HUM vs. VOO
Compare and contrast key facts about Humana Inc. (HUM) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUM or VOO.
Performance
HUM vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HUM achieves a -40.09% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, HUM has underperformed VOO with an annualized return of 7.95%, while VOO has yielded a comparatively higher 13.12% annualized return.
HUM
-40.09%
1.87%
-23.20%
-44.83%
-3.44%
7.95%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| HUM | VOO | |
|---|---|---|
| Sharpe Ratio | -1.19 | 2.64 |
| Sortino Ratio | -1.63 | 3.53 |
| Omega Ratio | 0.75 | 1.49 |
| Calmar Ratio | -0.81 | 3.81 |
| Martin Ratio | -1.42 | 17.34 |
| Ulcer Index | 32.79% | 1.86% |
| Daily Std Dev | 39.06% | 12.20% |
| Max Drawdown | -85.10% | -33.99% |
| Current Drawdown | -50.84% | -2.16% |
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Correlation
The correlation between HUM and VOO is 0.41, 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.
Risk-Adjusted Performance
HUM vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
HUM's dividend yield for the trailing twelve months is around 1.30%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUM Humana Inc. | 1.30% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% | 1.04% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HUM vs. VOO - Drawdown Comparison
The maximum HUM drawdown since its inception was -85.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HUM and VOO. For additional features, visit the drawdowns tool.
Volatility
HUM vs. VOO - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 13.51% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.