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HUM vs. CNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HUM and CNC is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HUM vs. CNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Humana Inc. (HUM) and Centene Corporation (CNC). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%5,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,217.77%
4,056.84%
HUM
CNC

Key characteristics

Sharpe Ratio

HUM:

-1.10

CNC:

-0.58

Sortino Ratio

HUM:

-1.46

CNC:

-0.64

Omega Ratio

HUM:

0.77

CNC:

0.92

Calmar Ratio

HUM:

-0.78

CNC:

-0.42

Martin Ratio

HUM:

-1.51

CNC:

-1.30

Ulcer Index

HUM:

29.59%

CNC:

13.49%

Daily Std Dev

HUM:

40.86%

CNC:

30.11%

Max Drawdown

HUM:

-85.10%

CNC:

-64.42%

Current Drawdown

HUM:

-55.36%

CNC:

-38.72%

Fundamentals

Market Cap

HUM:

$28.16B

CNC:

$29.19B

EPS

HUM:

$11.46

CNC:

$5.79

PE Ratio

HUM:

20.41

CNC:

9.98

PEG Ratio

HUM:

1.07

CNC:

0.63

Total Revenue (TTM)

HUM:

$115.01B

CNC:

$161.73B

Gross Profit (TTM)

HUM:

$101.65B

CNC:

$20.97B

EBITDA (TTM)

HUM:

$3.77B

CNC:

$5.89B

Returns By Period

In the year-to-date period, HUM achieves a -45.61% return, which is significantly lower than CNC's -19.71% return. Over the past 10 years, HUM has underperformed CNC with an annualized return of 6.27%, while CNC has yielded a comparatively higher 8.57% annualized return.


HUM

YTD

-45.61%

1M

-15.94%

6M

-30.12%

1Y

-45.03%

5Y*

-7.03%

10Y*

6.27%

CNC

YTD

-19.71%

1M

0.81%

6M

-12.29%

1Y

-18.84%

5Y*

-0.77%

10Y*

8.57%

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Risk-Adjusted Performance

HUM vs. CNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and Centene Corporation (CNC). 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 HUM, currently valued at -1.10, compared to the broader market-4.00-2.000.002.00-1.10-0.58
The chart of Sortino ratio for HUM, currently valued at -1.46, compared to the broader market-4.00-2.000.002.004.00-1.46-0.64
The chart of Omega ratio for HUM, currently valued at 0.77, compared to the broader market0.501.001.502.000.770.92
The chart of Calmar ratio for HUM, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78-0.42
The chart of Martin ratio for HUM, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.51-1.30
HUM
CNC

The current HUM Sharpe Ratio is -1.10, which is lower than the CNC Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of HUM and CNC, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.10
-0.58
HUM
CNC

Dividends

HUM vs. CNC - Dividend Comparison

HUM's dividend yield for the trailing twelve months is around 1.43%, while CNC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HUM
Humana Inc.
1.43%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%1.04%
CNC
Centene Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HUM vs. CNC - Drawdown Comparison

The maximum HUM drawdown since its inception was -85.10%, which is greater than CNC's maximum drawdown of -64.42%. Use the drawdown chart below to compare losses from any high point for HUM and CNC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-55.36%
-38.72%
HUM
CNC

Volatility

HUM vs. CNC - Volatility Comparison

Humana Inc. (HUM) has a higher volatility of 14.21% compared to Centene Corporation (CNC) at 8.61%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than CNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.21%
8.61%
HUM
CNC

Financials

HUM vs. CNC - Financials Comparison

This section allows you to compare key financial metrics between Humana Inc. and Centene Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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