PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TTC vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTC and UNH is 0.20, 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

TTC vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Toro Company (TTC) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-10.80%
5.33%
TTC
UNH

Key characteristics

Sharpe Ratio

TTC:

-0.55

UNH:

-0.04

Sortino Ratio

TTC:

-0.65

UNH:

0.12

Omega Ratio

TTC:

0.92

UNH:

1.02

Calmar Ratio

TTC:

-0.53

UNH:

-0.05

Martin Ratio

TTC:

-1.42

UNH:

-0.15

Ulcer Index

TTC:

11.61%

UNH:

8.05%

Daily Std Dev

TTC:

29.85%

UNH:

27.28%

Max Drawdown

TTC:

-66.48%

UNH:

-82.68%

Current Drawdown

TTC:

-28.22%

UNH:

-18.75%

Fundamentals

Market Cap

TTC:

$8.75B

UNH:

$446.82B

EPS

TTC:

$3.81

UNH:

$15.39

PE Ratio

TTC:

22.39

UNH:

31.55

PEG Ratio

TTC:

1.34

UNH:

1.34

Total Revenue (TTM)

TTC:

$3.51B

UNH:

$390.71B

Gross Profit (TTM)

TTC:

$1.19B

UNH:

$86.91B

EBITDA (TTM)

TTC:

$535.00M

UNH:

$26.73B

Returns By Period

In the year-to-date period, TTC achieves a -14.36% return, which is significantly lower than UNH's -2.36% return. Over the past 10 years, TTC has underperformed UNH with an annualized return of 11.26%, while UNH has yielded a comparatively higher 19.15% annualized return.


TTC

YTD

-14.36%

1M

-4.56%

6M

-10.08%

1Y

-16.48%

5Y*

1.65%

10Y*

11.26%

UNH

YTD

-2.36%

1M

-14.02%

6M

5.23%

1Y

-1.21%

5Y*

13.03%

10Y*

19.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TTC vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toro Company (TTC) and UnitedHealth Group Incorporated (UNH). 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 TTC, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.55-0.04
The chart of Sortino ratio for TTC, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.650.12
The chart of Omega ratio for TTC, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.02
The chart of Calmar ratio for TTC, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53-0.05
The chart of Martin ratio for TTC, currently valued at -1.42, compared to the broader market0.0010.0020.00-1.42-0.15
TTC
UNH

The current TTC Sharpe Ratio is -0.55, which is lower than the UNH Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of TTC and UNH, 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
-0.04
TTC
UNH

Dividends

TTC vs. UNH - Dividend Comparison

TTC's dividend yield for the trailing twelve months is around 2.25%, more than UNH's 1.62% yield.


TTM20232022202120202019201820172016201520142013
TTC
The Toro Company
1.81%1.44%1.10%1.09%1.07%1.16%1.48%1.11%1.12%1.44%1.33%0.97%
UNH
UnitedHealth Group Incorporated
1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

TTC vs. UNH - Drawdown Comparison

The maximum TTC drawdown since its inception was -66.48%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for TTC and UNH. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.22%
-18.75%
TTC
UNH

Volatility

TTC vs. UNH - Volatility Comparison

The current volatility for The Toro Company (TTC) is 6.81%, while UnitedHealth Group Incorporated (UNH) has a volatility of 12.51%. This indicates that TTC experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.81%
12.51%
TTC
UNH

Financials

TTC vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between The Toro Company and UnitedHealth Group Incorporated. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab