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UHS vs. A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UHS and A is 0.29, 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.


-0.50.00.51.00.3

Performance

UHS vs. A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Services, Inc. (UHS) and Agilent Technologies, Inc. (A). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,230.47%
406.45%
UHS
A

Key characteristics

Sharpe Ratio

UHS:

0.79

A:

-0.08

Sortino Ratio

UHS:

1.24

A:

0.07

Omega Ratio

UHS:

1.17

A:

1.01

Calmar Ratio

UHS:

0.82

A:

-0.07

Martin Ratio

UHS:

2.66

A:

-0.21

Ulcer Index

UHS:

8.33%

A:

9.67%

Daily Std Dev

UHS:

28.15%

A:

25.91%

Max Drawdown

UHS:

-60.27%

A:

-93.18%

Current Drawdown

UHS:

-25.35%

A:

-23.35%

Fundamentals

Market Cap

UHS:

$12.05B

A:

$38.92B

EPS

UHS:

$15.03

A:

$4.43

PE Ratio

UHS:

12.15

A:

30.80

PEG Ratio

UHS:

1.87

A:

2.33

Total Revenue (TTM)

UHS:

$15.42B

A:

$6.51B

Gross Profit (TTM)

UHS:

$4.73B

A:

$3.54B

EBITDA (TTM)

UHS:

$2.13B

A:

$1.73B

Returns By Period

In the year-to-date period, UHS achieves a 18.64% return, which is significantly higher than A's -2.76% return. Over the past 10 years, UHS has underperformed A with an annualized return of 5.33%, while A has yielded a comparatively higher 13.49% annualized return.


UHS

YTD

18.64%

1M

-8.77%

6M

-4.58%

1Y

18.14%

5Y*

5.12%

10Y*

5.33%

A

YTD

-2.76%

1M

4.62%

6M

1.29%

1Y

-2.53%

5Y*

10.35%

10Y*

13.49%

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Risk-Adjusted Performance

UHS vs. A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and Agilent Technologies, Inc. (A). 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 UHS, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.79-0.08
The chart of Sortino ratio for UHS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.240.07
The chart of Omega ratio for UHS, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.01
The chart of Calmar ratio for UHS, currently valued at 0.82, compared to the broader market0.002.004.006.000.82-0.07
The chart of Martin ratio for UHS, currently valued at 2.66, compared to the broader market-5.000.005.0010.0015.0020.0025.002.66-0.21
UHS
A

The current UHS Sharpe Ratio is 0.79, which is higher than the A Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of UHS and A, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.79
-0.08
UHS
A

Dividends

UHS vs. A - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.44%, less than A's 0.70% yield.


TTM20232022202120202019201820172016201520142013
UHS
Universal Health Services, Inc.
0.44%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%0.25%
A
Agilent Technologies, Inc.
0.70%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%

Drawdowns

UHS vs. A - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, smaller than the maximum A drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for UHS and A. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.35%
-23.35%
UHS
A

Volatility

UHS vs. A - Volatility Comparison

Universal Health Services, Inc. (UHS) and Agilent Technologies, Inc. (A) have volatilities of 6.80% and 6.77%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.80%
6.77%
UHS
A

Financials

UHS vs. A - Financials Comparison

This section allows you to compare key financial metrics between Universal Health Services, Inc. and Agilent Technologies, 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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