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NHC vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NHC and ^SP500TR is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

NHC vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National HealthCare Corporation (NHC) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
29,982.70%
4,656.85%
NHC
^SP500TR

Key characteristics

Sharpe Ratio

NHC:

0.21

^SP500TR:

0.54

Sortino Ratio

NHC:

0.49

^SP500TR:

0.88

Omega Ratio

NHC:

1.06

^SP500TR:

1.13

Calmar Ratio

NHC:

0.18

^SP500TR:

0.56

Martin Ratio

NHC:

0.35

^SP500TR:

2.30

Ulcer Index

NHC:

17.67%

^SP500TR:

4.55%

Daily Std Dev

NHC:

29.54%

^SP500TR:

19.44%

Max Drawdown

NHC:

-94.71%

^SP500TR:

-55.25%

Current Drawdown

NHC:

-29.84%

^SP500TR:

-9.86%

Returns By Period

In the year-to-date period, NHC achieves a -11.49% return, which is significantly lower than ^SP500TR's -5.68% return. Over the past 10 years, NHC has underperformed ^SP500TR with an annualized return of 7.23%, while ^SP500TR has yielded a comparatively higher 12.27% annualized return.


NHC

YTD

-11.49%

1M

2.35%

6M

-19.34%

1Y

6.00%

5Y*

9.04%

10Y*

7.23%

^SP500TR

YTD

-5.68%

1M

-0.91%

6M

-4.24%

1Y

9.81%

5Y*

15.89%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

NHC vs. ^SP500TR — Risk-Adjusted Performance Rank

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

NHC
The Risk-Adjusted Performance Rank of NHC is 5656
Overall Rank
The Sharpe Ratio Rank of NHC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of NHC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of NHC is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NHC is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NHC is 5656
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7777
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8181
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.

NHC vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National HealthCare Corporation (NHC) and S&P 500 Total Return (^SP500TR). 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.


The chart of Sharpe ratio for NHC, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
NHC: 0.21
^SP500TR: 0.54
The chart of Sortino ratio for NHC, currently valued at 0.49, compared to the broader market-6.00-4.00-2.000.002.004.00
NHC: 0.49
^SP500TR: 0.88
The chart of Omega ratio for NHC, currently valued at 1.06, compared to the broader market0.501.001.502.00
NHC: 1.06
^SP500TR: 1.13
The chart of Calmar ratio for NHC, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
NHC: 0.18
^SP500TR: 0.56
The chart of Martin ratio for NHC, currently valued at 0.35, compared to the broader market-5.000.005.0010.0015.0020.00
NHC: 0.35
^SP500TR: 2.30

The current NHC Sharpe Ratio is 0.21, which is lower than the ^SP500TR Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of NHC and ^SP500TR, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.21
0.54
NHC
^SP500TR

Drawdowns

NHC vs. ^SP500TR - Drawdown Comparison

The maximum NHC drawdown since its inception was -94.71%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for NHC and ^SP500TR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.84%
-9.86%
NHC
^SP500TR

Volatility

NHC vs. ^SP500TR - Volatility Comparison

The current volatility for National HealthCare Corporation (NHC) is 7.51%, while S&P 500 Total Return (^SP500TR) has a volatility of 14.21%. This indicates that NHC experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.51%
14.21%
NHC
^SP500TR