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

Correlation

The correlation between THC and CYH is 0.36, 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.


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.

-50.00%0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
125.53%
-74.04%
THC
CYH

Key characteristics

Sharpe Ratio

THC:

0.63

CYH:

-0.19

Sortino Ratio

THC:

1.19

CYH:

0.16

Omega Ratio

THC:

1.15

CYH:

1.02

Calmar Ratio

THC:

0.58

CYH:

-0.12

Martin Ratio

THC:

1.81

CYH:

-0.33

Ulcer Index

THC:

15.14%

CYH:

35.93%

Daily Std Dev

THC:

43.39%

CYH:

62.50%

Max Drawdown

THC:

-98.28%

CYH:

-96.57%

Current Drawdown

THC:

-27.45%

CYH:

-94.50%

Fundamentals

Market Cap

THC:

$13.84B

CYH:

$398.47M

EPS

THC:

$15.59

CYH:

-$3.68

PEG Ratio

THC:

0.85

CYH:

-1.64

PS Ratio

THC:

0.67

CYH:

0.03

PB Ratio

THC:

3.29

CYH:

0.00

Total Revenue (TTM)

THC:

$20.52B

CYH:

$12.65B

Gross Profit (TTM)

THC:

$9.71B

CYH:

$5.57B

EBITDA (TTM)

THC:

$4.44B

CYH:

$1.09B

Returns By Period

In the year-to-date period, THC achieves a 20.00% return, which is significantly higher than CYH's -3.01% return. Over the past 10 years, THC has outperformed CYH with an annualized return of 12.15%, while CYH has yielded a comparatively lower -23.53% annualized return.


THC

YTD

20.00%

1M

25.87%

6M

-9.22%

1Y

23.80%

5Y*

55.16%

10Y*

12.15%

CYH

YTD

-3.01%

1M

18.37%

6M

-34.39%

1Y

-14.20%

5Y*

0.35%

10Y*

-23.53%

*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 7171
Overall Rank
The Sharpe Ratio Rank of THC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of THC is 7070
Sortino Ratio Rank
The Omega Ratio Rank of THC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of THC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of THC is 7171
Martin Ratio Rank

CYH
The Risk-Adjusted Performance Rank of CYH is 4242
Overall Rank
The Sharpe Ratio Rank of CYH is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of CYH is 4141
Sortino Ratio Rank
The Omega Ratio Rank of CYH is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CYH is 4343
Calmar Ratio Rank
The Martin Ratio Rank of CYH is 4444
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.


The current THC Sharpe Ratio is 0.63, which is higher than the CYH Sharpe Ratio of -0.19. 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 Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
0.63
-0.19
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%December2025FebruaryMarchAprilMay
-27.45%
-94.50%
THC
CYH

Volatility

THC vs. CYH - Volatility Comparison

The current volatility for Tenet Healthcare Corporation (THC) is 20.06%, while Community Health Systems, Inc. (CYH) has a volatility of 22.50%. This indicates that THC experiences smaller price fluctuations and is considered to be less risky than CYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
20.06%
22.50%
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


2.50B3.00B3.50B4.00B4.50B5.00B20212022202320242025
5.22B
3.16B
(THC) Total Revenue
(CYH) Total Revenue
Values in USD except per share items

THC vs. CYH - Profitability Comparison

The chart below illustrates the profitability comparison between Tenet Healthcare Corporation and Community Health Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20212022202320242025
59.4%
84.5%
(THC) Gross Margin
(CYH) Gross Margin
THC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported a gross profit of 3.10B and revenue of 5.22B. Therefore, the gross margin over that period was 59.4%.

CYH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Community Health Systems, Inc. reported a gross profit of 2.67B and revenue of 3.16B. Therefore, the gross margin over that period was 84.5%.

THC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported an operating income of 943.00M and revenue of 5.22B, resulting in an operating margin of 18.1%.

CYH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Community Health Systems, Inc. reported an operating income of 284.00M and revenue of 3.16B, resulting in an operating margin of 9.0%.

THC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tenet Healthcare Corporation reported a net income of 406.00M and revenue of 5.22B, resulting in a net margin of 7.8%.

CYH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Community Health Systems, Inc. reported a net income of -13.00M and revenue of 3.16B, resulting in a net margin of -0.4%.