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ITUB vs. CVS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ITUB vs. CVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Itaú Unibanco Holding S.A. (ITUB) and CVS Health Corporation (CVS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITUB achieves a 12.88% return, which is significantly lower than CVS's 30.67% return. Over the past 10 years, ITUB has outperformed CVS with an annualized return of 18.25%, while CVS has yielded a comparatively lower 3.70% annualized return.


ITUB

1D
1.01%
1M
1.83%
YTD
12.88%
6M
13.72%
1Y
35.09%
3Y*
26.58%
5Y*
23.47%
10Y*
18.25%

CVS

1D
1.47%
1M
3.92%
YTD
30.67%
6M
30.57%
1Y
59.29%
3Y*
16.60%
5Y*
7.08%
10Y*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITUB vs. CVS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITUB
Itaú Unibanco Holding S.A.
12.88%86.06%-23.49%54.53%30.82%-6.05%-30.47%8.46%12.68%30.90%
CVS
CVS Health Corporation
30.67%84.35%-40.77%-12.53%-7.63%54.87%-5.14%17.26%-7.04%-5.75%

Correlation

The correlation between ITUB and CVS is 0.09, 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

0.09

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

0.11

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2002

0.27

The correlation between ITUB and CVS shifts across timeframes, from 0.09 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ITUB:

$88.83B

CVS:

$130.41B

EPS

ITUB:

R$4.00

CVS:

$2.30

PE Ratio

ITUB:

10.19

CVS:

44.29

PS Ratio

ITUB:

1.21

CVS:

0.32

PB Ratio

ITUB:

2.08

CVS:

1.68

Total Revenue (TTM)

ITUB:

R$384.43B

CVS:

$407.91B

Gross Profit (TTM)

ITUB:

R$131.20B

CVS:

$56.59B

EBITDA (TTM)

ITUB:

R$54.38B

CVS:

$9.99B

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Return for Risk

ITUB vs. CVS — Risk / Return Rank

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

ITUB
ITUB Risk / Return Rank: 7373
Overall Rank
ITUB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ITUB Sortino Ratio Rank: 7171
Sortino Ratio Rank
ITUB Omega Ratio Rank: 6969
Omega Ratio Rank
ITUB Calmar Ratio Rank: 7272
Calmar Ratio Rank
ITUB Martin Ratio Rank: 7474
Martin Ratio Rank

CVS
CVS Risk / Return Rank: 8686
Overall Rank
CVS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CVS Sortino Ratio Rank: 8282
Sortino Ratio Rank
CVS Omega Ratio Rank: 8787
Omega Ratio Rank
CVS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CVS Martin Ratio Rank: 8787
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.

ITUB vs. CVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Itaú Unibanco Holding S.A. (ITUB) and CVS Health Corporation (CVS). 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.


ITUBCVSDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.64

3.62

-1.99

Martin ratioReturn relative to average drawdown

4.32

9.33

-5.01

ITUB vs. CVS - Sharpe Ratio Comparison

The current ITUB Sharpe Ratio is 1.13, which is lower than the CVS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ITUB and CVS, 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

ITUB vs. CVS - Drawdown Comparison

The maximum ITUB drawdown since its inception was -69.35%, which is greater than CVS's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for ITUB and CVS.


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Drawdown Indicators


ITUBCVSDifference

Max Drawdown

Largest peak-to-trough decline

-69.35%

-64.07%

-5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

-16.44%

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-28.17%

-43.98%

+15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-31.59%

-56.79%

+25.20%

Max Drawdown (10Y)

Largest decline over 10 years

-61.96%

-56.79%

-5.17%

Current Drawdown

Current decline from peak

-15.62%

0.00%

-15.62%

Average Drawdown

Average peak-to-trough decline

-21.01%

-19.54%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.14%

6.38%

+1.76%

Volatility

ITUB vs. CVS - Volatility Comparison

Itaú Unibanco Holding S.A. (ITUB) has a higher volatility of 9.45% compared to CVS Health Corporation (CVS) at 7.50%. This indicates that ITUB's price experiences larger fluctuations and is considered to be riskier than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITUBCVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

7.50%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

25.03%

25.88%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

31.11%

31.05%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.91%

29.98%

+3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.44%

29.30%

+9.14%

Dividends

ITUB vs. CVS - Dividend Comparison

ITUB's dividend yield for the trailing twelve months is around 7.27%, more than CVS's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CVS
CVS Health Corporation
2.61%3.35%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%
ITUB
Itaú Unibanco Holding S.A.
7.27%11.26%9.20%3.61%4.21%29.81%4.80%8.21%6.93%3.35%15.63%3.89%

Financials

ITUB vs. CVS - Financials Comparison

This section allows you to compare key financial metrics between Itaú Unibanco Holding S.A. and CVS Health 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


40.00B50.00B60.00B70.00B80.00B90.00B100.00B110.00B20222023202420252026
94.91B
100.43B
(ITUB) Total Revenue
(CVS) Total Revenue
Please note, different currencies. ITUB values in BRL, CVS values in USD

ITUB vs. CVS - Profitability Comparison

The chart below illustrates the profitability comparison between Itaú Unibanco Holding S.A. and CVS Health Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
34.2%
15.6%
Portfolio components
ITUB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported a gross profit of 32.47B and revenue of 94.91B. Therefore, the gross margin over that period was 34.2%.

CVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a gross profit of 15.62B and revenue of 100.43B. Therefore, the gross margin over that period was 15.6%.

ITUB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported an operating income of 12.47B and revenue of 94.91B, resulting in an operating margin of 13.1%.

CVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported an operating income of 4.68B and revenue of 100.43B, resulting in an operating margin of 4.7%.

ITUB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported a net income of 11.42B and revenue of 94.91B, resulting in a net margin of 12.0%.

CVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a net income of 2.94B and revenue of 100.43B, resulting in a net margin of 2.9%.


Frequently Asked Questions


ITUB and CVS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITUB has higher volatility (9.45%) compared to CVS (7.50%). In terms of maximum drawdown, ITUB dropped -69.35% vs CVS's -64.07%.

CVS currently has the higher Sharpe Ratio (1.92 vs 1.13), 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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