HCA vs. VTV
HCA (HCA Healthcare, Inc.) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, HCA returned 17.90%/yr vs 12.48%/yr for VTV. Their 0.50 correlation means their historical movements had little consistent relationship.
Performance
HCA vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, HCA achieves a -17.85% return, which is significantly lower than VTV's 16.94% return. Over the past 10 years, HCA has outperformed VTV with an annualized return of 17.90%, while VTV has yielded a comparatively lower 12.48% annualized return.
HCA
- 1D
- 1.51%
- 1M
- -1.23%
- 6M
- -18.55%
- YTD
- -17.85%
- 1Y
- 15.09%
- 3Y*
- 11.07%
- 5Y*
- 9.91%
- 10Y*
- 17.90%
- ALL TIME*
- 20.02%
VTV
- 1D
- 0.53%
- 1M
- 0.73%
- 6M
- 13.03%
- YTD
- 16.94%
- 1Y
- 24.90%
- 3Y*
- 17.23%
- 5Y*
- 12.51%
- 10Y*
- 12.48%
- ALL TIME*
- 9.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $755.16M | $661.20M | $645.06M | |
| $654.06M | $690.11M | $596.84M |
HCA vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCA HCA Healthcare, Inc. | -17.85% | 56.71% | 11.75% | 13.83% | -5.64% | 57.58% | 12.07% | 20.24% | 43.37% | 18.67% |
VTV Vanguard Value ETF | 16.94% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between HCA and VTV is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011 | 0.50 |
Over the past year, the correlation between HCA and VTV has dropped to 0.22 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
HCA vs. VTV — Risk / Return Rank
HCA
VTV
HCA vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCA Healthcare, Inc. (HCA) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.45 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 4.02 | -3.64 |
| Martin ratioReturn relative to average drawdown | 0.88 | 15.23 | -14.35 |
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Drawdowns
HCA vs. VTV - Drawdown Comparison
The maximum HCA drawdown since its inception was -54.74%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for HCA and VTV.
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Drawdown Indicators
| HCA | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.74% | -59.27% | +4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -33.62% | -6.35% | -27.27% |
Max Drawdown (3Y)Largest decline over 3 years | -33.62% | -14.52% | -19.10% |
Max Drawdown (5Y)Largest decline over 5 years | -39.49% | -17.04% | -22.45% |
Max Drawdown (10Y)Largest decline over 10 years | -54.74% | -36.78% | -17.96% |
Current DrawdownCurrent decline from peak | -29.65% | 0.00% | -29.65% |
Average DrawdownAverage peak-to-trough decline | -11.17% | -7.82% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.44% | 1.67% | +12.77% |
Volatility
HCA vs. VTV - Volatility Comparison
HCA Healthcare, Inc. (HCA) has a higher volatility of 12.22% compared to Vanguard Value ETF (VTV) at 2.48%. This indicates that HCA's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCA | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.22% | 2.48% | +9.74% |
Volatility (6M)Calculated over the trailing 6-month period | 24.20% | 7.59% | +16.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.42% | 10.28% | +19.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.61% | 13.81% | +15.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 16.61% | +16.21% |
Dividends
HCA vs. VTV - Dividend Comparison
HCA's dividend yield for the trailing twelve months is around 0.78%, less than VTV's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCA HCA Healthcare, Inc. | 0.78% | 0.62% | 0.88% | 0.89% | 0.93% | 0.75% | 0.63% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 1.85% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
HCA and VTV have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HCA has higher volatility (12.22%) compared to VTV (2.48%). In terms of maximum drawdown, HCA dropped -54.74% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.49 vs 0.44), 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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