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.
Key characteristics
| HUM | VTI | |
|---|---|---|
| YTD Return | -31.19% | 4.91% |
| 1Y Return | -40.56% | 23.63% |
| 3Y Return (Ann) | -10.34% | 6.13% |
| 5Y Return (Ann) | 5.49% | 12.30% |
| 10Y Return (Ann) | 11.98% | 11.76% |
| Sharpe Ratio | -1.26 | 1.83 |
| Daily Std Dev | 32.29% | 12.05% |
| Max Drawdown | -85.10% | -55.45% |
| Current Drawdown | -43.54% | -4.58% |
Correlation
The correlation between HUM and VTI is 0.42, 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. VTI - Performance Comparison
In the year-to-date period, HUM achieves a -31.19% return, which is significantly lower than VTI's 4.91% return. Both investments have delivered pretty close results over the past 10 years, with HUM having a 11.98% annualized return and VTI not far behind at 11.76%. 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. 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 1.13%, less than VTI's 1.43% 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% |
VTI Vanguard Total Stock Market ETF | 1.43% | 1.44% | 1.66% | 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 7.24% compared to Vanguard Total Stock Market ETF (VTI) at 3.93%. 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.