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UHS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UHS and SPY is 0.35, 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.


-0.50.00.51.00.4

Performance

UHS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Services, Inc. (UHS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
10,531.60%
2,301.81%
UHS
SPY

Key characteristics

Sharpe Ratio

UHS:

0.79

SPY:

2.21

Sortino Ratio

UHS:

1.24

SPY:

2.93

Omega Ratio

UHS:

1.17

SPY:

1.41

Calmar Ratio

UHS:

0.82

SPY:

3.26

Martin Ratio

UHS:

2.66

SPY:

14.43

Ulcer Index

UHS:

8.33%

SPY:

1.90%

Daily Std Dev

UHS:

28.15%

SPY:

12.41%

Max Drawdown

UHS:

-60.27%

SPY:

-55.19%

Current Drawdown

UHS:

-25.35%

SPY:

-2.74%

Returns By Period

In the year-to-date period, UHS achieves a 18.64% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, UHS has underperformed SPY with an annualized return of 5.33%, while SPY has yielded a comparatively higher 12.97% annualized return.


UHS

YTD

18.64%

1M

-8.77%

6M

-4.58%

1Y

18.14%

5Y*

5.12%

10Y*

5.33%

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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Risk-Adjusted Performance

UHS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and SPDR S&P 500 ETF (SPY). 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-4.00-2.000.002.000.792.21
The chart of Sortino ratio for UHS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.93
The chart of Omega ratio for UHS, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.41
The chart of Calmar ratio for UHS, currently valued at 0.82, compared to the broader market0.002.004.006.000.823.26
The chart of Martin ratio for UHS, currently valued at 2.66, compared to the broader market-5.000.005.0010.0015.0020.0025.002.6614.43
UHS
SPY

The current UHS Sharpe Ratio is 0.79, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of UHS and SPY, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.79
2.21
UHS
SPY

Dividends

UHS vs. SPY - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.44%, less than SPY's 0.86% 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%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

UHS vs. SPY - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UHS and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.35%
-2.74%
UHS
SPY

Volatility

UHS vs. SPY - Volatility Comparison

Universal Health Services, Inc. (UHS) has a higher volatility of 6.80% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that UHS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.80%
3.72%
UHS
SPY
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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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