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

Performance

UHS vs. GMAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Services, Inc. (UHS) and Genmab A/S (GMAB). 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 -32.68% return, which is significantly lower than GMAB's -18.57% return. Over the past 10 years, UHS has underperformed GMAB with an annualized return of 1.37%, while GMAB has yielded a comparatively higher 4.28% annualized return.


UHS

1D
0.25%
1M
-13.06%
YTD
-32.68%
6M
-34.07%
1Y
-14.04%
3Y*
1.73%
5Y*
-1.29%
10Y*
1.37%

GMAB

1D
-0.63%
1M
-5.50%
YTD
-18.57%
6M
-19.90%
1Y
9.90%
3Y*
-13.28%
5Y*
-10.53%
10Y*
4.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UHS vs. GMAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UHS
Universal Health Services, Inc.
-32.68%22.02%18.19%8.83%9.37%-5.16%-4.00%23.62%3.16%6.93%
GMAB
Genmab A/S
-18.57%47.58%-34.45%-24.87%7.13%-2.71%82.09%35.54%-0.61%-0.04%

Correlation

The correlation between UHS and GMAB is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2009

0.14

Fundamentals

EPS

UHS:

$31.29

GMAB:

$4.10

PE Ratio

UHS:

4.68

GMAB:

6.12

PEG Ratio

UHS:

0.20

GMAB:

0.41

PS Ratio

UHS:

0.40

GMAB:

1.81

Total Revenue (TTM)

UHS:

$17.76B

GMAB:

$8.84B

Gross Profit (TTM)

UHS:

$12.01B

GMAB:

$8.27B

EBITDA (TTM)

UHS:

$2.79B

GMAB:

$3.81B

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Return for Risk

UHS vs. GMAB — Risk / Return Rank

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

UHS
UHS Risk / Return Rank: 2424
Overall Rank
UHS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UHS Sortino Ratio Rank: 2121
Sortino Ratio Rank
UHS Omega Ratio Rank: 2121
Omega Ratio Rank
UHS Calmar Ratio Rank: 3131
Calmar Ratio Rank
UHS Martin Ratio Rank: 2626
Martin Ratio Rank

GMAB
GMAB Risk / Return Rank: 4848
Overall Rank
GMAB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GMAB Sortino Ratio Rank: 4646
Sortino Ratio Rank
GMAB Omega Ratio Rank: 4545
Omega Ratio Rank
GMAB Calmar Ratio Rank: 4949
Calmar Ratio Rank
GMAB Martin Ratio Rank: 5050
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. GMAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and Genmab A/S (GMAB). 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.


UHSGMABDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

0.93

1.07

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.37

0.27

-0.64

Martin ratioReturn relative to average drawdown

-0.89

0.58

-1.47

UHS vs. GMAB - Sharpe Ratio Comparison

The current UHS Sharpe Ratio is -0.49, which is lower than the GMAB Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of UHS and GMAB, 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. GMAB - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, smaller than the maximum GMAB drawdown of -84.20%. Use the drawdown chart below to compare losses from any high point for UHS and GMAB.


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Drawdown Indicators


UHSGMABDifference

Max Drawdown

Largest peak-to-trough decline

-60.27%

-84.20%

+23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-41.52%

-32.51%

-9.01%

Max Drawdown (3Y)

Largest decline over 3 years

-41.52%

-57.44%

+15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-44.90%

-63.10%

+18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-56.30%

-63.10%

+6.80%

Current Drawdown

Current decline from peak

-39.85%

-48.52%

+8.67%

Average Drawdown

Average peak-to-trough decline

-14.82%

-31.09%

+16.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.33%

14.86%

+2.47%

Volatility

UHS vs. GMAB - Volatility Comparison

The current volatility for Universal Health Services, Inc. (UHS) is 7.25%, while Genmab A/S (GMAB) has a volatility of 12.15%. This indicates that UHS experiences smaller price fluctuations and is considered to be less risky than GMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UHSGMABDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

12.15%

-4.90%

Volatility (6M)

Calculated over the trailing 6-month period

25.18%

25.57%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

31.46%

34.45%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.82%

33.47%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.37%

35.19%

-0.82%

Dividends

UHS vs. GMAB - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.55%, while GMAB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GMAB
Genmab A/S
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.
0.55%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. GMAB - Financials Comparison

This section allows you to compare key financial metrics between Universal Health Services, Inc. and Genmab A/S. 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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
4.50B
899.32M
(UHS) Total Revenue
(GMAB) Total Revenue
Values in USD except per share items

UHS vs. GMAB - Profitability Comparison

The chart below illustrates the profitability comparison between Universal Health Services, Inc. and Genmab A/S 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%202220232024202520260
92.8%
Portfolio components
UHS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Universal Health Services, Inc. reported a gross profit of 0.00 and revenue of 4.50B. Therefore, the gross margin over that period was 0.0%.

GMAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Genmab A/S reported a gross profit of 834.08M and revenue of 899.32M. Therefore, the gross margin over that period was 92.8%.

UHS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Universal Health Services, Inc. reported an operating income of 502.86M and revenue of 4.50B, resulting in an operating margin of 11.2%.

GMAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Genmab A/S reported an operating income of 225.83M and revenue of 899.32M, resulting in an operating margin of 25.1%.

UHS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Universal Health Services, Inc. reported a net income of 348.68M and revenue of 4.50B, resulting in a net margin of 7.8%.

GMAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Genmab A/S reported a net income of 53.20M and revenue of 899.32M, resulting in a net margin of 5.9%.


Frequently Asked Questions


UHS and GMAB have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GMAB has higher volatility (12.15%) compared to UHS (7.25%). In terms of maximum drawdown, UHS dropped -60.27% vs GMAB's -84.20%.

GMAB currently has the higher Sharpe Ratio (0.25 vs -0.49), 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.

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