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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.

0.00%50,000.00%100,000.00%150,000.00%200,000.00%JulyAugustSeptemberOctoberNovemberDecember
18,447.07%
180,582.80%
PH
UNH

Key characteristics

Sharpe Ratio

PH:

1.76

UNH:

-0.06

Sortino Ratio

PH:

2.72

UNH:

0.11

Omega Ratio

PH:

1.36

UNH:

1.02

Calmar Ratio

PH:

4.03

UNH:

-0.07

Martin Ratio

PH:

11.01

UNH:

-0.20

Ulcer Index

PH:

4.14%

UNH:

7.87%

Daily Std Dev

PH:

25.93%

UNH:

27.27%

Max Drawdown

PH:

-66.92%

UNH:

-82.68%

Current Drawdown

PH:

-8.61%

UNH:

-19.70%

Fundamentals

Market Cap

PH:

$85.73B

UNH:

$446.82B

EPS

PH:

$22.18

UNH:

$15.39

PE Ratio

PH:

30.03

UNH:

31.55

PEG Ratio

PH:

2.80

UNH:

1.34

Total Revenue (TTM)

PH:

$19.99B

UNH:

$390.71B

Gross Profit (TTM)

PH:

$7.20B

UNH:

$86.91B

EBITDA (TTM)

PH:

$4.95B

UNH:

$26.73B

Returns By Period

In the year-to-date period, PH achieves a 42.03% return, which is significantly higher than UNH's -3.52% return. Both investments have delivered pretty close results over the past 10 years, with PH having a 19.40% annualized return and UNH not far behind at 19.00%.


PH

YTD

42.03%

1M

-6.26%

6M

29.03%

1Y

43.52%

5Y*

27.58%

10Y*

19.40%

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

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 1.76, compared to the broader market-4.00-2.000.002.001.76-0.06
The chart of Sortino ratio for PH, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.720.11
The chart of Omega ratio for PH, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.02
The chart of Calmar ratio for PH, currently valued at 4.03, compared to the broader market0.002.004.006.004.03-0.07
The chart of Martin ratio for PH, currently valued at 11.01, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.01-0.20
PH
UNH

The current PH Sharpe Ratio is 1.76, which is higher than the UNH Sharpe Ratio of -0.06. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.76
-0.06
PH
UNH

Dividends

PH vs. UNH - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.98%, less than UNH's 1.64% yield.


TTM20232022202120202019201820172016201520142013
PH
Parker-Hannifin Corporation
0.98%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
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

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%JulyAugustSeptemberOctoberNovemberDecember
-8.61%
-19.70%
PH
UNH

Volatility

PH vs. UNH - Volatility Comparison

The current volatility for Parker-Hannifin Corporation (PH) is 5.26%, while UnitedHealth Group Incorporated (UNH) has a volatility of 12.32%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.26%
12.32%
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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