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HUM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

HUM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Humana Inc. (HUM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
418.17%
595.32%
HUM
VOO

Key characteristics

Sharpe Ratio

HUM:

-1.17

VOO:

2.04

Sortino Ratio

HUM:

-1.60

VOO:

2.72

Omega Ratio

HUM:

0.75

VOO:

1.38

Calmar Ratio

HUM:

-0.82

VOO:

3.02

Martin Ratio

HUM:

-1.62

VOO:

13.60

Ulcer Index

HUM:

29.27%

VOO:

1.88%

Daily Std Dev

HUM:

40.60%

VOO:

12.52%

Max Drawdown

HUM:

-85.10%

VOO:

-33.99%

Current Drawdown

HUM:

-56.67%

VOO:

-3.52%

Returns By Period

In the year-to-date period, HUM achieves a -47.20% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, HUM has underperformed VOO with an annualized return of 5.82%, while VOO has yielded a comparatively higher 13.02% annualized return.


HUM

YTD

-47.20%

1M

-11.61%

6M

-31.02%

1Y

-47.76%

5Y*

-7.59%

10Y*

5.82%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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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.


Sharpe ratio
The chart of Sharpe ratio for HUM, currently valued at -1.17, compared to the broader market-4.00-2.000.002.00-1.172.04
The chart of Sortino ratio for HUM, currently valued at -1.60, compared to the broader market-4.00-2.000.002.004.00-1.602.72
The chart of Omega ratio for HUM, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.38
The chart of Calmar ratio for HUM, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.823.02
The chart of Martin ratio for HUM, currently valued at -1.62, compared to the broader market0.0010.0020.00-1.6213.60
HUM
VOO

The current HUM Sharpe Ratio is -1.17, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of HUM and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.17
2.04
HUM
VOO

Dividends

HUM vs. VOO - Dividend Comparison

HUM's dividend yield for the trailing twelve months is around 1.48%, more than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
HUM
Humana Inc.
1.48%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.67%
-3.52%
HUM
VOO

Volatility

HUM vs. VOO - Volatility Comparison

Humana Inc. (HUM) has a higher volatility of 14.92% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.92%
3.58%
HUM
VOO
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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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