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

Performance

FUN vs. UHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cedar Fair, L.P. (FUN) 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, FUN achieves a 52.80% return, which is significantly higher than UHS's -32.68% return. Over the past 10 years, FUN has underperformed UHS with an annualized return of -5.82%, while UHS has yielded a comparatively higher 1.37% annualized return.


FUN

1D
-3.90%
1M
9.94%
YTD
52.80%
6M
57.21%
1Y
-21.53%
3Y*
-16.99%
5Y*
-11.16%
10Y*
-5.82%

UHS

1D
0.25%
1M
-13.06%
YTD
-32.68%
6M
-34.07%
1Y
-14.04%
3Y*
1.73%
5Y*
-1.29%
10Y*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUN vs. UHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUN
Cedar Fair, L.P.
52.80%-68.17%26.39%-0.96%-16.23%27.25%-27.49%25.65%-22.66%6.45%
UHS
Universal Health Services, Inc.
-32.68%22.02%18.19%8.83%9.37%-5.16%-4.00%23.62%3.16%6.93%

Correlation

The correlation between FUN and UHS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.21

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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.17

The correlation between FUN and UHS shifts across timeframes, from 0.11 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FUN:

-$16.06

UHS:

$31.29

PS Ratio

FUN:

0.82

UHS:

0.40

Total Revenue (TTM)

FUN:

$2.90B

UHS:

$17.76B

Gross Profit (TTM)

FUN:

$1.59B

UHS:

$12.01B

EBITDA (TTM)

FUN:

-$733.45M

UHS:

$2.79B

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Return for Risk

FUN vs. UHS — Risk / Return Rank

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

FUN
FUN Risk / Return Rank: 2828
Overall Rank
FUN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FUN Sortino Ratio Rank: 2828
Sortino Ratio Rank
FUN Omega Ratio Rank: 2828
Omega Ratio Rank
FUN Calmar Ratio Rank: 2828
Calmar Ratio Rank
FUN Martin Ratio Rank: 3131
Martin Ratio Rank

UHS
UHS Risk / Return Rank: 2424
Overall Rank
UHS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UHS Sortino Ratio Rank: 2121
Sortino Ratio Rank
UHS Omega Ratio Rank: 2121
Omega Ratio Rank
UHS Calmar Ratio Rank: 3131
Calmar Ratio Rank
UHS Martin Ratio Rank: 2626
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.

FUN vs. UHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cedar Fair, L.P. (FUN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FUNUHSDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

0.98

0.93

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.37

-0.06

Martin ratioReturn relative to average drawdown

-0.66

-0.89

+0.23

FUN vs. UHS - Sharpe Ratio Comparison

The current FUN Sharpe Ratio is -0.39, which is comparable to the UHS Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of FUN 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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Drawdowns

FUN vs. UHS - Drawdown Comparison

The maximum FUN drawdown since its inception was -77.75%, which is greater than UHS's maximum drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for FUN and UHS.


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Drawdown Indicators


FUNUHSDifference

Max Drawdown

Largest peak-to-trough decline

-77.75%

-60.27%

-17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-61.05%

-41.52%

-19.53%

Max Drawdown (3Y)

Largest decline over 3 years

-77.74%

-41.52%

-36.22%

Max Drawdown (5Y)

Largest decline over 5 years

-77.74%

-44.90%

-32.84%

Max Drawdown (10Y)

Largest decline over 10 years

-77.75%

-56.30%

-21.45%

Current Drawdown

Current decline from peak

-59.33%

-39.85%

-19.48%

Average Drawdown

Average peak-to-trough decline

-19.87%

-14.82%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.79%

17.33%

+22.46%

Volatility

FUN vs. UHS - Volatility Comparison

Cedar Fair, L.P. (FUN) has a higher volatility of 15.26% compared to Universal Health Services, Inc. (UHS) at 7.25%. This indicates that FUN'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


FUNUHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.26%

7.25%

+8.01%

Volatility (6M)

Calculated over the trailing 6-month period

44.94%

25.18%

+19.76%

Volatility (1Y)

Calculated over the trailing 1-year period

66.85%

31.46%

+35.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.02%

31.82%

+12.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.15%

34.37%

+10.78%

Dividends

FUN vs. UHS - Dividend Comparison

FUN has not paid dividends to shareholders, while UHS's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM20252024202320222021202020192018201720162015
FUN
Cedar Fair, L.P.
0.00%0.00%4.42%3.02%1.45%0.00%2.38%6.69%7.60%5.32%5.19%5.51%
UHS
Universal Health Services, Inc.
0.55%0.37%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%

Financials

FUN vs. UHS - Financials Comparison

This section allows you to compare key financial metrics between Cedar Fair, L.P. 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


0.001.00B2.00B3.00B4.00B202220232024202520260
4.50B
(FUN) Total Revenue
(UHS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FUN and UHS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FUN has higher volatility (15.26%) compared to UHS (7.25%). In terms of maximum drawdown, FUN dropped -77.75% vs UHS's -60.27%.

FUN currently has the higher Sharpe Ratio (-0.39 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.

Portfolio Optimizer

Find the right allocation for FUN and UHS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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