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HCA vs. UHS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HCA and UHS is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

HCA vs. UHS - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,325.11%
287.44%
HCA
UHS

Key characteristics

Sharpe Ratio

HCA:

0.12

UHS:

0.13

Sortino Ratio

HCA:

0.35

UHS:

0.41

Omega Ratio

HCA:

1.05

UHS:

1.06

Calmar Ratio

HCA:

0.12

UHS:

0.13

Martin Ratio

HCA:

0.23

UHS:

0.27

Ulcer Index

HCA:

15.29%

UHS:

16.53%

Daily Std Dev

HCA:

28.56%

UHS:

33.70%

Max Drawdown

HCA:

-54.74%

UHS:

-60.27%

Current Drawdown

HCA:

-20.74%

UHS:

-28.76%

Fundamentals

Market Cap

HCA:

$84.06B

UHS:

$11.35B

EPS

HCA:

$22.00

UHS:

$16.82

PE Ratio

HCA:

14.91

UHS:

10.21

PEG Ratio

HCA:

1.08

UHS:

1.87

PS Ratio

HCA:

1.17

UHS:

0.72

PB Ratio

HCA:

293.44

UHS:

1.68

Total Revenue (TTM)

HCA:

$53.26B

UHS:

$11.98B

Gross Profit (TTM)

HCA:

$33.05B

UHS:

$7.72B

EBITDA (TTM)

HCA:

$10.33B

UHS:

$1.74B

Returns By Period

In the year-to-date period, HCA achieves a 9.50% return, which is significantly higher than UHS's -4.20% return. Over the past 10 years, HCA has outperformed UHS with an annualized return of 16.90%, while UHS has yielded a comparatively lower 4.36% annualized return.


HCA

YTD

9.50%

1M

-4.16%

6M

-9.41%

1Y

7.78%

5Y*

25.70%

10Y*

16.90%

UHS

YTD

-4.20%

1M

-7.79%

6M

-15.14%

1Y

3.80%

5Y*

10.82%

10Y*

4.36%

*Annualized

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Risk-Adjusted Performance

HCA vs. UHS — Risk-Adjusted Performance Rank

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

HCA
The Risk-Adjusted Performance Rank of HCA is 5353
Overall Rank
The Sharpe Ratio Rank of HCA is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of HCA is 4848
Sortino Ratio Rank
The Omega Ratio Rank of HCA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of HCA is 5959
Calmar Ratio Rank
The Martin Ratio Rank of HCA is 5656
Martin Ratio Rank

UHS
The Risk-Adjusted Performance Rank of UHS is 5454
Overall Rank
The Sharpe Ratio Rank of UHS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of UHS is 4949
Sortino Ratio Rank
The Omega Ratio Rank of UHS is 5050
Omega Ratio Rank
The Calmar Ratio Rank of UHS is 5858
Calmar Ratio Rank
The Martin Ratio Rank of UHS is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HCA vs. UHS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HCA Healthcare, Inc. (HCA) 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.


The chart of Sharpe ratio for HCA, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.00
HCA: 0.12
UHS: 0.13
The chart of Sortino ratio for HCA, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
HCA: 0.35
UHS: 0.41
The chart of Omega ratio for HCA, currently valued at 1.05, compared to the broader market0.501.001.502.00
HCA: 1.05
UHS: 1.06
The chart of Calmar ratio for HCA, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
HCA: 0.12
UHS: 0.13
The chart of Martin ratio for HCA, currently valued at 0.23, compared to the broader market-5.000.005.0010.0015.0020.00
HCA: 0.23
UHS: 0.27

The current HCA Sharpe Ratio is 0.12, which is comparable to the UHS Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of HCA and UHS, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.12
0.13
HCA
UHS

Dividends

HCA vs. UHS - Dividend Comparison

HCA's dividend yield for the trailing twelve months is around 0.82%, more than UHS's 0.47% yield.


TTM20242023202220212020201920182017201620152014
HCA
HCA Healthcare, Inc.
0.82%0.88%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%
UHS
Universal Health Services, Inc.
0.47%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%

Drawdowns

HCA vs. UHS - Drawdown Comparison

The maximum HCA drawdown since its inception was -54.74%, smaller than the maximum UHS drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for HCA and UHS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-20.74%
-28.76%
HCA
UHS

Volatility

HCA vs. UHS - Volatility Comparison

The current volatility for HCA Healthcare, Inc. (HCA) is 10.73%, while Universal Health Services, Inc. (UHS) has a volatility of 16.72%. This indicates that HCA experiences smaller price fluctuations and is considered to be less risky than UHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
10.73%
16.72%
HCA
UHS

Financials

HCA vs. UHS - Financials Comparison

This section allows you to compare key financial metrics between HCA Healthcare, 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


Values in USD except per share items