PortfoliosLab logo
HCA vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HCA and UNH is 0.48, 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. UNH - Performance Comparison

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

1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%NovemberDecember2025FebruaryMarchApril
1,325.11%
1,083.16%
HCA
UNH

Key characteristics

Sharpe Ratio

HCA:

0.12

UNH:

-0.34

Sortino Ratio

HCA:

0.35

UNH:

-0.19

Omega Ratio

HCA:

1.05

UNH:

0.97

Calmar Ratio

HCA:

0.12

UNH:

-0.39

Martin Ratio

HCA:

0.23

UNH:

-1.06

Ulcer Index

HCA:

15.29%

UNH:

11.78%

Daily Std Dev

HCA:

28.56%

UNH:

37.28%

Max Drawdown

HCA:

-54.74%

UNH:

-82.68%

Current Drawdown

HCA:

-20.74%

UNH:

-32.50%

Fundamentals

Market Cap

HCA:

$84.06B

UNH:

$386.16B

EPS

HCA:

$22.00

UNH:

$23.90

PE Ratio

HCA:

14.91

UNH:

17.52

PEG Ratio

HCA:

1.08

UNH:

0.90

PS Ratio

HCA:

1.17

UNH:

0.94

PB Ratio

HCA:

293.44

UNH:

3.78

Total Revenue (TTM)

HCA:

$53.26B

UNH:

$297.84B

Gross Profit (TTM)

HCA:

$33.05B

UNH:

$63.75B

EBITDA (TTM)

HCA:

$10.33B

UNH:

$21.97B

Returns By Period

In the year-to-date period, HCA achieves a 9.50% return, which is significantly higher than UNH's -16.89% return. Over the past 10 years, HCA has outperformed UNH with an annualized return of 16.90%, while UNH has yielded a comparatively lower 15.97% annualized return.


HCA

YTD

9.50%

1M

-4.16%

6M

-9.41%

1Y

7.78%

5Y*

25.70%

10Y*

16.90%

UNH

YTD

-16.89%

1M

-18.87%

6M

-25.24%

1Y

-14.13%

5Y*

9.37%

10Y*

15.97%

*Annualized

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

HCA vs. UNH — 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

UNH
The Risk-Adjusted Performance Rank of UNH is 3030
Overall Rank
The Sharpe Ratio Rank of UNH is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 3232
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 3030
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 2727
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 2626
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. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HCA Healthcare, Inc. (HCA) and UnitedHealth Group Incorporated (UNH). 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
UNH: -0.34
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
UNH: -0.19
The chart of Omega ratio for HCA, currently valued at 1.05, compared to the broader market0.501.001.502.00
HCA: 1.05
UNH: 0.97
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
UNH: -0.39
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
UNH: -1.06

The current HCA Sharpe Ratio is 0.12, which is higher than the UNH Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of HCA and UNH, 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
-0.34
HCA
UNH

Dividends

HCA vs. UNH - Dividend Comparison

HCA's dividend yield for the trailing twelve months is around 0.82%, less than UNH's 2.01% 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%
UNH
UnitedHealth Group Incorporated
2.01%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

Drawdowns

HCA vs. UNH - Drawdown Comparison

The maximum HCA drawdown since its inception was -54.74%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for HCA and UNH. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.74%
-32.50%
HCA
UNH

Volatility

HCA vs. UNH - Volatility Comparison

The current volatility for HCA Healthcare, Inc. (HCA) is 10.73%, while UnitedHealth Group Incorporated (UNH) has a volatility of 28.02%. This indicates that HCA experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
10.73%
28.02%
HCA
UNH

Financials

HCA vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between HCA Healthcare, Inc. and UnitedHealth Group Incorporated. 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