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PH vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PH and UNH is 0.25, 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.


-0.50.00.51.00.2

Performance

PH vs. UNH - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
23.61%
-4.66%
PH
UNH

Key characteristics

Sharpe Ratio

PH:

1.81

UNH:

0.12

Sortino Ratio

PH:

2.79

UNH:

0.35

Omega Ratio

PH:

1.37

UNH:

1.05

Calmar Ratio

PH:

4.17

UNH:

0.15

Martin Ratio

PH:

9.90

UNH:

0.42

Ulcer Index

PH:

4.78%

UNH:

7.75%

Daily Std Dev

PH:

26.12%

UNH:

28.04%

Max Drawdown

PH:

-66.92%

UNH:

-82.68%

Current Drawdown

PH:

-4.20%

UNH:

-15.71%

Fundamentals

Market Cap

PH:

$87.33B

UNH:

$483.14B

EPS

PH:

$22.16

UNH:

$15.96

PE Ratio

PH:

30.61

UNH:

32.89

PEG Ratio

PH:

2.82

UNH:

1.41

Total Revenue (TTM)

PH:

$15.17B

UNH:

$398.27B

Gross Profit (TTM)

PH:

$5.48B

UNH:

$87.39B

EBITDA (TTM)

PH:

$3.77B

UNH:

$23.82B

Returns By Period

In the year-to-date period, PH achieves a 6.66% return, which is significantly higher than UNH's 3.78% return. Over the past 10 years, PH has outperformed UNH with an annualized return of 20.86%, while UNH has yielded a comparatively lower 18.60% annualized return.


PH

YTD

6.66%

1M

4.82%

6M

23.61%

1Y

44.85%

5Y*

29.51%

10Y*

20.86%

UNH

YTD

3.78%

1M

4.97%

6M

-4.66%

1Y

3.94%

5Y*

13.69%

10Y*

18.60%

*Annualized

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Risk-Adjusted Performance

PH vs. UNH — Risk-Adjusted Performance Rank

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

PH
The Risk-Adjusted Performance Rank of PH is 9191
Overall Rank
The Sharpe Ratio Rank of PH is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PH is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PH is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PH is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PH is 9191
Martin Ratio Rank

UNH
The Risk-Adjusted Performance Rank of UNH is 4747
Overall Rank
The Sharpe Ratio Rank of UNH is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 4141
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 4242
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 5252
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 5050
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.

PH vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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 PH, currently valued at 1.81, compared to the broader market-2.000.002.004.001.810.12
The chart of Sortino ratio for PH, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.006.002.790.35
The chart of Omega ratio for PH, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.05
The chart of Calmar ratio for PH, currently valued at 4.17, compared to the broader market0.002.004.006.004.170.15
The chart of Martin ratio for PH, currently valued at 9.90, compared to the broader market0.0010.0020.0030.009.900.42
PH
UNH

The current PH Sharpe Ratio is 1.81, which is higher than the UNH Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of PH 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.81
0.12
PH
UNH

Dividends

PH vs. UNH - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.94%, less than UNH's 1.56% yield.


TTM20242023202220212020201920182017201620152014
PH
Parker-Hannifin Corporation
0.94%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%
UNH
UnitedHealth Group Incorporated
1.56%1.62%1.74%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

Drawdowns

PH vs. UNH - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for PH and UNH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.20%
-15.71%
PH
UNH

Volatility

PH vs. UNH - Volatility Comparison

The current volatility for Parker-Hannifin Corporation (PH) is 6.09%, while UnitedHealth Group Incorporated (UNH) has a volatility of 9.59%. This indicates that PH 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.09%
9.59%
PH
UNH

Financials

PH vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Parker-Hannifin 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
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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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