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THC vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between THC and ^SP500TR is 0.39, 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.

THC vs. ^SP500TR

Last updated Jun 1, 2025

Compare and contrast key facts about Tenet Healthcare Corporation (THC) and S&P 500 Total Return (^SP500TR).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THC or ^SP500TR.

Performance

THC vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tenet Healthcare Corporation (THC) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

THC:

0.62

^SP500TR:

0.74

Sortino Ratio

THC:

1.23

^SP500TR:

1.05

Omega Ratio

THC:

1.16

^SP500TR:

1.15

Calmar Ratio

THC:

0.61

^SP500TR:

0.69

Martin Ratio

THC:

1.90

^SP500TR:

2.63

Ulcer Index

THC:

15.21%

^SP500TR:

4.92%

Daily Std Dev

THC:

43.32%

^SP500TR:

19.77%

Max Drawdown

THC:

-98.28%

^SP500TR:

-55.25%

Current Drawdown

THC:

-19.17%

^SP500TR:

-3.41%

Returns By Period

In the year-to-date period, THC achieves a 33.70% return, which is significantly higher than ^SP500TR's 1.06% return. Both investments have delivered pretty close results over the past 10 years, with THC having a 12.36% annualized return and ^SP500TR not far ahead at 12.85%.

THC

YTD

33.70%

1M

16.16%

6M

18.29%

1Y

24.81%

3Y*

37.65%

5Y*

50.64%

10Y*

12.36%

^SP500TR

YTD

1.06%

1M

5.63%

6M

-1.35%

1Y

13.52%

3Y*

14.41%

5Y*

15.94%

10Y*

12.85%

*Annualized

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Tenet Healthcare Corporation

S&P 500 Total Return

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

THC vs. ^SP500TR — 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 7272
Overall Rank
The Sharpe Ratio Rank of THC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of THC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of THC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of THC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of THC is 7171
Martin Ratio Rank
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7575
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 7878
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. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenet Healthcare Corporation (THC) and S&P 500 Total Return (^SP500TR). 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 0.62, which is comparable to the ^SP500TR Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of THC and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

THC vs. ^SP500TR - Drawdown Comparison

The maximum THC drawdown since its inception was -98.28%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for THC and ^SP500TR.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

THC vs. ^SP500TR - Volatility Comparison

Tenet Healthcare Corporation (THC) has a higher volatility of 7.26% compared to S&P 500 Total Return (^SP500TR) at 4.77%. This indicates that THC's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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