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HRB vs. UNH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HRB vs. UNH - Performance Comparison

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

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Returns By Period

In the year-to-date period, HRB achieves a -15.66% return, which is significantly lower than UNH's 25.68% return. Over the past 10 years, HRB has underperformed UNH with an annualized return of 9.07%, while UNH has yielded a comparatively higher 13.40% annualized return.


HRB

1D
5.38%
1M
-6.75%
YTD
-15.66%
6M
-15.12%
1Y
-32.36%
3Y*
6.60%
5Y*
11.86%
10Y*
9.07%

UNH

1D
0.63%
1M
5.98%
YTD
25.68%
6M
27.74%
1Y
39.79%
3Y*
-3.03%
5Y*
2.30%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HRB vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HRB
H&R Block, Inc.
-15.66%-14.88%12.03%36.87%59.94%55.43%-27.97%-3.55%0.49%18.22%
UNH
UnitedHealth Group Incorporated
25.68%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%

Correlation

The correlation between HRB and UNH is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.24

The correlation between HRB and UNH shifts across timeframes, from 0.14 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HRB:

$4.64B

UNH:

$372.42B

EPS

HRB:

$2.29

UNH:

$13.23

PE Ratio

HRB:

15.64

UNH:

30.94

PS Ratio

HRB:

3.09

UNH:

0.83

Total Revenue (TTM)

HRB:

$1.52B

UNH:

$449.71B

Gross Profit (TTM)

HRB:

$766.04M

UNH:

$84.55B

EBITDA (TTM)

HRB:

-$21.81M

UNH:

$22.99B

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Return for Risk

HRB vs. UNH — Risk / Return Rank

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

HRB
HRB Risk / Return Rank: 1313
Overall Rank
HRB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
HRB Sortino Ratio Rank: 99
Sortino Ratio Rank
HRB Omega Ratio Rank: 1111
Omega Ratio Rank
HRB Calmar Ratio Rank: 1818
Calmar Ratio Rank
HRB Martin Ratio Rank: 1616
Martin Ratio Rank

UNH
UNH Risk / Return Rank: 6969
Overall Rank
UNH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6565
Sortino Ratio Rank
UNH Omega Ratio Rank: 7171
Omega Ratio Rank
UNH Calmar Ratio Rank: 6868
Calmar Ratio Rank
UNH Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HRB vs. UNH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for H&R Block, Inc. (HRB) 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.

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.


HRBUNHDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

0.86

1.22

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.66

1.38

-2.04

Martin ratioReturn relative to average drawdown

-1.17

3.03

-4.20

HRB vs. UNH - Sharpe Ratio Comparison

The current HRB Sharpe Ratio is -0.79, which is lower than the UNH Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of HRB and UNH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HRB vs. UNH - Drawdown Comparison

The maximum HRB drawdown since its inception was -62.08%, smaller than the maximum UNH drawdown of -74.37%. Use the drawdown chart below to compare losses from any high point for HRB and UNH.


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Drawdown Indicators


HRBUNHDifference

Max Drawdown

Largest peak-to-trough decline

-62.08%

-74.37%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-49.16%

-28.96%

-20.20%

Max Drawdown (3Y)

Largest decline over 3 years

-55.54%

-61.39%

+5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-55.54%

-61.39%

+5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-57.72%

-61.39%

+3.67%

Current Drawdown

Current decline from peak

-42.34%

-31.75%

-10.59%

Average Drawdown

Average peak-to-trough decline

-18.66%

-14.78%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.74%

13.17%

+14.57%

Volatility

HRB vs. UNH - Volatility Comparison

H&R Block, Inc. (HRB) has a higher volatility of 10.18% compared to UnitedHealth Group Incorporated (UNH) at 7.68%. This indicates that HRB's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRBUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.18%

7.68%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

35.74%

30.76%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

41.01%

40.02%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.05%

31.90%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.85%

30.21%

+5.64%

Dividends

HRB vs. UNH - Dividend Comparison

HRB's dividend yield for the trailing twelve months is around 4.68%, more than UNH's 2.21% yield.


PositionTTM20252024202320222021202020192018201720162015
HRB
H&R Block, Inc.
4.68%3.65%2.63%2.52%3.07%4.54%6.56%4.39%3.90%3.59%3.74%2.40%
UNH
UnitedHealth Group Incorporated
2.21%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

Financials

HRB vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between H&R Block, 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


0.0020.00B40.00B60.00B80.00B100.00B120.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
2.23M
111.72B
(HRB) Total Revenue
(UNH) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HRB and UNH have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HRB has higher volatility (10.18%) compared to UNH (7.68%). In terms of maximum drawdown, HRB dropped -62.08% vs UNH's -74.37%.

UNH currently has the higher Sharpe Ratio (1.00 vs -0.79), 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.

Portfolio Optimizer

Find the right allocation for HRB and UNH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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