SEM vs. HCA
Compare and contrast key facts about Select Medical Holdings Corporation (SEM) and HCA Healthcare, Inc. (HCA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEM or HCA.
Key characteristics
| SEM | HCA | |
|---|---|---|
| YTD Return | 68.79% | 30.24% |
| 1Y Return | 82.42% | 53.63% |
| 3Y Return (Ann) | 6.54% | 13.72% |
| 5Y Return (Ann) | 15.87% | 22.22% |
| 10Y Return (Ann) | 11.88% | 19.54% |
| Sharpe Ratio | 2.29 | 2.07 |
| Sortino Ratio | 3.12 | 2.51 |
| Omega Ratio | 1.43 | 1.37 |
| Calmar Ratio | 1.83 | 2.15 |
| Martin Ratio | 10.34 | 11.85 |
| Ulcer Index | 7.97% | 4.37% |
| Daily Std Dev | 36.00% | 25.05% |
| Max Drawdown | -60.26% | -54.74% |
| Current Drawdown | -3.57% | -15.64% |
Fundamentals
| SEM | HCA | |
|---|---|---|
| Market Cap | $5.19B | $88.79B |
| EPS | $2.14 | $22.27 |
| PE Ratio | 18.79 | 15.74 |
| PEG Ratio | 1.37 | 1.14 |
| Total Revenue (TTM) | $6.97B | $69.62B |
| Gross Profit (TTM) | $846.76M | $34.84B |
| EBITDA (TTM) | $2.19B | $13.79B |
Correlation
The correlation between SEM and HCA is 0.49, 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.
Performance
SEM vs. HCA - Performance Comparison
In the year-to-date period, SEM achieves a 68.79% return, which is significantly higher than HCA's 30.24% return. Over the past 10 years, SEM has underperformed HCA with an annualized return of 11.88%, while HCA has yielded a comparatively higher 19.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SEM vs. HCA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Select Medical Holdings Corporation (SEM) and HCA Healthcare, Inc. (HCA). 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.
Dividends
SEM vs. HCA - Dividend Comparison
SEM's dividend yield for the trailing twelve months is around 1.59%, more than HCA's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEM Select Medical Holdings Corporation | 1.59% | 2.13% | 2.01% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.84% | 2.78% | 2.58% |
HCA HCA Healthcare, Inc. | 0.74% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SEM vs. HCA - Drawdown Comparison
The maximum SEM drawdown since its inception was -60.26%, which is greater than HCA's maximum drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for SEM and HCA. For additional features, visit the drawdowns tool.
Volatility
SEM vs. HCA - Volatility Comparison
Select Medical Holdings Corporation (SEM) has a higher volatility of 14.05% compared to HCA Healthcare, Inc. (HCA) at 12.15%. This indicates that SEM's price experiences larger fluctuations and is considered to be riskier than HCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SEM vs. HCA - Financials Comparison
This section allows you to compare key financial metrics between Select Medical Holdings Corporation and HCA Healthcare, 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.
Total Revenue: Total amount of money received from sales and other business activities