PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HROW vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HROW vs. UNH - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
150.82%
16.51%
HROW
UNH

Returns By Period

In the year-to-date period, HROW achieves a 291.79% return, which is significantly higher than UNH's 14.83% return. Over the past 10 years, HROW has underperformed UNH with an annualized return of 18.43%, while UNH has yielded a comparatively higher 21.83% annualized return.


HROW

YTD

291.79%

1M

-22.99%

6M

150.74%

1Y

377.48%

5Y (annualized)

50.45%

10Y (annualized)

18.43%

UNH

YTD

14.83%

1M

4.85%

6M

16.51%

1Y

11.55%

5Y (annualized)

18.41%

10Y (annualized)

21.83%

Fundamentals


HROWUNH
Market Cap$1.51B$552.63B
EPS-$0.95$15.37
Total Revenue (TTM)$169.14M$390.71B
Gross Profit (TTM)$122.73M-$18.49B
EBITDA (TTM)-$2.47M$26.73B

Key characteristics


HROWUNH
Sharpe Ratio4.400.50
Sortino Ratio5.080.86
Omega Ratio1.651.12
Calmar Ratio4.020.62
Martin Ratio34.181.63
Ulcer Index11.00%7.63%
Daily Std Dev85.39%24.81%
Max Drawdown-99.46%-82.67%
Current Drawdown-68.20%-4.44%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.1

The correlation between HROW and UNH is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

HROW vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harrow Health, Inc. (HROW) 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.


Sharpe ratio
The chart of Sharpe ratio for HROW, currently valued at 4.40, compared to the broader market-4.00-2.000.002.004.004.400.50
The chart of Sortino ratio for HROW, currently valued at 5.08, compared to the broader market-4.00-2.000.002.004.005.080.86
The chart of Omega ratio for HROW, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.12
The chart of Calmar ratio for HROW, currently valued at 4.02, compared to the broader market0.002.004.006.004.020.62
The chart of Martin ratio for HROW, currently valued at 34.18, compared to the broader market0.0010.0020.0030.0034.181.63
HROW
UNH

The current HROW Sharpe Ratio is 4.40, which is higher than the UNH Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of HROW 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.40
0.50
HROW
UNH

Dividends

HROW vs. UNH - Dividend Comparison

HROW has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.33%.


TTM20232022202120202019201820172016201520142013
HROW
Harrow Health, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
1.33%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

HROW vs. UNH - Drawdown Comparison

The maximum HROW drawdown since its inception was -99.46%, which is greater than UNH's maximum drawdown of -82.67%. Use the drawdown chart below to compare losses from any high point for HROW and UNH. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-68.20%
-4.44%
HROW
UNH

Volatility

HROW vs. UNH - Volatility Comparison

Harrow Health, Inc. (HROW) has a higher volatility of 27.27% compared to UnitedHealth Group Incorporated (UNH) at 8.56%. This indicates that HROW'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.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
27.27%
8.56%
HROW
UNH

Financials

HROW vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Harrow Health, 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