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

Correlation

The correlation between THC and CYH is 0.55, 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.


-0.50.00.51.00.5

Performance

THC vs. CYH - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-21.23%
-30.62%
THC
CYH

Key characteristics

Sharpe Ratio

THC:

1.07

CYH:

-0.20

Sortino Ratio

THC:

1.77

CYH:

0.18

Omega Ratio

THC:

1.22

CYH:

1.03

Calmar Ratio

THC:

0.74

CYH:

-0.14

Martin Ratio

THC:

3.96

CYH:

-0.50

Ulcer Index

THC:

10.64%

CYH:

26.13%

Daily Std Dev

THC:

39.38%

CYH:

60.58%

Max Drawdown

THC:

-98.28%

CYH:

-96.57%

Current Drawdown

THC:

-37.93%

CYH:

-93.34%

Fundamentals

Market Cap

THC:

$12.33B

CYH:

$487.62M

EPS

THC:

$32.70

CYH:

-$3.90

PEG Ratio

THC:

0.60

CYH:

-1.64

Total Revenue (TTM)

THC:

$20.67B

CYH:

$12.64B

Gross Profit (TTM)

THC:

$7.36B

CYH:

$3.66B

EBITDA (TTM)

THC:

$3.25B

CYH:

$1.06B

Returns By Period

In the year-to-date period, THC achieves a 2.67% return, which is significantly lower than CYH's 17.39% return. Over the past 10 years, THC has outperformed CYH with an annualized return of 11.11%, while CYH has yielded a comparatively lower -21.54% annualized return.


THC

YTD

2.67%

1M

-3.59%

6M

-21.23%

1Y

40.29%

5Y*

30.61%

10Y*

11.11%

CYH

YTD

17.39%

1M

5.09%

6M

-30.63%

1Y

32.95%

5Y*

-13.37%

10Y*

-21.54%

*Annualized

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Risk-Adjusted Performance

THC vs. CYH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

THC
The Risk-Adjusted Performance Rank of THC is 7676
Overall Rank
The Sharpe Ratio Rank of THC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of THC is 7676
Sortino Ratio Rank
The Omega Ratio Rank of THC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of THC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of THC is 7777
Martin Ratio Rank

CYH
The Risk-Adjusted Performance Rank of CYH is 3737
Overall Rank
The Sharpe Ratio Rank of CYH is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CYH is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CYH is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CYH is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CYH is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THC vs. CYH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenet Healthcare Corporation (THC) and Community Health Systems, Inc. (CYH). 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 1.07, compared to the broader market-2.000.002.001.07-0.20
The chart of Sortino ratio for THC, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.006.001.770.18
The chart of Omega ratio for THC, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.03
The chart of Calmar ratio for THC, currently valued at 0.74, compared to the broader market0.002.004.006.000.74-0.14
The chart of Martin ratio for THC, currently valued at 3.96, compared to the broader market-10.000.0010.0020.0030.003.96-0.50
THC
CYH

The current THC Sharpe Ratio is 1.07, which is higher than the CYH Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of THC and CYH, 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 Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
1.07
-0.20
THC
CYH

Dividends

THC vs. CYH - Dividend Comparison

Neither THC nor CYH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

THC vs. CYH - Drawdown Comparison

The maximum THC drawdown since its inception was -98.28%, roughly equal to the maximum CYH drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for THC and CYH. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-37.93%
-93.34%
THC
CYH

Volatility

THC vs. CYH - Volatility Comparison

Tenet Healthcare Corporation (THC) has a higher volatility of 14.83% compared to Community Health Systems, Inc. (CYH) at 13.94%. This indicates that THC's price experiences larger fluctuations and is considered to be riskier than CYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
14.83%
13.94%
THC
CYH

Financials

THC vs. CYH - Financials Comparison

This section allows you to compare key financial metrics between Tenet Healthcare Corporation and Community Health Systems, 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.


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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