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THC vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between THC and COST is 0.19, 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

THC vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tenet Healthcare Corporation (THC) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
526.72%
15,414.85%
THC
COST

Key characteristics

Sharpe Ratio

THC:

1.99

COST:

2.60

Sortino Ratio

THC:

2.96

COST:

3.20

Omega Ratio

THC:

1.36

COST:

1.46

Calmar Ratio

THC:

1.18

COST:

4.72

Martin Ratio

THC:

11.50

COST:

12.17

Ulcer Index

THC:

6.60%

COST:

3.98%

Daily Std Dev

THC:

38.18%

COST:

18.66%

Max Drawdown

THC:

-98.28%

COST:

-53.39%

Current Drawdown

THC:

-38.00%

COST:

-4.08%

Fundamentals

Market Cap

THC:

$12.61B

COST:

$435.99B

EPS

THC:

$31.57

COST:

$16.98

PE Ratio

THC:

4.20

COST:

57.84

PEG Ratio

THC:

0.62

COST:

5.99

Total Revenue (TTM)

THC:

$20.97B

COST:

$258.81B

Gross Profit (TTM)

THC:

$3.94B

COST:

$32.80B

EBITDA (TTM)

THC:

$4.30B

COST:

$12.25B

Returns By Period

In the year-to-date period, THC achieves a 71.31% return, which is significantly higher than COST's 45.38% return. Over the past 10 years, THC has underperformed COST with an annualized return of 9.48%, while COST has yielded a comparatively higher 23.42% annualized return.


THC

YTD

71.31%

1M

-12.48%

6M

-3.57%

1Y

70.90%

5Y*

27.56%

10Y*

9.48%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

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Risk-Adjusted Performance

THC vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenet Healthcare Corporation (THC) and Costco Wholesale Corporation (COST). 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 THC, currently valued at 1.99, compared to the broader market-4.00-2.000.002.001.992.60
The chart of Sortino ratio for THC, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.002.963.20
The chart of Omega ratio for THC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.46
The chart of Calmar ratio for THC, currently valued at 1.18, compared to the broader market0.002.004.006.001.184.72
The chart of Martin ratio for THC, currently valued at 11.50, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.5012.17
THC
COST

The current THC Sharpe Ratio is 1.99, which is comparable to the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of THC and COST, 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 Ratio2.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.99
2.60
THC
COST

Dividends

THC vs. COST - Dividend Comparison

THC has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
THC
Tenet Healthcare Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

THC vs. COST - Drawdown Comparison

The maximum THC drawdown since its inception was -98.28%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for THC and COST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.00%
-4.08%
THC
COST

Volatility

THC vs. COST - Volatility Comparison

Tenet Healthcare Corporation (THC) has a higher volatility of 8.30% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that THC's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.30%
4.84%
THC
COST

Financials

THC vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Tenet Healthcare Corporation and Costco Wholesale Corporation. 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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