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THC vs. SPXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

THC vs. SPXC - Performance Comparison

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

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Returns By Period

In the year-to-date period, THC achieves a -12.11% return, which is significantly lower than SPXC's 14.99% return. Over the past 10 years, THC has underperformed SPXC with an annualized return of 20.25%, while SPXC has yielded a comparatively higher 31.53% annualized return.


THC

1D
0.86%
1M
-12.03%
YTD
-12.11%
6M
-12.41%
1Y
6.26%
3Y*
32.22%
5Y*
20.49%
10Y*
20.25%

SPXC

1D
-1.47%
1M
13.05%
YTD
14.99%
6M
4.60%
1Y
48.95%
3Y*
39.38%
5Y*
31.04%
10Y*
31.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THC vs. SPXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THC
Tenet Healthcare Corporation
-12.11%57.43%67.04%54.89%-40.27%104.58%5.00%121.88%13.06%2.16%
SPXC
SPX Corporation
14.99%37.48%44.06%53.86%10.00%9.42%7.19%81.65%-10.77%32.34%

Correlation

The correlation between THC and SPXC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1985

0.25

The correlation between THC and SPXC shifts across timeframes, from 0.20 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

THC:

$15.30B

SPXC:

$11.62B

EPS

THC:

$21.43

SPXC:

$5.19

PE Ratio

THC:

8.15

SPXC:

44.34

PEG Ratio

THC:

0.08

SPXC:

0.01

PS Ratio

THC:

0.72

SPXC:

4.78

PB Ratio

THC:

3.18

SPXC:

5.09

Total Revenue (TTM)

THC:

$21.46B

SPXC:

$2.35B

Gross Profit (TTM)

THC:

$12.91B

SPXC:

$909.30M

EBITDA (TTM)

THC:

$4.00B

SPXC:

$475.30M

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Return for Risk

THC vs. SPXC — Risk / Return Rank

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

THC
THC Risk / Return Rank: 4646
Overall Rank
THC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
THC Sortino Ratio Rank: 4444
Sortino Ratio Rank
THC Omega Ratio Rank: 4343
Omega Ratio Rank
THC Calmar Ratio Rank: 4747
Calmar Ratio Rank
THC Martin Ratio Rank: 4848
Martin Ratio Rank

SPXC
SPXC Risk / Return Rank: 7676
Overall Rank
SPXC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7373
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

THC vs. SPXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenet Healthcare Corporation (THC) and SPX Corporation (SPXC). 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.


THCSPXCDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.06

1.23

-0.17

Calmar ratioReturn relative to maximum drawdown

0.16

1.95

-1.79

Martin ratioReturn relative to average drawdown

0.41

4.99

-4.57

THC vs. SPXC - Sharpe Ratio Comparison

The current THC Sharpe Ratio is 0.14, which is lower than the SPXC Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of THC and SPXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

THC vs. SPXC - Drawdown Comparison

The maximum THC drawdown since its inception was -98.28%, which is greater than SPXC's maximum drawdown of -81.12%. Use the drawdown chart below to compare losses from any high point for THC and SPXC.


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Drawdown Indicators


THCSPXCDifference

Max Drawdown

Largest peak-to-trough decline

-98.28%

-81.12%

-17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-34.08%

-23.15%

-10.93%

Max Drawdown (3Y)

Largest decline over 3 years

-36.90%

-33.54%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-58.88%

-38.32%

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-71.68%

-50.26%

-21.42%

Current Drawdown

Current decline from peak

-28.65%

-5.34%

-23.31%

Average Drawdown

Average peak-to-trough decline

-51.54%

-29.01%

-22.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

9.04%

+4.28%

Volatility

THC vs. SPXC - Volatility Comparison

Tenet Healthcare Corporation (THC) and SPX Corporation (SPXC) have volatilities of 11.64% and 11.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THCSPXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

11.30%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

28.04%

28.00%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

38.91%

36.72%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.34%

35.14%

+9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.28%

37.46%

+18.82%

Dividends

THC vs. SPXC - Dividend Comparison

Neither THC nor SPXC has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%386.22%
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%

Financials

THC vs. SPXC - Financials Comparison

This section allows you to compare key financial metrics between Tenet Healthcare Corporation and SPX 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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
5.37B
566.80M
(THC) Total Revenue
(SPXC) Total Revenue
Values in USD except per share items

THC vs. SPXC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
59.5%
40.7%
Portfolio components
THC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tenet Healthcare Corporation reported a gross profit of 3.19B and revenue of 5.37B. Therefore, the gross margin over that period was 59.5%.

SPXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a gross profit of 230.60M and revenue of 566.80M. Therefore, the gross margin over that period was 40.7%.

THC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tenet Healthcare Corporation reported an operating income of 1.30B and revenue of 5.37B, resulting in an operating margin of 24.1%.

SPXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported an operating income of 87.70M and revenue of 566.80M, resulting in an operating margin of 15.5%.

THC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tenet Healthcare Corporation reported a net income of 906.00M and revenue of 5.37B, resulting in a net margin of 16.9%.

SPXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a net income of 59.90M and revenue of 566.80M, resulting in a net margin of 10.6%.


Frequently Asked Questions


THC and SPXC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THC has higher volatility (11.64%) compared to SPXC (11.30%). In terms of maximum drawdown, THC dropped -98.28% vs SPXC's -81.12%.

SPXC currently has the higher Sharpe Ratio (1.23 vs 0.14), 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.

Portfolio Optimizer

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