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
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Key characteristics
HUM:
-0.76
^SP500TR:
0.72
HUM:
-0.80
^SP500TR:
1.20
HUM:
0.89
^SP500TR:
1.18
HUM:
-0.51
^SP500TR:
0.81
HUM:
-1.10
^SP500TR:
3.11
HUM:
27.46%
^SP500TR:
4.87%
HUM:
42.86%
^SP500TR:
19.61%
HUM:
-85.10%
^SP500TR:
-55.25%
HUM:
-56.72%
^SP500TR:
-2.70%
Returns By Period
In the year-to-date period, HUM achieves a -5.90% return, which is significantly lower than ^SP500TR's 1.81% return. Over the past 10 years, HUM has underperformed ^SP500TR with an annualized return of 3.70%, while ^SP500TR has yielded a comparatively higher 12.89% annualized return.
HUM
-5.90%
-10.03%
-13.09%
-32.39%
-8.82%
3.70%
^SP500TR
1.81%
12.91%
2.19%
13.85%
16.90%
12.89%
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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.
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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.
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Volatility
HUM vs. ^SP500TR - Volatility Comparison
Humana Inc. (HUM) has a higher volatility of 16.86% compared to S&P 500 Total Return (^SP500TR) at 5.42%. 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.
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