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NHC vs. ENSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NHC and ENSG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

NHC vs. ENSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National HealthCare Corporation (NHC) and The Ensign Group, Inc. (ENSG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
5.13%
11.75%
NHC
ENSG

Key characteristics

Sharpe Ratio

NHC:

0.58

ENSG:

0.89

Sortino Ratio

NHC:

1.00

ENSG:

1.38

Omega Ratio

NHC:

1.12

ENSG:

1.17

Calmar Ratio

NHC:

0.90

ENSG:

1.30

Martin Ratio

NHC:

2.25

ENSG:

4.09

Ulcer Index

NHC:

7.43%

ENSG:

4.68%

Daily Std Dev

NHC:

28.70%

ENSG:

21.62%

Max Drawdown

NHC:

-94.71%

ENSG:

-55.57%

Current Drawdown

NHC:

-18.44%

ENSG:

-14.14%

Fundamentals

Market Cap

NHC:

$1.90B

ENSG:

$8.02B

EPS

NHC:

$7.99

ENSG:

$4.13

PE Ratio

NHC:

15.44

ENSG:

33.90

PEG Ratio

NHC:

0.00

ENSG:

1.52

Total Revenue (TTM)

NHC:

$1.23B

ENSG:

$4.08B

Gross Profit (TTM)

NHC:

$466.33M

ENSG:

$569.89M

EBITDA (TTM)

NHC:

$211.17M

ENSG:

$364.01M

Returns By Period

In the year-to-date period, NHC achieves a 22.49% return, which is significantly higher than ENSG's 20.23% return. Over the past 10 years, NHC has underperformed ENSG with an annualized return of 8.78%, while ENSG has yielded a comparatively higher 20.81% annualized return.


NHC

YTD

22.49%

1M

-12.01%

6M

5.26%

1Y

16.73%

5Y*

8.99%

10Y*

8.78%

ENSG

YTD

20.23%

1M

-7.95%

6M

11.28%

1Y

19.13%

5Y*

25.37%

10Y*

20.81%

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Risk-Adjusted Performance

NHC vs. ENSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National HealthCare Corporation (NHC) and The Ensign Group, Inc. (ENSG). 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 NHC, currently valued at 0.58, compared to the broader market-4.00-2.000.002.000.580.89
The chart of Sortino ratio for NHC, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.001.38
The chart of Omega ratio for NHC, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.17
The chart of Calmar ratio for NHC, currently valued at 0.90, compared to the broader market0.002.004.006.000.901.30
The chart of Martin ratio for NHC, currently valued at 2.25, compared to the broader market0.0010.0020.002.254.09
NHC
ENSG

The current NHC Sharpe Ratio is 0.58, which is lower than the ENSG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of NHC and ENSG, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.58
0.89
NHC
ENSG

Dividends

NHC vs. ENSG - Dividend Comparison

NHC's dividend yield for the trailing twelve months is around 2.16%, more than ENSG's 0.18% yield.


TTM20232022202120202019201820172016201520142013
NHC
National HealthCare Corporation
2.16%2.53%3.80%3.11%3.13%2.38%2.52%3.10%2.31%3.14%2.13%2.34%
ENSG
The Ensign Group, Inc.
0.18%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%0.60%

Drawdowns

NHC vs. ENSG - Drawdown Comparison

The maximum NHC drawdown since its inception was -94.71%, which is greater than ENSG's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for NHC and ENSG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.44%
-14.14%
NHC
ENSG

Volatility

NHC vs. ENSG - Volatility Comparison

National HealthCare Corporation (NHC) has a higher volatility of 7.37% compared to The Ensign Group, Inc. (ENSG) at 4.34%. This indicates that NHC's price experiences larger fluctuations and is considered to be riskier than ENSG 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%JulyAugustSeptemberOctoberNovemberDecember
7.37%
4.34%
NHC
ENSG

Financials

NHC vs. ENSG - Financials Comparison

This section allows you to compare key financial metrics between National HealthCare Corporation and The Ensign Group, 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
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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.

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