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

Correlation

The correlation between UHS and A is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

UHS:

0.32

A:

-0.84

Sortino Ratio

UHS:

0.67

A:

-1.02

Omega Ratio

UHS:

1.09

A:

0.87

Calmar Ratio

UHS:

0.32

A:

-0.56

Martin Ratio

UHS:

0.63

A:

-1.51

Ulcer Index

UHS:

17.53%

A:

16.05%

Daily Std Dev

UHS:

34.53%

A:

30.60%

Max Drawdown

UHS:

-60.27%

A:

-93.18%

Current Drawdown

UHS:

-17.87%

A:

-34.91%

Fundamentals

Market Cap

UHS:

$12.62B

A:

$32.05B

EPS

UHS:

$17.81

A:

$4.36

PE Ratio

UHS:

11.00

A:

25.78

PEG Ratio

UHS:

1.87

A:

1.84

PS Ratio

UHS:

0.78

A:

4.91

PB Ratio

UHS:

1.78

A:

5.32

Total Revenue (TTM)

UHS:

$16.08B

A:

$4.96B

Gross Profit (TTM)

UHS:

$8.17B

A:

$2.67B

EBITDA (TTM)

UHS:

$2.35B

A:

$1.30B

Returns By Period

In the year-to-date period, UHS achieves a 10.45% return, which is significantly higher than A's -15.13% return. Over the past 10 years, UHS has underperformed A with an annualized return of 4.91%, while A has yielded a comparatively higher 11.32% annualized return.


UHS

YTD

10.45%

1M

13.98%

6M

-1.65%

1Y

11.04%

5Y*

16.99%

10Y*

4.91%

A

YTD

-15.13%

1M

10.78%

6M

-10.11%

1Y

-25.72%

5Y*

7.62%

10Y*

11.32%

*Annualized

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Risk-Adjusted Performance

UHS vs. A — Risk-Adjusted Performance Rank

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

UHS
The Risk-Adjusted Performance Rank of UHS is 6060
Overall Rank
The Sharpe Ratio Rank of UHS is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of UHS is 5656
Sortino Ratio Rank
The Omega Ratio Rank of UHS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of UHS is 6666
Calmar Ratio Rank
The Martin Ratio Rank of UHS is 5959
Martin Ratio Rank

A
The Risk-Adjusted Performance Rank of A is 1111
Overall Rank
The Sharpe Ratio Rank of A is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 1212
Sortino Ratio Rank
The Omega Ratio Rank of A is 1313
Omega Ratio Rank
The Calmar Ratio Rank of A is 1515
Calmar Ratio Rank
The Martin Ratio Rank of A is 66
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.

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.


The current UHS Sharpe Ratio is 0.32, which is higher than the A Sharpe Ratio of -0.84. 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.


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Dividends

UHS vs. A - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.40%, less than A's 0.85% yield.


TTM20242023202220212020201920182017201620152014
UHS
Universal Health Services, Inc.
0.40%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%
A
Agilent Technologies, Inc.
0.85%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%

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.


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Volatility

UHS vs. A - Volatility Comparison

Universal Health Services, Inc. (UHS) has a higher volatility of 15.53% compared to Agilent Technologies, Inc. (A) at 10.83%. This indicates that UHS's price experiences larger fluctuations and is considered to be riskier than A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.50B2.00B2.50B3.00B3.50B4.00B20212022202320242025
4.10B
1.68B
(UHS) Total Revenue
(A) Total Revenue
Values in USD except per share items

UHS vs. A - Profitability Comparison

The chart below illustrates the profitability comparison between Universal Health Services, Inc. and Agilent Technologies, 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%100.0%20212022202320242025
11.1%
53.6%
(UHS) Gross Margin
(A) Gross Margin
UHS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Universal Health Services, Inc. reported a gross profit of 454.83M and revenue of 4.10B. Therefore, the gross margin over that period was 11.1%.

A - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Agilent Technologies, Inc. reported a gross profit of 901.00M and revenue of 1.68B. Therefore, the gross margin over that period was 53.6%.

UHS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Universal Health Services, Inc. reported an operating income of 454.83M and revenue of 4.10B, resulting in an operating margin of 11.1%.

A - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Agilent Technologies, Inc. reported an operating income of 376.00M and revenue of 1.68B, resulting in an operating margin of 22.4%.

UHS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Universal Health Services, Inc. reported a net income of 316.68M and revenue of 4.10B, resulting in a net margin of 7.7%.

A - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Agilent Technologies, Inc. reported a net income of 318.00M and revenue of 1.68B, resulting in a net margin of 18.9%.