HUM vs. ENSG

Last updated Jun 3, 2026

HUM (Humana Inc.) and ENSG (The Ensign Group, Inc.) are both stocks. Both are in the Healthcare sector — HUM in Healthcare Plans, ENSG in Medical Care Facilities. Over the past 10 years, HUM returned 6.48%/yr vs 24.76%/yr for ENSG. At a 0.28 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, HUM achieves a 25.92% return, which is significantly higher than ENSG's -4.85% return. Over the past 10 years, HUM has underperformed ENSG with an annualized return of 6.48%, while ENSG has yielded a comparatively higher 24.76% annualized return.

HUM

• 1D: -2.26%
• 1M: 37.35%
• YTD: 25.92%
• 6M: 33.75%
• 1Y: 40.86%
• 3Y*: -13.88%
• 5Y*: -4.78%
• 10Y*: 6.48%

ENSG

• 1D: 0.42%
• 1M: -9.81%
• YTD: -4.85%
• 6M: -8.47%
• 1Y: 12.09%
• 3Y*: 22.07%
• 5Y*: 15.23%
• 10Y*: 24.76%

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

HUM vs. ENSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HUM Humana Inc.	25.92%	2.36%	-43.96%	-9.94%	11.15%	13.80%	12.71%	28.94%	16.27%	22.60%
ENSG The Ensign Group, Inc.	-4.85%	31.33%	18.62%	18.89%	12.98%	15.43%	61.43%	25.53%	75.67%	0.78%

Correlation

The correlation between HUM and ENSG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Nov 12, 2007	0.28

The correlation between HUM and ENSG shifts across timeframes, from 0.17 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap HUM : $38.71B ENSG : $9.87B
EPS HUM : $9.37 ENSG : $6.15
PE Ratio HUM : 34.25 ENSG : 26.95
PS Ratio HUM : 0.28 ENSG : 1.86
PB Ratio HUM : 2.08 ENSG : 4.17
Total Revenue (TTM) HUM : $137.20B ENSG : $5.27B
Gross Profit (TTM) HUM : $13.28B ENSG : $800.38M
EBITDA (TTM) HUM : $2.82B ENSG : $590.49M

Return for Risk

HUM vs. ENSG — Risk / Return Rank

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

HUM

HUM Risk / Return Rank: 62
HUM Sharpe Ratio Rank: 67
HUM Sortino Ratio Rank: 61
HUM Omega Ratio Rank: 65
HUM Calmar Ratio Rank: 58
HUM Martin Ratio Rank: 58

ENSG

ENSG Risk / Return Rank: 54
ENSG Sharpe Ratio Rank: 56
ENSG Sortino Ratio Rank: 53
ENSG Omega Ratio Rank: 50
ENSG Calmar Ratio Rank: 52
ENSG Martin Ratio Rank: 56

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. ENSG - Risk-Adjusted Trends 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.

	HUM	ENSG	Difference
Sharpe ratio Return per unit of total volatility	0.84	0.46	+0.38
Sortino ratio Return per unit of downside risk	1.34	1.00	+0.34
Omega ratio Gain probability vs. loss probability	1.20	1.11	+0.09
Calmar ratio Return relative to maximum drawdown	0.84	0.54	+0.30
Martin ratio Return relative to average drawdown	1.75	1.63	+0.12
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. ENSG - Sharpe Ratio Comparison

The current HUM Sharpe Ratio is 0.84, which is higher than the ENSG Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HUM and ENSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HUM	ENSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	0.46	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	0.58	-0.71
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.69	-0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.59	-0.37

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.

Drawdown Indicators

	HUM	ENSG	Difference
Max Drawdown Largest peak-to-trough decline	-85.10%	-55.57%	-29.53%
Max Drawdown (1Y) Largest decline over 1 year	-47.18%	-23.53%	-23.65%
Max Drawdown (3Y) Largest decline over 3 years	-67.92%	-23.53%	-44.39%
Max Drawdown (5Y) Largest decline over 5 years	-69.92%	-24.59%	-45.33%
Max Drawdown (10Y) Largest decline over 10 years	-69.92%	-55.57%	-14.35%
Current Drawdown Current decline from peak	-40.72%	-23.20%	-17.52%
Average Drawdown Average peak-to-trough decline	-27.15%	-12.24%	-14.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.79%	7.80%	+14.99%

Volatility

HUM vs. ENSG - Volatility Comparison

Humana Inc. (HUM) has a higher volatility of 15.20% compared to The Ensign Group, Inc. (ENSG) at 7.46%. 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.

Volatility by Period

	HUM	ENSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.20%	7.46%	+7.74%
Volatility (6M) Calculated over the trailing 6-month period	38.83%	20.24%	+18.59%
Volatility (1Y) Calculated over the trailing 1-year period	48.93%	26.47%	+22.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.36%	26.37%	+10.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.59%	36.00%	-1.41%

Dividends

HUM vs. ENSG - Dividend Comparison

HUM's dividend yield for the trailing twelve months is around 1.10%, more than ENSG's 0.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENSG The Ensign Group, Inc.	0.15%	0.14%	0.18%	0.21%	0.24%	0.25%	0.28%	0.40%	0.47%	0.78%	0.73%	0.67%
HUM Humana Inc.	1.10%	1.38%	1.40%	0.77%	0.62%	0.60%	0.61%	0.60%	0.70%	0.76%	0.43%	0.64%

Financials

HUM vs. ENSG - Profitability Comparison

The chart below illustrates the profitability comparison between Humana Inc. and The Ensign Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

HUM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Humana Inc. reported a gross profit of 0.00 and revenue of 39.65B. Therefore, the gross margin over that period was 0.0%.

ENSG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a gross profit of 293.37M and revenue of 1.39B. Therefore, the gross margin over that period was 21.1%.

HUM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Humana Inc. reported an operating income of 1.75B and revenue of 39.65B, resulting in an operating margin of 4.4%.

ENSG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported an operating income of 124.85M and revenue of 1.39B, resulting in an operating margin of 9.0%.

HUM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Humana Inc. reported a net income of 1.19B and revenue of 39.65B, resulting in a net margin of 3.0%.

ENSG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a net income of 99.67M and revenue of 1.39B, resulting in a net margin of 7.2%.

Frequently Asked Questions

Can I hold both HUM and ENSG in my portfolio?

HUM and ENSG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HUM or ENSG?

HUM has higher volatility (15.20%) compared to ENSG (7.46%). In terms of maximum drawdown, HUM dropped -85.10% vs ENSG's -55.57%.

Which has better risk-adjusted returns?

HUM currently has the higher Sharpe Ratio (0.84 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.