IMBBY vs. HUM
IMBBY (Imperial Brands PLC) and HUM (Humana Inc.) are both stocks. IMBBY operates in Tobacco (Consumer Defensive), while HUM operates in Healthcare Plans (Healthcare). Over the past 10 years, IMBBY returned 3.18%/yr vs 6.70%/yr for HUM. At a 0.14 correlation, their price movements are largely independent.
Performance
IMBBY vs. HUM - Performance Comparison
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Returns By Period
In the year-to-date period, IMBBY achieves a -11.04% return, which is significantly lower than HUM's 28.53% return. Over the past 10 years, IMBBY has underperformed HUM with an annualized return of 3.18%, while HUM has yielded a comparatively higher 6.70% annualized return.
IMBBY
- 1D
- 0.08%
- 1M
- -3.17%
- YTD
- -11.04%
- 6M
- -14.21%
- 1Y
- 0.26%
- 3Y*
- 26.88%
- 5Y*
- 17.42%
- 10Y*
- 3.18%
HUM
- 1D
- 2.08%
- 1M
- 37.64%
- YTD
- 28.53%
- 6M
- 28.57%
- 1Y
- 42.54%
- 3Y*
- -13.29%
- 5Y*
- -4.20%
- 10Y*
- 6.70%
IMBBY vs. HUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | -11.04% | 38.90% | 47.56% | 0.53% | 22.09% | 14.14% | -6.19% | -10.65% | -23.41% | 2.89% |
HUM Humana Inc. | 28.53% | 2.36% | -43.96% | -9.94% | 11.15% | 13.80% | 12.71% | 28.94% | 16.27% | 22.60% |
Correlation
The correlation between IMBBY and HUM is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.14 |
The correlation between IMBBY and HUM shifts across timeframes, from 0.02 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
IMBBY:
$29.06B
HUM:
$39.52B
IMBBY:
$5.30
HUM:
$9.37
IMBBY:
6.86
HUM:
34.97
IMBBY:
0.78
HUM:
0.29
IMBBY:
7.20
HUM:
2.13
IMBBY:
$38.07B
HUM:
$137.20B
IMBBY:
$13.55B
HUM:
$13.28B
IMBBY:
$8.33B
HUM:
$2.82B
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Return for Risk
IMBBY vs. HUM — Risk / Return Rank
IMBBY
HUM
IMBBY vs. HUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) and Humana Inc. (HUM). 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.
| IMBBY | HUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.20 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 0.91 | -0.89 |
| Martin ratioReturn relative to average drawdown | 0.04 | 1.87 | -1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMBBY | HUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.87 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | -0.11 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.19 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.22 | -0.06 |
Drawdowns
IMBBY vs. HUM - Drawdown Comparison
The maximum IMBBY drawdown since its inception was -65.19%, smaller than the maximum HUM drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for IMBBY and HUM.
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Drawdown Indicators
| IMBBY | HUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.19% | -85.10% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -18.45% | -47.18% | +28.73% |
Max Drawdown (3Y)Largest decline over 3 years | -18.89% | -67.92% | +49.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -69.92% | +48.26% |
Max Drawdown (10Y)Largest decline over 10 years | -64.99% | -69.92% | +4.93% |
Current DrawdownCurrent decline from peak | -17.96% | -39.49% | +21.53% |
Average DrawdownAverage peak-to-trough decline | -26.22% | -27.15% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 22.79% | -15.53% |
Volatility
IMBBY vs. HUM - Volatility Comparison
The current volatility for Imperial Brands PLC (IMBBY) is 7.54%, while Humana Inc. (HUM) has a volatility of 15.20%. This indicates that IMBBY experiences smaller price fluctuations and is considered to be less risky than HUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMBBY | HUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 15.20% | -7.66% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 38.83% | -22.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 48.96% | -28.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 37.37% | -16.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.32% | 34.59% | -10.27% |
Dividends
IMBBY vs. HUM - Dividend Comparison
IMBBY's dividend yield for the trailing twelve months is around 5.98%, more than HUM's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUM Humana Inc. | 1.08% | 1.38% | 1.40% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% |
IMBBY Imperial Brands PLC | 5.98% | 5.37% | 6.04% | 7.62% | 7.03% | 8.58% | 9.92% | 10.41% | 7.93% | 5.03% | 4.54% | 0.00% |
Financials
IMBBY vs. HUM - Financials Comparison
This section allows you to compare key financial metrics between Imperial Brands PLC and Humana Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
IMBBY vs. HUM - Profitability Comparison
IMBBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a gross profit of 3.04B and revenue of 9.22B. Therefore, the gross margin over that period was 33.0%.
HUM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Humana Inc. reported a gross profit of 0.00 and revenue of 39.65B. Therefore, the gross margin over that period was 0.0%.
IMBBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported an operating income of 1.47B and revenue of 9.22B, resulting in an operating margin of 15.9%.
HUM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Humana Inc. reported an operating income of 1.75B and revenue of 39.65B, resulting in an operating margin of 4.4%.
IMBBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a net income of 482.14M and revenue of 9.22B, resulting in a net margin of 5.2%.
HUM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Humana Inc. reported a net income of 1.19B and revenue of 39.65B, resulting in a net margin of 3.0%.
Frequently Asked Questions
IMBBY and HUM have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HUM has higher volatility (15.20%) compared to IMBBY (7.54%). In terms of maximum drawdown, IMBBY dropped -65.19% vs HUM's -85.10%.
HUM currently has the higher Sharpe Ratio (0.87 vs 0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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