SGRY vs. ENSG
SGRY (Surgery Partners, Inc.) and ENSG (The Ensign Group, Inc.) are both stocks. Both operate in the Medical Care Facilities industry within the Healthcare sector. Over the past 10 years, SGRY returned -0.88%/yr vs 26.48%/yr for ENSG. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
SGRY vs. ENSG - Performance Comparison
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Returns By Period
In the year-to-date period, SGRY achieves a -0.32% return, which is significantly lower than ENSG's 2.35% return. Over the past 10 years, SGRY has underperformed ENSG with an annualized return of -0.88%, while ENSG has yielded a comparatively higher 26.48% annualized return.
SGRY
- 1D
- -3.14%
- 1M
- -10.62%
- 6M
- 3.63%
- YTD
- -0.32%
- 1Y
- -27.63%
- 3Y*
- -25.30%
- 5Y*
- -22.35%
- 10Y*
- -0.88%
- ALL TIME*
- -1.20%
ENSG
- 1D
- -0.37%
- 1M
- 5.91%
- 6M
- 3.86%
- YTD
- 2.35%
- 1Y
- 17.58%
- 3Y*
- 23.67%
- 5Y*
- 16.18%
- 10Y*
- 26.48%
- ALL TIME*
- 23.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $88.77M | $87.38M | $136.91M | |
| $26.29M | $23.55M | $22.79M |
SGRY vs. ENSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGRY Surgery Partners, Inc. | -0.32% | -27.02% | -33.82% | 14.82% | -47.84% | 84.11% | 85.31% | 59.91% | -19.09% | -23.66% |
ENSG The Ensign Group, Inc. | 2.35% | 31.33% | 18.62% | 18.89% | 12.98% | 15.43% | 61.43% | 25.53% | 75.67% | 0.78% |
Correlation
The correlation between SGRY and ENSG is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2015 | 0.37 |
The correlation between SGRY and ENSG shifts across timeframes, from 0.28 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SGRY:
$2.01B
ENSG:
$10.38B
SGRY:
-$0.60
ENSG:
$6.38
SGRY:
0.59
ENSG:
1.93
SGRY:
1.17
ENSG:
4.34
SGRY:
$3.34B
ENSG:
$5.49B
SGRY:
$763.30M
ENSG:
$775.91M
SGRY:
$787.20M
ENSG:
$621.28M
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Return for Risk
SGRY vs. ENSG — Risk / Return Rank
SGRY
ENSG
SGRY vs. ENSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgery Partners, Inc. (SGRY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGRY | ENSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.15 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 0.60 | -1.18 |
| Martin ratioReturn relative to average drawdown | -0.91 | 1.57 | -2.48 |
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Drawdowns
SGRY vs. ENSG - Drawdown Comparison
The maximum SGRY drawdown since its inception was -82.86%, which is greater than ENSG's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for SGRY and ENSG.
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Drawdown Indicators
| SGRY | ENSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.86% | -55.57% | -27.29% |
Max Drawdown (1Y)Largest decline over 1 year | -51.80% | -31.81% | -19.99% |
Max Drawdown (3Y)Largest decline over 3 years | -69.25% | -31.81% | -37.44% |
Max Drawdown (5Y)Largest decline over 5 years | -81.37% | -31.81% | -49.56% |
Max Drawdown (10Y)Largest decline over 10 years | -82.86% | -55.57% | -27.29% |
Current DrawdownCurrent decline from peak | -77.03% | -17.39% | -59.64% |
Average DrawdownAverage peak-to-trough decline | -42.05% | -12.33% | -29.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.83% | 12.08% | +20.75% |
Volatility
SGRY vs. ENSG - Volatility Comparison
Surgery Partners, Inc. (SGRY) has a higher volatility of 16.88% compared to The Ensign Group, Inc. (ENSG) at 7.50%. This indicates that SGRY'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.
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Volatility by Period
| SGRY | ENSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 7.50% | +9.38% |
Volatility (6M)Calculated over the trailing 6-month period | 32.47% | 23.72% | +8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.34% | 27.84% | +19.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.98% | 26.89% | +28.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.86% | 36.15% | +28.71% |
Dividends
SGRY vs. ENSG - Dividend Comparison
SGRY has not paid dividends to shareholders, while ENSG's dividend yield for the trailing twelve months is around 0.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | 0.14% | 0.14% | 0.18% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.67% |
SGRY Surgery Partners, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SGRY vs. ENSG - Financials Comparison
This section allows you to compare key financial metrics between Surgery Partners, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
SGRY vs. ENSG - Profitability Comparison
SGRY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Surgery Partners, Inc. reported a gross profit of 160.20M and revenue of 810.90M. Therefore, the gross margin over that period was 19.8%.
ENSG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Ensign Group, Inc. reported a gross profit of 239.83M and revenue of 1.44B. Therefore, the gross margin over that period was 16.7%.
SGRY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Surgery Partners, Inc. reported an operating income of 65.80M and revenue of 810.90M, resulting in an operating margin of 8.1%.
ENSG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Ensign Group, Inc. reported an operating income of 122.50M and revenue of 1.44B, resulting in an operating margin of 8.5%.
SGRY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Surgery Partners, Inc. reported a net income of -35.90M and revenue of 810.90M, resulting in a net margin of -4.4%.
ENSG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Ensign Group, Inc. reported a net income of 99.74M and revenue of 1.44B, resulting in a net margin of 6.9%.
Frequently Asked Questions
SGRY and ENSG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGRY has higher volatility (16.88%) compared to ENSG (7.50%). In terms of maximum drawdown, SGRY dropped -82.86% vs ENSG's -55.57%.
ENSG currently has the higher Sharpe Ratio (0.68 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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