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

Correlation

The correlation between UHS and VOO is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

UHS vs. VOO - Performance Comparison

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

450.00%500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
465.77%
602.93%
UHS
VOO

Key characteristics

Sharpe Ratio

UHS:

0.79

VOO:

2.25

Sortino Ratio

UHS:

1.24

VOO:

2.98

Omega Ratio

UHS:

1.17

VOO:

1.42

Calmar Ratio

UHS:

0.82

VOO:

3.31

Martin Ratio

UHS:

2.66

VOO:

14.77

Ulcer Index

UHS:

8.33%

VOO:

1.90%

Daily Std Dev

UHS:

28.15%

VOO:

12.46%

Max Drawdown

UHS:

-60.27%

VOO:

-33.99%

Current Drawdown

UHS:

-25.35%

VOO:

-2.47%

Returns By Period

In the year-to-date period, UHS achieves a 18.64% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, UHS has underperformed VOO with an annualized return of 5.33%, while VOO has yielded a comparatively higher 13.08% annualized return.


UHS

YTD

18.64%

1M

-8.77%

6M

-4.58%

1Y

18.14%

5Y*

5.12%

10Y*

5.33%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

UHS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Services, Inc. (UHS) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.792.25
The chart of Sortino ratio for UHS, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.98
The chart of Omega ratio for UHS, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.42
The chart of Calmar ratio for UHS, currently valued at 0.82, compared to the broader market0.002.004.006.000.823.31
The chart of Martin ratio for UHS, currently valued at 2.66, compared to the broader market-5.000.005.0010.0015.0020.0025.002.6614.77
UHS
VOO

The current UHS Sharpe Ratio is 0.79, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of UHS and VOO, 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
2.25
UHS
VOO

Dividends

UHS vs. VOO - Dividend Comparison

UHS's dividend yield for the trailing twelve months is around 0.44%, less than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

UHS vs. VOO - Drawdown Comparison

The maximum UHS drawdown since its inception was -60.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UHS and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.35%
-2.47%
UHS
VOO

Volatility

UHS vs. VOO - Volatility Comparison

Universal Health Services, Inc. (UHS) has a higher volatility of 6.80% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that UHS's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.75%
UHS
VOO
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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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