA's 1.52% return. Over the past 10 years, FMS has underperformed HCA with an annualized return of -4.68%, while HCA has yielded a comparatively higher 20.49% annualized return.


FMS

1D
1.58%
1M
-3.84%
YTD
-5.29%
6M
-14.32%
1Y
-6.90%
3Y*
4.83%
5Y*
-6.94%
10Y*
-4.68%

HCA

1D
1.16%
1M
-10.53%
YTD
1.52%
6M
11.37%
1Y
37.87%
3Y*
22.48%
5Y*
21.54%
10Y*
20.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FMS vs. HCA — Risk / Return Rank

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

FMS
FMS Risk / Return Rank: 3131
Overall Rank
FMS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FMS Sortino Ratio Rank: 2727
Sortino Ratio Rank
FMS Omega Ratio Rank: 2727
Omega Ratio Rank
FMS Calmar Ratio Rank: 3535
Calmar Ratio Rank
FMS Martin Ratio Rank: 3535
Martin Ratio Rank

HCA
HCA Risk / Return Rank: 8282
Overall Rank
HCA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HCA Sortino Ratio Rank: 7979
Sortino Ratio Rank
HCA Omega Ratio Rank: 7878
Omega Ratio Rank
HCA Calmar Ratio Rank: 8585
Calmar Ratio Rank
HCA Martin Ratio Rank: 8686
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.

FMS vs. HCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FMS) and HCA Healthcare, Inc. (HCA). 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.


FMSHCADifference

Sharpe ratio

Return per unit of total volatility

-0.24

1.44

-1.68

Sortino ratio

Return per unit of downside risk

-0.13

2.01

-2.13

Omega ratio

Gain probability vs. loss probability

0.98

1.26

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.23

2.77

-3.00

Martin ratio

Return relative to average drawdown

-0.41

7.89

-8.30

FMS vs. HCA - Sharpe Ratio Comparison

The current FMS Sharpe Ratio is -0.24, which is lower than the HCA Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FMS and HCA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FMSHCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

1.44

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.74

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

0.63

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.67

-0.56

Correlation

The correlation between FMS and HCA is 0.27, 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.


Dividends

FMS vs. HCA - Dividend Comparison

FMS's dividend yield for the trailing twelve months is around 3.49%, more than HCA's 0.62% yield.


TTM20252024202320222021202020192018201720162015
FMS
Fresenius Medical Care AG & Co. KGaA
3.49%3.30%2.80%2.97%4.34%2.57%1.72%1.78%1.95%0.70%0.74%0.71%
HCA
HCA Healthcare, Inc.
0.62%0.62%0.88%0.89%0.93%0.75%0.63%1.08%1.12%0.00%0.00%0.00%

Drawdowns

FMS vs. HCA - Drawdown Comparison

The maximum FMS drawdown since its inception was -77.59%, which is greater than HCA's maximum drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for FMS and HCA.


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Drawdown Indicators


FMSHCADifference

Max Drawdown

Largest peak-to-trough decline

-77.59%

-54.74%

-22.85%

Max Drawdown (1Y)

Largest decline over 1 year

-28.42%

-14.17%

-14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-68.85%

-39.49%

-29.36%

Max Drawdown (10Y)

Largest decline over 10 years

-75.61%

-54.74%

-20.87%

Current Drawdown

Current decline from peak

-53.37%

-13.06%

-40.31%

Average Drawdown

Average peak-to-trough decline

-23.61%

-10.91%

-12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.54%

4.97%

+10.57%

Volatility

FMS vs. HCA - Volatility Comparison

Fresenius Medical Care AG & Co. KGaA (FMS) has a higher volatility of 6.26% compared to HCA Healthcare, Inc. (HCA) at 5.71%. This indicates that FMS's price experiences larger fluctuations and is considered to be riskier than HCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMSHCADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

5.71%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

20.89%

19.15%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

29.29%

26.41%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.41%

29.39%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.01%

32.37%

-3.36%

Financials

FMS vs. HCA - Financials Comparison

This section allows you to compare key financial metrics between Fresenius Medical Care AG & Co. KGaA and HCA Healthcare, 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


5.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.07B
19.51B
(FMS) Total Revenue
(HCA) Total Revenue
Values in USD except per share items

FMS vs. HCA - Profitability Comparison

The chart below illustrates the profitability comparison between Fresenius Medical Care AG & Co. KGaA and HCA Healthcare, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
27.4%
41.9%
Portfolio components
FMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fresenius Medical Care AG & Co. KGaA reported a gross profit of 1.39B and revenue of 5.07B. Therefore, the gross margin over that period was 27.4%.

HCA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, HCA Healthcare, Inc. reported a gross profit of 8.18B and revenue of 19.51B. Therefore, the gross margin over that period was 41.9%.

FMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fresenius Medical Care AG & Co. KGaA reported an operating income of 594.00M and revenue of 5.07B, resulting in an operating margin of 11.7%.

HCA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, HCA Healthcare, Inc. reported an operating income of 3.18B and revenue of 19.51B, resulting in an operating margin of 16.3%.

FMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fresenius Medical Care AG & Co. KGaA reported a net income of 327.00M and revenue of 5.07B, resulting in a net margin of 6.5%.

HCA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, HCA Healthcare, Inc. reported a net income of 1.88B and revenue of 19.51B, resulting in a net margin of 9.6%.