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.
Performance
HUM vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, HUM achieves a -40.09% return, which is significantly lower than ^SP500TR's 24.56% return. Over the past 10 years, HUM has underperformed ^SP500TR with an annualized return of 7.95%, while ^SP500TR has yielded a comparatively higher 13.16% annualized return.
HUM
-40.09%
1.87%
-23.20%
-44.83%
-3.44%
7.95%
^SP500TR
24.56%
0.19%
11.42%
31.86%
15.35%
13.16%
Key characteristics
| HUM | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | -1.19 | 2.63 |
| Sortino Ratio | -1.63 | 3.52 |
| Omega Ratio | 0.75 | 1.49 |
| Calmar Ratio | -0.81 | 3.81 |
| Martin Ratio | -1.42 | 17.22 |
| Ulcer Index | 32.79% | 1.87% |
| Daily Std Dev | 39.06% | 12.25% |
| Max Drawdown | -85.10% | -55.25% |
| Current Drawdown | -50.84% | -2.14% |
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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.
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 13.51% compared to S&P 500 Total Return (^SP500TR) at 4.03%. 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.