HUM vs. ^SP500TR
Compare and contrast key facts about Humana Inc. (HUM) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUM or ^SP500TR.
Key characteristics
| HUM | ^SP500TR | |
|---|---|---|
| YTD Return | -31.19% | 5.68% |
| 1Y Return | -40.56% | 23.72% |
| 3Y Return (Ann) | -10.34% | 7.95% |
| 5Y Return (Ann) | 5.49% | 13.15% |
| 10Y Return (Ann) | 11.98% | 12.41% |
| Sharpe Ratio | -1.26 | 1.90 |
| Daily Std Dev | 32.29% | 11.71% |
| Max Drawdown | -85.10% | -55.25% |
| Current Drawdown | -43.54% | -4.41% |
Correlation
The correlation between HUM and ^SP500TR is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HUM vs. ^SP500TR - Performance Comparison
In the year-to-date period, HUM achieves a -31.19% return, which is significantly lower than ^SP500TR's 5.68% return. Both investments have delivered pretty close results over the past 10 years, with HUM having a 11.98% annualized return and ^SP500TR not far ahead at 12.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
HUM vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Humana Inc. (HUM) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
HUM vs. ^SP500TR - Drawdown Comparison
The maximum HUM drawdown since its inception was -85.10%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for HUM and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
HUM vs. ^SP500TR - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 7.24% compared to S&P 500 Total Return (^SP500TR) at 3.90%. This indicates that HUM's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.