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UHS vs. COST
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

UHS vs. COST - Performance Comparison

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

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UHS vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UHS
Universal Health Services, Inc.
-17.83%22.02%18.19%8.83%9.37%-5.16%-4.00%23.62%3.16%6.93%
COST
Costco Wholesale Corporation
15.71%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Fundamentals

EPS

UHS:

$22.97

COST:

$25.63

PE Ratio

UHS:

7.79

COST:

38.87

PEG Ratio

UHS:

0.34

COST:

3.04

PS Ratio

UHS:

0.67

COST:

1.16

Total Revenue (TTM)

UHS:

$17.36B

COST:

$286.27B

Gross Profit (TTM)

UHS:

$11.64B

COST:

$19.33B

EBITDA (TTM)

UHS:

$2.72B

COST:

$12.73B

Returns By Period

In the year-to-date period, UHS achieves a -17.83% return, which is significantly lower than COST's 15.71% return. Over the past 10 years, UHS has underperformed COST with an annualized return of 4.06%, while COST has yielded a comparatively higher 22.28% annualized return.


UHS

1D
-1.72%
1M
-13.08%
YTD
-17.83%
6M
-12.30%
1Y
-4.38%
3Y*
12.60%
5Y*
6.44%
10Y*
4.06%

COST

1D
-0.02%
1M
-1.42%
YTD
15.71%
6M
7.95%
1Y
5.93%
3Y*
27.83%
5Y*
24.28%
10Y*
22.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UHS vs. COST — Risk / Return Rank

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

UHS
UHS Risk / Return Rank: 3535
Overall Rank
UHS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UHS Sortino Ratio Rank: 3232
Sortino Ratio Rank
UHS Omega Ratio Rank: 3131
Omega Ratio Rank
UHS Calmar Ratio Rank: 3838
Calmar Ratio Rank
UHS Martin Ratio Rank: 3838
Martin Ratio Rank

COST
COST Risk / Return Rank: 4949
Overall Rank
COST Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
COST Sortino Ratio Rank: 4545
Sortino Ratio Rank
COST Omega Ratio Rank: 4444
Omega Ratio Rank
COST Calmar Ratio Rank: 5252
Calmar Ratio Rank
COST Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UHS vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and Costco Wholesale Corporation (COST). 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.


UHSCOSTDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.30

-0.43

Sortino ratio

Return per unit of downside risk

0.06

0.57

-0.51

Omega ratio

Gain probability vs. loss probability

1.01

1.07

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.13

0.40

-0.53

Martin ratio

Return relative to average drawdown

-0.32

0.80

-1.12

UHS vs. COST - Sharpe Ratio Comparison

The current UHS Sharpe Ratio is -0.13, which is lower than the COST Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of UHS and COST, 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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Sharpe Ratios by Period


UHSCOSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

0.30

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.08

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

1.02

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.59

-0.13

Correlation

The correlation between UHS and COST is 0.22, 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.


Dividends

UHS vs. COST - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.45%, less than COST's 0.52% yield.


TTM20252024202320222021202020192018201720162015
UHS
Universal Health Services, Inc.
0.45%0.37%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%
COST
Costco Wholesale Corporation
0.52%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%

Drawdowns

UHS vs. COST - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for UHS and COST.


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Drawdown Indicators


UHSCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-60.27%

-53.39%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.57%

-19.35%

-7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-44.90%

-31.40%

-13.50%

Max Drawdown (10Y)

Largest decline over 10 years

-56.30%

-31.40%

-24.90%

Current Drawdown

Current decline from peak

-26.57%

-6.96%

-19.61%

Average Drawdown

Average peak-to-trough decline

-14.72%

-13.40%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.97%

9.67%

+1.30%

Volatility

UHS vs. COST - Volatility Comparison

Universal Health Services, Inc. (UHS) has a higher volatility of 5.72% compared to Costco Wholesale Corporation (COST) at 4.41%. This indicates that UHS's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UHSCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

4.41%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

13.36%

+9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

34.16%

20.15%

+14.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.25%

22.51%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

21.90%

+12.22%

Financials

UHS vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Universal Health Services, Inc. and Costco Wholesale Corporation. 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


0.0020.00B40.00B60.00B80.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
4.49B
69.60B
(UHS) Total Revenue
(COST) Total Revenue
Values in USD except per share items

UHS vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Universal Health Services, Inc. and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
-12.6%
Portfolio components
UHS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Universal Health Services, Inc. reported a gross profit of 0.00 and revenue of 4.49B. Therefore, the gross margin over that period was 0.0%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a gross profit of -8.80B and revenue of 69.60B. Therefore, the gross margin over that period was -12.6%.

UHS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Universal Health Services, Inc. reported an operating income of 517.23M and revenue of 4.49B, resulting in an operating margin of 11.5%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported an operating income of 2.61B and revenue of 69.60B, resulting in an operating margin of 3.7%.

UHS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Universal Health Services, Inc. reported a net income of 445.94M and revenue of 4.49B, resulting in a net margin of 9.9%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Costco Wholesale Corporation reported a net income of 2.04B and revenue of 69.60B, resulting in a net margin of 2.9%.