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

Performance

UHS vs. CYH - Performance Comparison

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

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Returns By Period

In the year-to-date period, UHS achieves a -22.56% return, which is significantly lower than CYH's -10.58% return. Over the past 10 years, UHS has outperformed CYH with an annualized return of 3.45%, while CYH has yielded a comparatively lower -13.72% annualized return.


UHS

1D
3.15%
1M
6.39%
6M
-16.11%
YTD
-22.56%
1Y
3.79%
3Y*
7.03%
5Y*
1.51%
10Y*
3.45%
ALL TIME*
15.23%

CYH

1D
0.72%
1M
-28.46%
6M
-13.08%
YTD
-10.58%
1Y
14.34%
3Y*
-14.09%
5Y*
-26.85%
10Y*
-13.72%
ALL TIME*
-5.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.96M$7.75M$5.42M
$196.29M$163.61M$167.22M

UHS vs. CYH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UHS
Universal Health Services, Inc.
-22.56%22.02%18.19%8.83%9.37%-5.16%-4.00%23.62%3.16%6.93%
CYH
Community Health Systems, Inc.
-10.58%4.35%-4.47%-27.55%-67.54%79.14%156.21%2.84%-33.80%-23.79%

Correlation

The correlation between UHS and CYH is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (10Y)
Provides a long-term view across more market conditions.

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2000

0.53

Over the past year, the correlation between UHS and CYH has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

UHS:

$10.20B

CYH:

$393.42M

EPS

UHS:

$31.93

CYH:

$2.36

PE Ratio

UHS:

5.28

CYH:

1.18

PEG Ratio

UHS:

0.23

CYH:

0.00

PS Ratio

UHS:

0.44

CYH:

0.03

Total Revenue (TTM)

UHS:

$18.11B

CYH:

$11.98B

Gross Profit (TTM)

UHS:

$8.80B

CYH:

$1.68B

EBITDA (TTM)

UHS:

$2.82B

CYH:

$5.35B

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Return for Risk

UHS vs. CYH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UHS
UHS Risk / Return Rank: 4444
Overall Rank
UHS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
UHS Sortino Ratio Rank: 4040
Sortino Ratio Rank
UHS Omega Ratio Rank: 4141
Omega Ratio Rank
UHS Calmar Ratio Rank: 4646
Calmar Ratio Rank
UHS Martin Ratio Rank: 4545
Martin Ratio Rank

CYH
CYH Risk / Return Rank: 4949
Overall Rank
CYH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CYH Sortino Ratio Rank: 4949
Sortino Ratio Rank
CYH Omega Ratio Rank: 4848
Omega Ratio Rank
CYH Calmar Ratio Rank: 4949
Calmar Ratio Rank
CYH Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UHS vs. CYH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and Community Health Systems, Inc. (CYH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UHSCYHDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.04

1.08

-0.04

Calmar ratioReturn relative to maximum drawdown

0.04

0.17

-0.13

Martin ratioReturn relative to average drawdown

0.08

0.29

-0.22

UHS vs. CYH - Sharpe Ratio Comparison

The current UHS Sharpe Ratio is 0.05, which is lower than the CYH Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of UHS and CYH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UHS vs. CYH - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, smaller than the maximum CYH drawdown of -97.17%. Use the drawdown chart below to compare losses from any high point for UHS and CYH.


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Drawdown Indicators


UHSCYHDifference

Max Drawdown

Largest peak-to-trough decline

-60.27%

-97.17%

+36.90%

Max Drawdown (1Y)

Largest decline over 1 year

-42.00%

-43.54%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-42.00%

-61.58%

+19.58%

Max Drawdown (5Y)

Largest decline over 5 years

-43.73%

-86.28%

+42.55%

Max Drawdown (10Y)

Largest decline over 10 years

-56.30%

-87.69%

+31.39%

Current Drawdown

Current decline from peak

-30.80%

-95.64%

+64.84%

Average Drawdown

Average peak-to-trough decline

-14.90%

-51.24%

+36.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.71%

24.91%

-3.20%

Volatility

UHS vs. CYH - Volatility Comparison

The current volatility for Universal Health Services, Inc. (UHS) is 12.36%, while Community Health Systems, Inc. (CYH) has a volatility of 24.62%. This indicates that UHS experiences smaller price fluctuations and is considered to be less risky than CYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UHSCYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.36%

24.62%

-12.26%

Volatility (6M)

Calculated over the trailing 6-month period

27.12%

40.01%

-12.89%

Volatility (1Y)

Calculated over the trailing 1-year period

32.05%

57.41%

-25.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.04%

78.49%

-46.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.50%

83.25%

-48.75%

Dividends

UHS vs. CYH - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.47%, while CYH has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CYH
Community Health Systems, 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%
UHS
Universal Health Services, Inc.
0.47%0.37%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%

Financials

UHS vs. CYH - Financials Comparison

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

Frequently Asked Questions


UHS and CYH have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CYH has higher volatility (24.62%) compared to UHS (12.36%). In terms of maximum drawdown, UHS dropped -60.27% vs CYH's -97.17%.

CYH currently has the higher Sharpe Ratio (0.13 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for UHS and CYH

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