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

Correlation

The correlation between UHS and AMZN is 0.21, 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

UHS vs. AMZN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
1.63%
23.77%
UHS
AMZN

Key characteristics

Sharpe Ratio

UHS:

0.71

AMZN:

1.74

Sortino Ratio

UHS:

1.14

AMZN:

2.37

Omega Ratio

UHS:

1.15

AMZN:

1.30

Calmar Ratio

UHS:

0.73

AMZN:

2.51

Martin Ratio

UHS:

1.91

AMZN:

8.06

Ulcer Index

UHS:

10.46%

AMZN:

6.07%

Daily Std Dev

UHS:

28.28%

AMZN:

28.13%

Max Drawdown

UHS:

-60.27%

AMZN:

-94.40%

Current Drawdown

UHS:

-23.41%

AMZN:

-3.00%

Fundamentals

Market Cap

UHS:

$12.14B

AMZN:

$2.38T

EPS

UHS:

$15.08

AMZN:

$4.68

PE Ratio

UHS:

12.25

AMZN:

48.28

PEG Ratio

UHS:

1.87

AMZN:

1.85

Total Revenue (TTM)

UHS:

$11.71B

AMZN:

$450.17B

Gross Profit (TTM)

UHS:

$4.40B

AMZN:

$222.77B

EBITDA (TTM)

UHS:

$1.65B

AMZN:

$85.88B

Returns By Period

The year-to-date returns for both stocks are quite close, with UHS having a 3.00% return and AMZN slightly lower at 2.99%. Over the past 10 years, UHS has underperformed AMZN with an annualized return of 6.05%, while AMZN has yielded a comparatively higher 31.36% annualized return.


UHS

YTD

3.00%

1M

4.10%

6M

2.39%

1Y

18.66%

5Y*

5.48%

10Y*

6.05%

AMZN

YTD

2.99%

1M

1.19%

6M

23.38%

1Y

45.45%

5Y*

19.42%

10Y*

31.36%

*Annualized

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

UHS vs. AMZN — 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 6767
Overall Rank
The Sharpe Ratio Rank of UHS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of UHS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of UHS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of UHS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of UHS is 6565
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 8888
Overall Rank
The Sharpe Ratio Rank of AMZN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8888
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. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and Amazon.com, Inc. (AMZN). 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 0.71, compared to the broader market-2.000.002.004.000.711.74
The chart of Sortino ratio for UHS, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.142.37
The chart of Omega ratio for UHS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.30
The chart of Calmar ratio for UHS, currently valued at 0.73, compared to the broader market0.002.004.006.000.732.51
The chart of Martin ratio for UHS, currently valued at 1.91, compared to the broader market-10.000.0010.0020.0030.001.918.06
UHS
AMZN

The current UHS Sharpe Ratio is 0.71, which is lower than the AMZN Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of UHS and AMZN, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.71
1.74
UHS
AMZN

Dividends

UHS vs. AMZN - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.43%, while AMZN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
UHS
Universal Health Services, Inc.
0.43%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UHS vs. AMZN - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for UHS and AMZN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.41%
-3.00%
UHS
AMZN

Volatility

UHS vs. AMZN - Volatility Comparison

The current volatility for Universal Health Services, Inc. (UHS) is 7.30%, while Amazon.com, Inc. (AMZN) has a volatility of 7.92%. This indicates that UHS experiences smaller price fluctuations and is considered to be less risky than AMZN 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%AugustSeptemberOctoberNovemberDecember2025
7.30%
7.92%
UHS
AMZN

Financials

UHS vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Universal Health Services, Inc. and Amazon.com, 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
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 © 2025 PortfoliosLab