HUM vs. IMBBY
HUM (Humana Inc.) and IMBBY (Imperial Brands PLC) are both stocks. HUM operates in Healthcare Plans (Healthcare), while IMBBY operates in Tobacco (Consumer Defensive). Over the past 10 years, HUM returned 7.22%/yr vs 3.10%/yr for IMBBY. At a 0.14 correlation, their price movements are largely independent.
Performance
HUM vs. IMBBY - Performance Comparison
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Returns By Period
In the year-to-date period, HUM achieves a 37.26% return, which is significantly higher than IMBBY's -11.26% return. Over the past 10 years, HUM has outperformed IMBBY with an annualized return of 7.22%, while IMBBY has yielded a comparatively lower 3.10% annualized return.
HUM
- 1D
- 6.80%
- 1M
- 46.04%
- YTD
- 37.26%
- 6M
- 39.43%
- 1Y
- 53.93%
- 3Y*
- -11.55%
- 5Y*
- -2.93%
- 10Y*
- 7.22%
IMBBY
- 1D
- -0.25%
- 1M
- -4.61%
- YTD
- -11.26%
- 6M
- -15.14%
- 1Y
- -0.72%
- 3Y*
- 26.87%
- 5Y*
- 17.36%
- 10Y*
- 3.10%
HUM vs. IMBBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HUM Humana Inc. | 37.26% | 2.36% | -43.96% | -9.94% | 11.15% | 13.80% | 12.71% | 28.94% | 16.27% | 22.60% |
IMBBY Imperial Brands PLC | -11.26% | 38.90% | 47.56% | 0.53% | 22.09% | 14.14% | -6.19% | -10.65% | -23.41% | 2.89% |
Correlation
The correlation between HUM and IMBBY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.14 |
The correlation between HUM and IMBBY shifts across timeframes, from 0.02 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HUM:
$42.20B
IMBBY:
$28.99B
HUM:
$9.37
IMBBY:
$5.30
HUM:
37.34
IMBBY:
6.84
HUM:
0.31
IMBBY:
0.78
HUM:
2.27
IMBBY:
7.19
HUM:
$137.20B
IMBBY:
$38.07B
HUM:
$13.28B
IMBBY:
$13.55B
HUM:
$2.82B
IMBBY:
$8.33B
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Return for Risk
HUM vs. IMBBY — Risk / Return Rank
HUM
IMBBY
HUM vs. IMBBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and Imperial Brands PLC (IMBBY). 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 | IMBBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.01 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | -0.04 | +1.19 |
| Martin ratioReturn relative to average drawdown | 2.37 | -0.10 | +2.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HUM | IMBBY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | -0.04 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.83 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.13 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.15 | +0.07 |
Drawdowns
HUM vs. IMBBY - Drawdown Comparison
The maximum HUM drawdown since its inception was -85.10%, which is greater than IMBBY's maximum drawdown of -65.19%. Use the drawdown chart below to compare losses from any high point for HUM and IMBBY.
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Drawdown Indicators
| HUM | IMBBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.10% | -65.19% | -19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -47.18% | -18.45% | -28.73% |
Max Drawdown (3Y)Largest decline over 3 years | -67.92% | -18.89% | -49.03% |
Max Drawdown (5Y)Largest decline over 5 years | -69.92% | -21.66% | -48.26% |
Max Drawdown (10Y)Largest decline over 10 years | -69.92% | -64.98% | -4.94% |
Current DrawdownCurrent decline from peak | -35.38% | -18.16% | -17.22% |
Average DrawdownAverage peak-to-trough decline | -27.15% | -26.22% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.79% | 7.35% | +15.44% |
Volatility
HUM vs. IMBBY - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 15.98% compared to Imperial Brands PLC (IMBBY) at 7.39%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than IMBBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HUM | IMBBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.98% | 7.39% | +8.59% |
Volatility (6M)Calculated over the trailing 6-month period | 39.34% | 16.16% | +23.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.40% | 20.64% | +28.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.49% | 21.02% | +16.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 24.32% | +10.33% |
Dividends
HUM vs. IMBBY - Dividend Comparison
HUM's dividend yield for the trailing twelve months is around 1.01%, less than IMBBY's 5.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUM Humana Inc. | 1.01% | 1.38% | 1.40% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% |
IMBBY Imperial Brands PLC | 5.99% | 5.37% | 6.04% | 7.62% | 7.03% | 8.58% | 9.92% | 10.41% | 7.93% | 5.03% | 4.54% | 0.00% |
Financials
HUM vs. IMBBY - Financials Comparison
This section allows you to compare key financial metrics between Humana Inc. and Imperial Brands PLC. 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
HUM vs. IMBBY - Profitability Comparison
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%.
IMBBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a gross profit of 3.04B and revenue of 9.22B. Therefore, the gross margin over that period was 33.0%.
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%.
IMBBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported an operating income of 1.47B and revenue of 9.22B, resulting in an operating margin of 15.9%.
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%.
IMBBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a net income of 482.14M and revenue of 9.22B, resulting in a net margin of 5.2%.
Frequently Asked Questions
HUM and IMBBY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HUM has higher volatility (15.98%) compared to IMBBY (7.39%). In terms of maximum drawdown, HUM dropped -85.10% vs IMBBY's -65.19%.
HUM currently has the higher Sharpe Ratio (1.10 vs -0.04), 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.
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