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.
Correlation
The correlation between HUM and ^SP500TR is 0.36, 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
Key characteristics
HUM:
-0.74
^SP500TR:
1.75
HUM:
-0.83
^SP500TR:
2.36
HUM:
0.87
^SP500TR:
1.32
HUM:
-0.51
^SP500TR:
2.66
HUM:
-1.33
^SP500TR:
11.02
HUM:
22.23%
^SP500TR:
2.04%
HUM:
40.11%
^SP500TR:
12.89%
HUM:
-85.10%
^SP500TR:
-55.25%
HUM:
-53.61%
^SP500TR:
-2.12%
Returns By Period
In the year-to-date period, HUM achieves a 0.87% return, which is significantly lower than ^SP500TR's 2.42% return. Over the past 10 years, HUM has underperformed ^SP500TR with an annualized return of 5.30%, while ^SP500TR has yielded a comparatively higher 13.06% annualized return.
HUM
0.87%
-10.18%
-27.03%
-29.69%
-6.38%
5.30%
^SP500TR
2.42%
-1.08%
7.42%
19.81%
14.30%
13.06%
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Risk-Adjusted Performance
HUM vs. ^SP500TR — Risk-Adjusted Performance Rank
HUM
^SP500TR
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 11.31% compared to S&P 500 Total Return (^SP500TR) at 3.43%. 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.