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INNV vs. CNC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INNV vs. CNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InnovAge Holding Corp. (INNV) and Centene Corporation (CNC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INNV achieves a 77.46% return, which is significantly higher than CNC's 54.75% return.


INNV

1D
2.68%
1M
27.92%
YTD
77.46%
6M
62.15%
1Y
136.76%
3Y*
7.61%
5Y*
-16.14%
10Y*

CNC

1D
4.36%
1M
7.68%
YTD
54.75%
6M
59.40%
1Y
17.06%
3Y*
-1.35%
5Y*
-2.72%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INNV vs. CNC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INNV
InnovAge Holding Corp.
77.46%32.06%-34.50%-16.43%43.60%-79.17%
CNC
Centene Corporation
54.75%-32.07%-18.37%-9.51%-0.47%40.14%

Correlation

The correlation between INNV and CNC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.15

Fundamentals

Market Cap

INNV:

$1.25B

CNC:

$31.56B

EPS

INNV:

-$0.16

CNC:

-$13.07

PS Ratio

INNV:

1.32

CNC:

0.16

PB Ratio

INNV:

5.37

CNC:

1.47

Total Revenue (TTM)

INNV:

$945.90M

CNC:

$198.10B

Gross Profit (TTM)

INNV:

$140.05M

CNC:

$29.57B

EBITDA (TTM)

INNV:

$5.26M

CNC:

-$5.11B

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Return for Risk

INNV vs. CNC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INNV
INNV Risk / Return Rank: 8585
Overall Rank
INNV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
INNV Sortino Ratio Rank: 8484
Sortino Ratio Rank
INNV Omega Ratio Rank: 8181
Omega Ratio Rank
INNV Calmar Ratio Rank: 8989
Calmar Ratio Rank
INNV Martin Ratio Rank: 8585
Martin Ratio Rank

CNC
CNC Risk / Return Rank: 5151
Overall Rank
CNC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CNC Sortino Ratio Rank: 5050
Sortino Ratio Rank
CNC Omega Ratio Rank: 5757
Omega Ratio Rank
CNC Calmar Ratio Rank: 5050
Calmar Ratio Rank
CNC Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INNV vs. CNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InnovAge Holding Corp. (INNV) and Centene Corporation (CNC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INNVCNCDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.30

1.14

+0.16

Calmar ratioReturn relative to maximum drawdown

4.14

0.31

+3.83

Martin ratioReturn relative to average drawdown

8.13

0.51

+7.62

INNV vs. CNC - Sharpe Ratio Comparison

The current INNV Sharpe Ratio is 1.64, which is higher than the CNC Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of INNV and CNC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INNV vs. CNC - Drawdown Comparison

The maximum INNV drawdown since its inception was -89.92%, which is greater than CNC's maximum drawdown of -74.07%. Use the drawdown chart below to compare losses from any high point for INNV and CNC.


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Drawdown Indicators


INNVCNCDifference

Max Drawdown

Largest peak-to-trough decline

-89.92%

-74.07%

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-33.21%

-55.50%

+22.29%

Max Drawdown (3Y)

Largest decline over 3 years

-65.42%

-68.65%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-88.24%

-74.07%

-14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

Current Drawdown

Current decline from peak

-64.63%

-34.50%

-30.13%

Average Drawdown

Average peak-to-trough decline

-72.30%

-22.16%

-50.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.89%

33.85%

-16.96%

Volatility

INNV vs. CNC - Volatility Comparison

InnovAge Holding Corp. (INNV) has a higher volatility of 14.79% compared to Centene Corporation (CNC) at 12.64%. This indicates that INNV's price experiences larger fluctuations and is considered to be riskier than CNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INNVCNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.79%

12.64%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

50.67%

36.76%

+13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

83.83%

64.98%

+18.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.66%

39.56%

+35.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.21%

38.58%

+34.63%

Dividends

INNV vs. CNC - Dividend Comparison

Neither INNV nor CNC has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

INNV vs. CNC - Financials Comparison

This section allows you to compare key financial metrics between InnovAge Holding Corp. and Centene Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
251.94M
49.94B
(INNV) Total Revenue
(CNC) Total Revenue
Values in USD except per share items

INNV vs. CNC - Profitability Comparison

The chart below illustrates the profitability comparison between InnovAge Holding Corp. and Centene Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%202220232024202520260
21.9%
Portfolio components
INNV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, InnovAge Holding Corp. reported a gross profit of 0.00 and revenue of 251.94M. Therefore, the gross margin over that period was 0.0%.

CNC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Centene Corporation reported a gross profit of 10.94B and revenue of 49.94B. Therefore, the gross margin over that period was 21.9%.

INNV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, InnovAge Holding Corp. reported an operating income of 0.00 and revenue of 251.94M, resulting in an operating margin of 0.0%.

CNC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Centene Corporation reported an operating income of 1.86B and revenue of 49.94B, resulting in an operating margin of 3.7%.

INNV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, InnovAge Holding Corp. reported a net income of -29.46M and revenue of 251.94M, resulting in a net margin of -11.7%.

CNC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Centene Corporation reported a net income of 1.54B and revenue of 49.94B, resulting in a net margin of 3.1%.


Frequently Asked Questions


INNV and CNC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INNV has higher volatility (14.79%) compared to CNC (12.64%). In terms of maximum drawdown, INNV dropped -89.92% vs CNC's -74.07%.

INNV currently has the higher Sharpe Ratio (1.64 vs 0.26), 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.

Portfolio Optimizer

Find the right allocation for INNV and CNC

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