SGRY vs. HCA
Compare and contrast key facts about Surgery Partners, Inc. (SGRY) and HCA Healthcare, Inc. (HCA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGRY or HCA.
Key characteristics
| SGRY | HCA | |
|---|---|---|
| YTD Return | -20.27% | 29.79% |
| 1Y Return | -15.49% | 48.21% |
| 3Y Return (Ann) | -20.80% | 13.56% |
| 5Y Return (Ann) | 16.78% | 21.50% |
| Sharpe Ratio | -0.09 | 2.12 |
| Sortino Ratio | 0.26 | 2.57 |
| Omega Ratio | 1.03 | 1.38 |
| Calmar Ratio | -0.07 | 2.47 |
| Martin Ratio | -0.24 | 11.85 |
| Ulcer Index | 18.84% | 4.48% |
| Daily Std Dev | 51.59% | 25.02% |
| Max Drawdown | -80.21% | -54.74% |
| Current Drawdown | -61.96% | -15.94% |
Fundamentals
| SGRY | HCA | |
|---|---|---|
| Market Cap | $3.76B | $88.79B |
| EPS | -$0.26 | $22.27 |
| PEG Ratio | 1.66 | 1.14 |
| Total Revenue (TTM) | $2.21B | $69.62B |
| Gross Profit (TTM) | $428.50M | $34.84B |
| EBITDA (TTM) | $433.70M | $13.79B |
Correlation
The correlation between SGRY 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
SGRY vs. HCA - Performance Comparison
In the year-to-date period, SGRY achieves a -20.27% return, which is significantly lower than HCA's 29.79% 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
SGRY vs. HCA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgery Partners, Inc. (SGRY) 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
SGRY vs. HCA - Dividend Comparison
SGRY has not paid dividends to shareholders, while HCA's dividend yield for the trailing twelve months is around 0.74%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SGRY Surgery Partners, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HCA HCA Healthcare, Inc. | 0.74% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% |
Drawdowns
SGRY vs. HCA - Drawdown Comparison
The maximum SGRY drawdown since its inception was -80.21%, which is greater than HCA's maximum drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for SGRY and HCA. For additional features, visit the drawdowns tool.
Volatility
SGRY vs. HCA - Volatility Comparison
Surgery Partners, Inc. (SGRY) has a higher volatility of 18.41% compared to HCA Healthcare, Inc. (HCA) at 12.14%. This indicates that SGRY'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
SGRY vs. HCA - Financials Comparison
This section allows you to compare key financial metrics between Surgery Partners, Inc. 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