HUM vs. VTI
Compare and contrast key facts about Humana Inc. (HUM) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUM or VTI.
Performance
HUM vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, HUM achieves a -40.09% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, HUM has underperformed VTI with an annualized return of 7.95%, while VTI has yielded a comparatively higher 12.59% annualized return.
HUM
-40.09%
1.87%
-23.20%
-44.83%
-3.44%
7.95%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| HUM | VTI | |
|---|---|---|
| Sharpe Ratio | -1.19 | 2.58 |
| Sortino Ratio | -1.63 | 3.45 |
| Omega Ratio | 0.75 | 1.48 |
| Calmar Ratio | -0.81 | 3.76 |
| Martin Ratio | -1.42 | 16.56 |
| Ulcer Index | 32.79% | 1.95% |
| Daily Std Dev | 39.06% | 12.51% |
| Max Drawdown | -85.10% | -55.45% |
| Current Drawdown | -50.84% | -2.43% |
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Correlation
The correlation between HUM and VTI 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
HUM's dividend yield for the trailing twelve months is around 1.30%, which matches VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
HUM vs. VTI - Drawdown Comparison
The maximum HUM drawdown since its inception was -85.10%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HUM and VTI. For additional features, visit the drawdowns tool.
Volatility
HUM vs. VTI - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 13.51% compared to Vanguard Total Stock Market ETF (VTI) at 4.27%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.