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

Correlation

The correlation between MASI and UNH is 0.30, 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

MASI vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Masimo Corporation (MASI) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
835.62%
1,218.27%
MASI
UNH

Key characteristics

Sharpe Ratio

MASI:

1.30

UNH:

-0.06

Sortino Ratio

MASI:

1.96

UNH:

0.11

Omega Ratio

MASI:

1.26

UNH:

1.02

Calmar Ratio

MASI:

0.75

UNH:

-0.07

Martin Ratio

MASI:

3.90

UNH:

-0.20

Ulcer Index

MASI:

12.57%

UNH:

7.87%

Daily Std Dev

MASI:

37.80%

UNH:

27.27%

Max Drawdown

MASI:

-74.70%

UNH:

-82.68%

Current Drawdown

MASI:

-44.11%

UNH:

-19.70%

Fundamentals

Market Cap

MASI:

$9.32B

UNH:

$446.82B

EPS

MASI:

$1.44

UNH:

$15.39

PE Ratio

MASI:

120.88

UNH:

31.55

PEG Ratio

MASI:

4.73

UNH:

1.34

Total Revenue (TTM)

MASI:

$2.04B

UNH:

$390.71B

Gross Profit (TTM)

MASI:

$1.02B

UNH:

$86.91B

EBITDA (TTM)

MASI:

$245.00M

UNH:

$26.73B

Returns By Period

In the year-to-date period, MASI achieves a 44.63% return, which is significantly higher than UNH's -3.52% return. Over the past 10 years, MASI has outperformed UNH with an annualized return of 20.41%, while UNH has yielded a comparatively lower 19.00% annualized return.


MASI

YTD

44.63%

1M

2.77%

6M

29.24%

1Y

43.84%

5Y*

1.35%

10Y*

20.41%

UNH

YTD

-3.52%

1M

-15.97%

6M

4.40%

1Y

-2.37%

5Y*

12.81%

10Y*

19.00%

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

MASI vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Masimo Corporation (MASI) and UnitedHealth Group Incorporated (UNH). 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 MASI, currently valued at 1.30, compared to the broader market-4.00-2.000.002.001.30-0.06
The chart of Sortino ratio for MASI, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.001.960.11
The chart of Omega ratio for MASI, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.02
The chart of Calmar ratio for MASI, currently valued at 0.75, compared to the broader market0.002.004.006.000.75-0.07
The chart of Martin ratio for MASI, currently valued at 3.90, compared to the broader market-5.000.005.0010.0015.0020.0025.003.90-0.20
MASI
UNH

The current MASI Sharpe Ratio is 1.30, which is higher than the UNH Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of MASI and UNH, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.30
-0.06
MASI
UNH

Dividends

MASI vs. UNH - Dividend Comparison

MASI has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.64%.


TTM20232022202120202019201820172016201520142013
MASI
Masimo Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
1.64%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

MASI vs. UNH - Drawdown Comparison

The maximum MASI drawdown since its inception was -74.70%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for MASI and UNH. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.11%
-19.70%
MASI
UNH

Volatility

MASI vs. UNH - Volatility Comparison

The current volatility for Masimo Corporation (MASI) is 7.47%, while UnitedHealth Group Incorporated (UNH) has a volatility of 12.32%. This indicates that MASI experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.47%
12.32%
MASI
UNH

Financials

MASI vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Masimo Corporation and UnitedHealth Group Incorporated. 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 © 2024 PortfoliosLab