HUM vs. ENSG
Compare and contrast key facts about Humana Inc. (HUM) and The Ensign Group, Inc. (ENSG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUM or ENSG.
Performance
HUM vs. ENSG - Performance Comparison
Returns By Period
In the year-to-date period, HUM achieves a -40.09% return, which is significantly lower than ENSG's 28.06% return. Over the past 10 years, HUM has underperformed ENSG with an annualized return of 7.95%, while ENSG has yielded a comparatively higher 23.47% annualized return.
HUM
-40.09%
1.87%
-23.20%
-44.83%
-3.44%
7.95%
ENSG
28.06%
-3.33%
19.89%
33.87%
28.62%
23.47%
Fundamentals
| HUM | ENSG | |
|---|---|---|
| Market Cap | $33.72B | $8.54B |
| EPS | $11.47 | $4.12 |
| PE Ratio | 24.42 | 36.19 |
| PEG Ratio | 1.28 | 1.60 |
| Total Revenue (TTM) | $115.01B | $4.08B |
| Gross Profit (TTM) | $101.65B | $569.89M |
| EBITDA (TTM) | $1.87B | $356.04M |
Key characteristics
| HUM | ENSG | |
|---|---|---|
| Sharpe Ratio | -1.19 | 1.68 |
| Sortino Ratio | -1.63 | 2.36 |
| Omega Ratio | 0.75 | 1.30 |
| Calmar Ratio | -0.81 | 4.14 |
| Martin Ratio | -1.42 | 10.31 |
| Ulcer Index | 32.79% | 3.56% |
| Daily Std Dev | 39.06% | 21.88% |
| Max Drawdown | -85.10% | -55.57% |
| Current Drawdown | -50.84% | -8.55% |
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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.
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.
Dividends
HUM vs. ENSG - Dividend Comparison
HUM's dividend yield for the trailing twelve months is around 1.30%, more than ENSG's 0.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUM Humana Inc. | 1.30% | 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. | 0.17% | 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.
Volatility
HUM vs. ENSG - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 13.51% compared to The Ensign Group, Inc. (ENSG) at 10.20%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities