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:
-0.43
^SP500TR:
-0.08
HUM:
-0.35
^SP500TR:
-0.00
HUM:
0.95
^SP500TR:
1.00
HUM:
-0.29
^SP500TR:
-0.08
HUM:
-0.67
^SP500TR:
-0.39
HUM:
24.76%
^SP500TR:
3.31%
HUM:
38.69%
^SP500TR:
15.95%
HUM:
-85.10%
^SP500TR:
-55.25%
HUM:
-53.85%
^SP500TR:
-17.26%
Returns By Period
In the year-to-date period, HUM achieves a 0.35% return, which is significantly higher than ^SP500TR's -13.42% return. Over the past 10 years, HUM has underperformed ^SP500TR with an annualized return of 4.39%, while ^SP500TR has yielded a comparatively higher 11.35% annualized return.
HUM
0.35%
-2.87%
6.44%
-17.16%
-1.97%
4.39%
^SP500TR
-13.42%
-13.03%
-11.19%
-0.08%
17.15%
11.35%
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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
The current volatility for Humana Inc. (HUM) is 8.70%, while S&P 500 Total Return (^SP500TR) has a volatility of 9.30%. This indicates that HUM experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.