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

Correlation

The correlation between HUM and MNST is 0.15, 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.


-0.50.00.51.00.2

Performance

HUM vs. MNST - Performance Comparison

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

0.00%100,000.00%200,000.00%300,000.00%400,000.00%500,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,356.53%
416,996.77%
HUM
MNST

Key characteristics

Sharpe Ratio

HUM:

-1.10

MNST:

-0.21

Sortino Ratio

HUM:

-1.46

MNST:

-0.12

Omega Ratio

HUM:

0.77

MNST:

0.98

Calmar Ratio

HUM:

-0.78

MNST:

-0.19

Martin Ratio

HUM:

-1.51

MNST:

-0.36

Ulcer Index

HUM:

29.59%

MNST:

13.37%

Daily Std Dev

HUM:

40.86%

MNST:

23.39%

Max Drawdown

HUM:

-85.10%

MNST:

-69.17%

Current Drawdown

HUM:

-55.36%

MNST:

-15.00%

Fundamentals

Market Cap

HUM:

$28.16B

MNST:

$50.52B

EPS

HUM:

$11.46

MNST:

$1.56

PE Ratio

HUM:

20.41

MNST:

33.30

PEG Ratio

HUM:

1.07

MNST:

1.63

Total Revenue (TTM)

HUM:

$115.01B

MNST:

$7.41B

Gross Profit (TTM)

HUM:

$101.65B

MNST:

$3.98B

EBITDA (TTM)

HUM:

$3.77B

MNST:

$2.02B

Returns By Period

In the year-to-date period, HUM achieves a -45.61% return, which is significantly lower than MNST's -10.22% return. Over the past 10 years, HUM has underperformed MNST with an annualized return of 6.27%, while MNST has yielded a comparatively higher 10.75% annualized return.


HUM

YTD

-45.61%

1M

-15.94%

6M

-30.12%

1Y

-45.03%

5Y*

-7.03%

10Y*

6.27%

MNST

YTD

-10.22%

1M

-3.69%

6M

5.36%

1Y

-6.61%

5Y*

10.12%

10Y*

10.75%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HUM vs. MNST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and Monster Beverage Corporation (MNST). 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 -1.10, compared to the broader market-4.00-2.000.002.00-1.10-0.21
The chart of Sortino ratio for HUM, currently valued at -1.46, compared to the broader market-4.00-2.000.002.004.00-1.46-0.12
The chart of Omega ratio for HUM, currently valued at 0.77, compared to the broader market0.501.001.502.000.770.98
The chart of Calmar ratio for HUM, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78-0.19
The chart of Martin ratio for HUM, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.51-0.36
HUM
MNST

The current HUM Sharpe Ratio is -1.10, which is lower than the MNST Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of HUM and MNST, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-1.10
-0.21
HUM
MNST

Dividends

HUM vs. MNST - Dividend Comparison

HUM's dividend yield for the trailing twelve months is around 1.43%, while MNST has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HUM
Humana Inc.
1.43%0.77%0.62%0.60%0.61%0.60%0.70%0.76%0.43%0.64%0.77%1.04%
MNST
Monster Beverage Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HUM vs. MNST - Drawdown Comparison

The maximum HUM drawdown since its inception was -85.10%, which is greater than MNST's maximum drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for HUM and MNST. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-55.36%
-15.00%
HUM
MNST

Volatility

HUM vs. MNST - Volatility Comparison

Humana Inc. (HUM) has a higher volatility of 14.21% compared to Monster Beverage Corporation (MNST) at 5.07%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than MNST 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
14.21%
5.07%
HUM
MNST

Financials

HUM vs. MNST - Financials Comparison

This section allows you to compare key financial metrics between Humana Inc. and Monster Beverage Corporation. 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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