HUM vs. IHI
Compare and contrast key facts about Humana Inc. (HUM) and iShares U.S. Medical Devices ETF (IHI).
IHI is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Medical Equipment Index. It was launched on May 5, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUM or IHI.
Key characteristics
| HUM | IHI | |
|---|---|---|
| YTD Return | -33.85% | 1.98% |
| 1Y Return | -43.08% | -2.42% |
| 3Y Return (Ann) | -11.52% | -1.91% |
| 5Y Return (Ann) | 4.84% | 8.44% |
| 10Y Return (Ann) | 11.55% | 13.78% |
| Sharpe Ratio | -1.33 | -0.16 |
| Daily Std Dev | 32.03% | 15.89% |
| Max Drawdown | -85.10% | -49.64% |
| Current Drawdown | -45.71% | -17.05% |
Correlation
The correlation between HUM and IHI is 0.42, 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.
Performance
HUM vs. IHI - Performance Comparison
In the year-to-date period, HUM achieves a -33.85% return, which is significantly lower than IHI's 1.98% return. Over the past 10 years, HUM has underperformed IHI with an annualized return of 11.55%, while IHI has yielded a comparatively higher 13.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HUM vs. IHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and iShares U.S. Medical Devices ETF (IHI). 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. IHI - Dividend Comparison
HUM's dividend yield for the trailing twelve months is around 1.17%, more than IHI's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUM Humana Inc. | 1.17% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% | 1.04% |
IHI iShares U.S. Medical Devices ETF | 0.54% | 0.53% | 0.45% | 0.25% | 0.25% | 0.33% | 0.26% | 0.37% | 0.55% | 1.28% | 0.65% | 0.33% |
Drawdowns
HUM vs. IHI - Drawdown Comparison
The maximum HUM drawdown since its inception was -85.10%, which is greater than IHI's maximum drawdown of -49.64%. Use the drawdown chart below to compare losses from any high point for HUM and IHI. For additional features, visit the drawdowns tool.
Volatility
HUM vs. IHI - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 15.58% compared to iShares U.S. Medical Devices ETF (IHI) at 4.54%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than IHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.