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

Correlation

The correlation between UHS and HCA is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

UHS vs. HCA - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
1.63%
-4.23%
UHS
HCA

Key characteristics

Sharpe Ratio

UHS:

0.71

HCA:

0.51

Sortino Ratio

UHS:

1.14

HCA:

0.82

Omega Ratio

UHS:

1.15

HCA:

1.11

Calmar Ratio

UHS:

0.73

HCA:

0.44

Martin Ratio

UHS:

1.91

HCA:

1.14

Ulcer Index

UHS:

10.46%

HCA:

11.00%

Daily Std Dev

UHS:

28.28%

HCA:

24.81%

Max Drawdown

UHS:

-60.27%

HCA:

-54.74%

Current Drawdown

UHS:

-23.41%

HCA:

-25.13%

Fundamentals

Market Cap

UHS:

$12.14B

HCA:

$78.64B

EPS

UHS:

$15.08

HCA:

$22.35

PE Ratio

UHS:

12.25

HCA:

13.89

PEG Ratio

UHS:

1.87

HCA:

1.00

Total Revenue (TTM)

UHS:

$11.71B

HCA:

$52.32B

Gross Profit (TTM)

UHS:

$4.40B

HCA:

$20.12B

EBITDA (TTM)

UHS:

$1.65B

HCA:

$10.37B

Returns By Period

In the year-to-date period, UHS achieves a 3.00% return, which is significantly lower than HCA's 3.43% return. Over the past 10 years, UHS has underperformed HCA with an annualized return of 6.05%, while HCA has yielded a comparatively higher 17.11% annualized return.


UHS

YTD

3.00%

1M

4.10%

6M

2.39%

1Y

18.66%

5Y*

5.48%

10Y*

6.05%

HCA

YTD

3.43%

1M

2.25%

6M

-4.23%

1Y

8.72%

5Y*

17.14%

10Y*

17.11%

*Annualized

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Risk-Adjusted Performance

UHS vs. HCA — 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

HCA
The Risk-Adjusted Performance Rank of HCA is 6060
Overall Rank
The Sharpe Ratio Rank of HCA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of HCA is 5454
Sortino Ratio Rank
The Omega Ratio Rank of HCA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of HCA is 6565
Calmar Ratio Rank
The Martin Ratio Rank of HCA is 5959
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. HCA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and HCA Healthcare, Inc. (HCA). 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-2.000.002.004.000.710.51
The chart of Sortino ratio for UHS, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.006.001.140.82
The chart of Omega ratio for UHS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.11
The chart of Calmar ratio for UHS, currently valued at 0.73, compared to the broader market0.002.004.006.000.730.44
The chart of Martin ratio for UHS, currently valued at 1.91, compared to the broader market-10.000.0010.0020.0030.001.911.14
UHS
HCA

The current UHS Sharpe Ratio is 0.71, which is higher than the HCA Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of UHS and HCA, 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
0.51
UHS
HCA

Dividends

UHS vs. HCA - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.43%, less than HCA's 0.85% yield.


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%
HCA
HCA Healthcare, Inc.
0.85%0.88%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%

Drawdowns

UHS vs. HCA - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, which is greater than HCA's maximum drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for UHS and HCA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.41%
-25.13%
UHS
HCA

Volatility

UHS vs. HCA - Volatility Comparison

Universal Health Services, Inc. (UHS) has a higher volatility of 7.30% compared to HCA Healthcare, Inc. (HCA) at 6.77%. This indicates that UHS's price experiences larger fluctuations and is considered to be riskier than HCA 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%
6.77%
UHS
HCA

Financials

UHS vs. HCA - Financials Comparison

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