HUM vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Humana Inc. (HUM) and S&P 500 Total Return (^SP500TR).

Performance

HUM vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Humana Inc. (HUM) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

HUM vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HUM Humana Inc.	-30.22%	2.36%	-43.96%	-9.94%	11.15%	13.80%	12.71%	28.94%	16.27%	22.60%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, HUM achieves a -30.22% return, which is significantly lower than ^SP500TR's -3.53% return. Over the past 10 years, HUM has underperformed ^SP500TR with an annualized return of 0.42%, while ^SP500TR has yielded a comparatively higher 14.22% annualized return.

HUM

• 1D: 0.50%
• 1M: -1.57%
• YTD: -30.22%
• 6M: -30.11%
• 1Y: -32.04%
• 3Y*: -28.78%
• 5Y*: -14.67%
• 10Y*: 0.42%

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HUM vs. ^SP500TR — Risk / Return Rank

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

HUM

HUM Risk / Return Rank: 14
HUM Sharpe Ratio Rank: 13
HUM Sortino Ratio Rank: 15
HUM Omega Ratio Rank: 15
HUM Calmar Ratio Rank: 16
HUM Martin Ratio Rank: 11

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

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.

HUM vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and S&P 500 Total Return (^SP500TR). 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.

	HUM	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	-0.65	0.96	-1.61
Sortino ratio Return per unit of downside risk	-0.67	1.48	-2.15
Omega ratio Gain probability vs. loss probability	0.90	1.23	-0.32
Calmar ratio Return relative to maximum drawdown	-0.67	1.51	-2.19
Martin ratio Return relative to average drawdown	-1.38	7.14	-8.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HUM vs. ^SP500TR - Sharpe Ratio Comparison

The current HUM Sharpe Ratio is -0.65, which is lower than the ^SP500TR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of HUM and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HUM	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.65	0.96	-1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	0.71	-1.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.79	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.62	-0.45

Correlation

The correlation between HUM and ^SP500TR is 0.35, 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.

Drawdowns

HUM vs. ^SP500TR - Drawdown Comparison

The maximum HUM drawdown since its inception was -85.10%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for HUM and ^SP500TR.

Drawdown Indicators

	HUM	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-85.10%	-55.25%	-29.85%
Max Drawdown (1Y) Largest decline over 1 year	-47.18%	-8.89%	-38.29%
Max Drawdown (5Y) Largest decline over 5 years	-69.92%	-24.49%	-45.43%
Max Drawdown (10Y) Largest decline over 10 years	-69.92%	-33.79%	-36.13%
Current Drawdown Current decline from peak	-67.15%	-5.44%	-61.71%
Average Drawdown Average peak-to-trough decline	-27.02%	-8.20%	-18.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.02%	2.57%	+20.45%

Volatility

HUM vs. ^SP500TR - Volatility Comparison

Humana Inc. (HUM) has a higher volatility of 9.66% compared to S&P 500 Total Return (^SP500TR) at 5.30%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HUM	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.66%	5.30%	+4.36%
Volatility (6M) Calculated over the trailing 6-month period	38.06%	9.55%	+28.51%
Volatility (1Y) Calculated over the trailing 1-year period	49.57%	18.32%	+31.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.24%	16.90%	+19.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.07%	18.04%	+16.03%