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

Correlation

The correlation between HCA and UHS is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

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.

500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,216.53%
306.00%
HCA
UHS

Key characteristics

Sharpe Ratio

HCA:

0.66

UHS:

0.79

Sortino Ratio

HCA:

0.99

UHS:

1.24

Omega Ratio

HCA:

1.14

UHS:

1.17

Calmar Ratio

HCA:

0.57

UHS:

0.82

Martin Ratio

HCA:

1.89

UHS:

2.66

Ulcer Index

HCA:

8.53%

UHS:

8.33%

Daily Std Dev

HCA:

24.53%

UHS:

28.15%

Max Drawdown

HCA:

-54.74%

UHS:

-60.27%

Current Drawdown

HCA:

-26.78%

UHS:

-25.35%

Fundamentals

Market Cap

HCA:

$77.96B

UHS:

$12.05B

EPS

HCA:

$22.26

UHS:

$15.03

PE Ratio

HCA:

13.83

UHS:

12.15

PEG Ratio

HCA:

0.99

UHS:

1.87

Total Revenue (TTM)

HCA:

$69.62B

UHS:

$15.42B

Gross Profit (TTM)

HCA:

$34.84B

UHS:

$4.73B

EBITDA (TTM)

HCA:

$13.96B

UHS:

$2.13B

Returns By Period

In the year-to-date period, HCA achieves a 13.05% return, which is significantly lower than UHS's 18.64% return. Over the past 10 years, HCA has outperformed UHS with an annualized return of 15.80%, while UHS has yielded a comparatively lower 5.33% annualized return.


HCA

YTD

13.05%

1M

-8.63%

6M

-10.08%

1Y

13.86%

5Y*

16.52%

10Y*

15.80%

UHS

YTD

18.64%

1M

-8.77%

6M

-4.58%

1Y

18.14%

5Y*

5.12%

10Y*

5.33%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for HCA, currently valued at 0.66, compared to the broader market-4.00-2.000.002.000.660.79
The chart of Sortino ratio for HCA, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.991.24
The chart of Omega ratio for HCA, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.17
The chart of Calmar ratio for HCA, currently valued at 0.57, compared to the broader market0.002.004.006.000.570.82
The chart of Martin ratio for HCA, currently valued at 1.89, compared to the broader market-5.000.005.0010.0015.0020.0025.001.892.66
HCA
UHS

The current HCA Sharpe Ratio is 0.66, which is comparable to the UHS Sharpe Ratio of 0.79. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.66
0.79
HCA
UHS

Dividends

HCA vs. UHS - Dividend Comparison

HCA's dividend yield for the trailing twelve months is around 0.87%, more than UHS's 0.44% yield.


TTM20232022202120202019201820172016201520142013
HCA
HCA Healthcare, Inc.
0.87%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%0.00%
UHS
Universal Health Services, Inc.
0.44%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%0.25%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.78%
-25.35%
HCA
UHS

Volatility

HCA vs. UHS - Volatility Comparison

The current volatility for HCA Healthcare, Inc. (HCA) is 4.94%, while Universal Health Services, Inc. (UHS) has a volatility of 6.80%. 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%JulyAugustSeptemberOctoberNovemberDecember
4.94%
6.80%
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
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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.

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