PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LH vs. CAH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LH and CAH is 0.27, 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.


-0.50.00.51.00.3

Performance

LH vs. CAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Laboratory Corporation of America Holdings (LH) and Cardinal Health, Inc. (CAH). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%AugustSeptemberOctoberNovemberDecember2025
965.77%
15,034.84%
LH
CAH

Key characteristics

Sharpe Ratio

LH:

0.40

CAH:

1.01

Sortino Ratio

LH:

0.75

CAH:

1.50

Omega Ratio

LH:

1.09

CAH:

1.19

Calmar Ratio

LH:

0.33

CAH:

1.21

Martin Ratio

LH:

1.25

CAH:

2.60

Ulcer Index

LH:

7.04%

CAH:

8.45%

Daily Std Dev

LH:

21.74%

CAH:

21.67%

Max Drawdown

LH:

-96.05%

CAH:

-61.58%

Current Drawdown

LH:

-8.17%

CAH:

-0.60%

Fundamentals

Market Cap

LH:

$19.97B

CAH:

$30.74B

EPS

LH:

$5.27

CAH:

$5.20

PE Ratio

LH:

45.27

CAH:

24.28

PEG Ratio

LH:

0.51

CAH:

1.05

Total Revenue (TTM)

LH:

$9.68B

CAH:

$167.06B

Gross Profit (TTM)

LH:

$2.61B

CAH:

$5.59B

EBITDA (TTM)

LH:

$1.36B

CAH:

$1.90B

Returns By Period

In the year-to-date period, LH achieves a 4.03% return, which is significantly lower than CAH's 7.22% return. Over the past 10 years, LH has outperformed CAH with an annualized return of 9.45%, while CAH has yielded a comparatively lower 7.51% annualized return.


LH

YTD

4.03%

1M

5.41%

6M

13.56%

1Y

6.72%

5Y*

10.29%

10Y*

9.45%

CAH

YTD

7.22%

1M

8.39%

6M

34.06%

1Y

21.94%

5Y*

22.15%

10Y*

7.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LH vs. CAH — Risk-Adjusted Performance Rank

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

LH
The Risk-Adjusted Performance Rank of LH is 5757
Overall Rank
The Sharpe Ratio Rank of LH is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LH is 5353
Sortino Ratio Rank
The Omega Ratio Rank of LH is 5151
Omega Ratio Rank
The Calmar Ratio Rank of LH is 6161
Calmar Ratio Rank
The Martin Ratio Rank of LH is 6060
Martin Ratio Rank

CAH
The Risk-Adjusted Performance Rank of CAH is 7474
Overall Rank
The Sharpe Ratio Rank of CAH is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of CAH is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CAH is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CAH is 8282
Calmar Ratio Rank
The Martin Ratio Rank of CAH is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LH vs. CAH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Laboratory Corporation of America Holdings (LH) and Cardinal Health, Inc. (CAH). 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.


Sharpe ratio
The chart of Sharpe ratio for LH, currently valued at 0.40, compared to the broader market-2.000.002.004.000.401.01
The chart of Sortino ratio for LH, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.751.50
The chart of Omega ratio for LH, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.19
The chart of Calmar ratio for LH, currently valued at 0.33, compared to the broader market0.002.004.006.000.331.21
The chart of Martin ratio for LH, currently valued at 1.25, compared to the broader market-10.000.0010.0020.0030.001.252.60
LH
CAH

The current LH Sharpe Ratio is 0.40, which is lower than the CAH Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of LH and CAH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.40
1.01
LH
CAH

Dividends

LH vs. CAH - Dividend Comparison

LH's dividend yield for the trailing twelve months is around 1.51%, less than CAH's 1.60% yield.


TTM20242023202220212020201920182017201620152014
LH
Laboratory Corporation of America Holdings
1.51%1.57%1.18%0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAH
Cardinal Health, Inc.
1.60%1.28%1.98%2.57%3.80%3.62%3.79%4.24%2.99%2.41%1.68%1.65%

Drawdowns

LH vs. CAH - Drawdown Comparison

The maximum LH drawdown since its inception was -96.05%, which is greater than CAH's maximum drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for LH and CAH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.17%
-0.60%
LH
CAH

Volatility

LH vs. CAH - Volatility Comparison

Laboratory Corporation of America Holdings (LH) and Cardinal Health, Inc. (CAH) have volatilities of 4.01% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.01%
4.16%
LH
CAH

Financials

LH vs. CAH - Financials Comparison

This section allows you to compare key financial metrics between Laboratory Corporation of America Holdings and Cardinal Health, 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab