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

Correlation

The correlation between HUM and ENSG is 0.29, 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.


-0.50.00.51.00.3

Performance

HUM vs. ENSG - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
272.46%
3,593.14%
HUM
ENSG

Key characteristics

Sharpe Ratio

HUM:

-1.17

ENSG:

1.01

Sortino Ratio

HUM:

-1.60

ENSG:

1.54

Omega Ratio

HUM:

0.75

ENSG:

1.19

Calmar Ratio

HUM:

-0.82

ENSG:

1.71

Martin Ratio

HUM:

-1.62

ENSG:

5.15

Ulcer Index

HUM:

29.27%

ENSG:

4.33%

Daily Std Dev

HUM:

40.60%

ENSG:

21.99%

Max Drawdown

HUM:

-85.10%

ENSG:

-55.57%

Current Drawdown

HUM:

-56.67%

ENSG:

-13.06%

Fundamentals

Market Cap

HUM:

$28.16B

ENSG:

$8.02B

EPS

HUM:

$11.46

ENSG:

$4.13

PE Ratio

HUM:

20.41

ENSG:

33.90

PEG Ratio

HUM:

1.07

ENSG:

1.52

Total Revenue (TTM)

HUM:

$115.01B

ENSG:

$4.08B

Gross Profit (TTM)

HUM:

$101.65B

ENSG:

$569.89M

EBITDA (TTM)

HUM:

$3.77B

ENSG:

$364.01M

Returns By Period

In the year-to-date period, HUM achieves a -47.20% return, which is significantly lower than ENSG's 21.74% return. Over the past 10 years, HUM has underperformed ENSG with an annualized return of 5.82%, while ENSG has yielded a comparatively higher 21.16% annualized return.


HUM

YTD

-47.20%

1M

-11.61%

6M

-31.02%

1Y

-47.76%

5Y*

-7.59%

10Y*

5.82%

ENSG

YTD

21.74%

1M

-5.48%

6M

12.65%

1Y

19.84%

5Y*

24.93%

10Y*

21.16%

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Risk-Adjusted Performance

HUM vs. ENSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and The Ensign Group, Inc. (ENSG). 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 -1.17, compared to the broader market-4.00-2.000.002.00-1.171.01
The chart of Sortino ratio for HUM, currently valued at -1.60, compared to the broader market-4.00-2.000.002.004.00-1.601.54
The chart of Omega ratio for HUM, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.19
The chart of Calmar ratio for HUM, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.821.71
The chart of Martin ratio for HUM, currently valued at -1.62, compared to the broader market0.0010.0020.00-1.625.15
HUM
ENSG

The current HUM Sharpe Ratio is -1.17, which is lower than the ENSG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HUM and ENSG, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.17
1.01
HUM
ENSG

Dividends

HUM vs. ENSG - Dividend Comparison

HUM's dividend yield for the trailing twelve months is around 1.48%, more than ENSG's 0.18% yield.


TTM20232022202120202019201820172016201520142013
HUM
Humana Inc.
1.48%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%1.04%
ENSG
The Ensign Group, Inc.
0.18%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%0.60%

Drawdowns

HUM vs. ENSG - Drawdown Comparison

The maximum HUM drawdown since its inception was -85.10%, which is greater than ENSG's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for HUM and ENSG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.67%
-13.06%
HUM
ENSG

Volatility

HUM vs. ENSG - Volatility Comparison

Humana Inc. (HUM) has a higher volatility of 14.92% compared to The Ensign Group, Inc. (ENSG) at 4.78%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than ENSG 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
14.92%
4.78%
HUM
ENSG

Financials

HUM vs. ENSG - Financials Comparison

This section allows you to compare key financial metrics between Humana Inc. and The Ensign Group, Inc.. 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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