HUM vs. UNH
Compare and contrast key facts about Humana Inc. (HUM) and UnitedHealth Group Incorporated (UNH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUM or UNH.
Key characteristics
| HUM | UNH | |
|---|---|---|
| YTD Return | -31.19% | -7.68% |
| 1Y Return | -40.56% | -0.37% |
| 3Y Return (Ann) | -10.34% | 8.19% |
| 5Y Return (Ann) | 5.49% | 17.65% |
| 10Y Return (Ann) | 11.98% | 22.39% |
| Sharpe Ratio | -1.26 | -0.04 |
| Daily Std Dev | 32.29% | 21.75% |
| Max Drawdown | -85.10% | -82.68% |
| Current Drawdown | -43.54% | -11.81% |
Fundamentals
| HUM | UNH | |
|---|---|---|
| Market Cap | $36.86B | $455.76B |
| EPS | $16.24 | $16.40 |
| PE Ratio | 18.84 | 30.20 |
| PEG Ratio | 1.64 | 1.24 |
| Revenue (TTM) | $109.24B | $379.49B |
| Gross Profit (TTM) | $17.18B | $79.62B |
| EBITDA (TTM) | $4.47B | $35.00B |
Correlation
The correlation between HUM and UNH is 0.45, 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. UNH - Performance Comparison
In the year-to-date period, HUM achieves a -31.19% return, which is significantly lower than UNH's -7.68% return. Over the past 10 years, HUM has underperformed UNH with an annualized return of 11.98%, while UNH has yielded a comparatively higher 22.39% 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. UNH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and UnitedHealth Group Incorporated (UNH). 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. UNH - Dividend Comparison
HUM's dividend yield for the trailing twelve months is around 1.13%, less than UNH's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUM Humana Inc. | 1.13% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% | 1.04% |
UNH UnitedHealth Group Incorporated | 1.55% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Drawdowns
HUM vs. UNH - Drawdown Comparison
The maximum HUM drawdown since its inception was -85.10%, roughly equal to the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for HUM and UNH. For additional features, visit the drawdowns tool.
Volatility
HUM vs. UNH - Volatility Comparison
The current volatility for Humana Inc. (HUM) is 7.24%, while UnitedHealth Group Incorporated (UNH) has a volatility of 8.07%. This indicates that HUM experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HUM vs. UNH - Financials Comparison
This section allows you to compare key financial metrics between Humana Inc. and UnitedHealth Group Incorporated. 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