HUM vs. ^SP500TR
Compare and contrast key facts about Humana Inc. (HUM) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUM or ^SP500TR.
Correlation
The correlation between HUM and ^SP500TR is 0.36, 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.
Performance
HUM vs. ^SP500TR - Performance Comparison
Key characteristics
HUM:
-1.10
^SP500TR:
2.23
HUM:
-1.46
^SP500TR:
2.97
HUM:
0.77
^SP500TR:
1.42
HUM:
-0.78
^SP500TR:
3.31
HUM:
-1.51
^SP500TR:
14.64
HUM:
29.59%
^SP500TR:
1.91%
HUM:
40.86%
^SP500TR:
12.52%
HUM:
-85.10%
^SP500TR:
-55.25%
HUM:
-55.36%
^SP500TR:
-2.57%
Returns By Period
In the year-to-date period, HUM achieves a -45.61% return, which is significantly lower than ^SP500TR's 26.03% return. Over the past 10 years, HUM has underperformed ^SP500TR with an annualized return of 6.27%, while ^SP500TR has yielded a comparatively higher 13.10% annualized return.
HUM
-45.61%
-15.94%
-30.12%
-45.03%
-7.03%
6.27%
^SP500TR
26.03%
0.36%
9.25%
26.67%
14.81%
13.10%
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Risk-Adjusted Performance
HUM vs. ^SP500TR - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
HUM vs. ^SP500TR - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 14.21% compared to S&P 500 Total Return (^SP500TR) at 3.79%. 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.