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

Correlation

The correlation between UHS and COST 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. 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.

10,000.00%11,000.00%12,000.00%13,000.00%14,000.00%15,000.00%16,000.00%JulyAugustSeptemberOctoberNovemberDecember
10,191.41%
15,414.85%
UHS
COST

Key characteristics

Sharpe Ratio

UHS:

0.79

COST:

2.60

Sortino Ratio

UHS:

1.24

COST:

3.20

Omega Ratio

UHS:

1.17

COST:

1.46

Calmar Ratio

UHS:

0.82

COST:

4.72

Martin Ratio

UHS:

2.66

COST:

12.17

Ulcer Index

UHS:

8.33%

COST:

3.98%

Daily Std Dev

UHS:

28.15%

COST:

18.66%

Max Drawdown

UHS:

-60.27%

COST:

-53.39%

Current Drawdown

UHS:

-25.35%

COST:

-4.08%

Fundamentals

Market Cap

UHS:

$12.05B

COST:

$435.99B

EPS

UHS:

$15.03

COST:

$16.98

PE Ratio

UHS:

12.15

COST:

57.84

PEG Ratio

UHS:

1.87

COST:

5.99

Total Revenue (TTM)

UHS:

$15.42B

COST:

$258.81B

Gross Profit (TTM)

UHS:

$4.73B

COST:

$32.80B

EBITDA (TTM)

UHS:

$2.13B

COST:

$12.25B

Returns By Period

In the year-to-date period, UHS achieves a 18.64% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, UHS has underperformed COST with an annualized return of 5.33%, while COST has yielded a comparatively higher 23.42% annualized return.


UHS

YTD

18.64%

1M

-8.77%

6M

-4.58%

1Y

18.14%

5Y*

5.12%

10Y*

5.33%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

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Risk-Adjusted Performance

UHS vs. COST - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for UHS, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.792.60
The chart of Sortino ratio for UHS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.243.20
The chart of Omega ratio for UHS, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.46
The chart of Calmar ratio for UHS, currently valued at 0.82, compared to the broader market0.002.004.006.000.824.72
The chart of Martin ratio for UHS, currently valued at 2.66, compared to the broader market-5.000.005.0010.0015.0020.0025.002.6612.17
UHS
COST

The current UHS Sharpe Ratio is 0.79, which is lower than the COST Sharpe Ratio of 2.60. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.79
2.60
UHS
COST

Dividends

UHS vs. COST - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.44%, less than COST's 2.04% 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%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.35%
-4.08%
UHS
COST

Volatility

UHS vs. COST - Volatility Comparison

Universal Health Services, Inc. (UHS) has a higher volatility of 6.80% compared to Costco Wholesale Corporation (COST) at 4.84%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.80%
4.84%
UHS
COST

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


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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