UHS vs. SPY
Compare and contrast key facts about Universal Health Services, Inc. (UHS) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UHS or SPY.
Key characteristics
UHS | SPY | |
---|---|---|
YTD Return | 17.51% | 10.44% |
1Y Return | 30.33% | 28.54% |
3Y Return (Ann) | 4.48% | 9.53% |
5Y Return (Ann) | 8.56% | 14.57% |
10Y Return (Ann) | 8.21% | 12.81% |
Sharpe Ratio | 1.20 | 2.52 |
Daily Std Dev | 24.22% | 11.50% |
Max Drawdown | -84.90% | -55.19% |
Current Drawdown | -1.95% | 0.00% |
Correlation
The correlation between UHS and SPY is 0.36, 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.
Performance
UHS vs. SPY - Performance Comparison
In the year-to-date period, UHS achieves a 17.51% return, which is significantly higher than SPY's 10.44% return. Over the past 10 years, UHS has underperformed SPY with an annualized return of 8.21%, while SPY has yielded a comparatively higher 12.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
UHS vs. SPY - Dividend Comparison
UHS's dividend yield for the trailing twelve months is around 0.45%, less than SPY's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Universal Health Services, Inc. | 0.45% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% | 0.25% |
SPDR S&P 500 ETF | 1.28% | 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 -84.90%, 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.
Volatility
UHS vs. SPY - Volatility Comparison
Universal Health Services, Inc. (UHS) has a higher volatility of 8.44% compared to SPDR S&P 500 ETF (SPY) at 3.34%. 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.