HCA vs. VT
HCA (HCA Healthcare, Inc.) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, HCA returned 19.22%/yr vs 12.39%/yr for VT. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
HCA vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, HCA achieves a -13.47% return, which is significantly lower than VT's 11.15% return. Over the past 10 years, HCA has outperformed VT with an annualized return of 19.22%, while VT has yielded a comparatively lower 12.39% annualized return.
HCA
- 1D
- 1.72%
- 1M
- -1.93%
- 6M
- -17.26%
- YTD
- -13.47%
- 1Y
- 13.55%
- 3Y*
- 14.59%
- 5Y*
- 11.08%
- 10Y*
- 19.22%
- ALL TIME*
- 20.40%
VT
- 1D
- 0.26%
- 1M
- -0.20%
- 6M
- 7.80%
- YTD
- 11.15%
- 1Y
- 23.51%
- 3Y*
- 18.19%
- 5Y*
- 10.58%
- 10Y*
- 12.39%
- ALL TIME*
- 8.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $671.68M | $709.79M | $659.23M | |
| $425.08M | $369.63M | $481.55M |
HCA vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCA HCA Healthcare, Inc. | -13.47% | 56.71% | 11.75% | 13.83% | -5.64% | 57.58% | 12.07% | 20.24% | 43.37% | 18.67% |
VT Vanguard Total World Stock ETF | 11.15% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between HCA and VT is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011 | 0.44 |
Over the past year, the correlation between HCA and VT has dropped to 0.13 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
HCA vs. VT — Risk / Return Rank
HCA
VT
HCA vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCA Healthcare, Inc. (HCA) and Vanguard Total World Stock ETF (VT). 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.
| HCA | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 2.29 | -1.86 |
| Martin ratioReturn relative to average drawdown | 0.98 | 9.54 | -8.56 |
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Drawdowns
HCA vs. VT - Drawdown Comparison
The maximum HCA drawdown since its inception was -54.74%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for HCA and VT.
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Drawdown Indicators
| HCA | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.74% | -50.27% | -4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -33.62% | -9.67% | -23.95% |
Max Drawdown (3Y)Largest decline over 3 years | -33.62% | -16.51% | -17.11% |
Max Drawdown (5Y)Largest decline over 5 years | -39.49% | -26.38% | -13.11% |
Max Drawdown (10Y)Largest decline over 10 years | -54.74% | -34.24% | -20.50% |
Current DrawdownCurrent decline from peak | -25.89% | -1.84% | -24.05% |
Average DrawdownAverage peak-to-trough decline | -11.19% | -6.97% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.90% | 2.32% | +12.58% |
Volatility
HCA vs. VT - Volatility Comparison
HCA Healthcare, Inc. (HCA) has a higher volatility of 14.90% compared to Vanguard Total World Stock ETF (VT) at 3.99%. This indicates that HCA's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCA | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.90% | 3.99% | +10.91% |
Volatility (6M)Calculated over the trailing 6-month period | 24.46% | 11.68% | +12.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 13.96% | +16.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.85% | 16.22% | +13.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.92% | 17.18% | +15.74% |
Dividends
HCA vs. VT - Dividend Comparison
HCA's dividend yield for the trailing twelve months is around 0.75%, less than VT's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCA HCA Healthcare, Inc. | 0.75% | 0.62% | 0.88% | 0.89% | 0.93% | 0.75% | 0.63% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.59% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
HCA and VT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HCA has higher volatility (14.90%) compared to VT (3.99%). In terms of maximum drawdown, HCA dropped -54.74% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.59 vs 0.48), 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.
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