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UNH.DE vs. UNH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UNH.DE vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UnitedHealth Group Incorporated (UNH.DE) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UNH.DE is traded in EUR, while UNH is traded in USD. To make them comparable, the UNH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UNH.DE achieves a 22.89% return, which is significantly lower than UNH's 24.34% return. Over the past 10 years, UNH.DE has underperformed UNH with an annualized return of 12.23%, while UNH has yielded a comparatively higher 12.98% annualized return.


UNH.DE

1D
3.63%
1M
9.39%
YTD
22.89%
6M
21.90%
1Y
33.89%
3Y*
-8.39%
5Y*
1.94%
10Y*
12.23%

UNH

1D
1.56%
1M
10.91%
YTD
24.34%
6M
23.76%
1Y
37.91%
3Y*
-6.91%
5Y*
2.53%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNH.DE vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNH.DE
UnitedHealth Group Incorporated
22.89%-40.99%3.02%-2.33%12.13%59.72%7.48%24.00%15.80%23.04%
UNH
UnitedHealth Group Incorporated
24.34%-41.07%4.03%-2.23%13.56%56.06%11.26%22.71%19.90%22.65%

Correlation

The correlation between UNH.DE and UNH is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.73

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

0.69

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

0.60

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.46

Over the past year, UNH.DE and UNH have become more correlated (0.75) than their long-term average of 0.46, meaning their price movements have been converging.

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Return for Risk

UNH.DE vs. UNH — Risk / Return Rank

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

UNH.DE
UNH.DE Risk / Return Rank: 6464
Overall Rank
UNH.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UNH.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
UNH.DE Omega Ratio Rank: 6464
Omega Ratio Rank
UNH.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
UNH.DE Martin Ratio Rank: 6363
Martin Ratio Rank

UNH
UNH Risk / Return Rank: 6767
Overall Rank
UNH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6464
Sortino Ratio Rank
UNH Omega Ratio Rank: 6868
Omega Ratio Rank
UNH Calmar Ratio Rank: 6767
Calmar Ratio Rank
UNH Martin Ratio Rank: 6666
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.

UNH.DE vs. UNH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH.DE) and UnitedHealth Group Incorporated (UNH). 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.


UNH.DEUNHDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.08

1.35

-0.27

Martin ratioReturn relative to average drawdown

2.33

2.88

-0.55

UNH.DE vs. UNH - Sharpe Ratio Comparison

The current UNH.DE Sharpe Ratio is 0.81, which is comparable to the UNH Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of UNH.DE and UNH, 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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Sharpe Ratios by Period


UNH.DEUNHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.94

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.08

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.42

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.43

-0.18

Drawdowns

UNH.DE vs. UNH - Drawdown Comparison

The maximum UNH.DE drawdown since its inception was -88.31%, which is greater than UNH's maximum drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for UNH.DE and UNH.


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Drawdown Indicators


UNH.DEUNHDifference

Max Drawdown

Largest peak-to-trough decline

-88.31%

-68.21%

-20.10%

Max Drawdown (1Y)

Largest decline over 1 year

-30.00%

-28.22%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-64.33%

-64.49%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-64.33%

-64.49%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-64.33%

-64.49%

+0.16%

Current Drawdown

Current decline from peak

-40.14%

-38.75%

-1.39%

Average Drawdown

Average peak-to-trough decline

-29.65%

-16.20%

-13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.95%

13.20%

+0.75%

Volatility

UNH.DE vs. UNH - Volatility Comparison

UnitedHealth Group Incorporated (UNH.DE) and UnitedHealth Group Incorporated (UNH) have volatilities of 8.58% and 8.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNH.DEUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

8.29%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

31.83%

31.81%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

40.16%

40.67%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.10%

32.23%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.59%

30.76%

-0.17%

Dividends

UNH.DE vs. UNH - Dividend Comparison

UNH.DE's dividend yield for the trailing twelve months is around 1.91%, less than UNH's 2.21% yield.


PositionTTM20252024202320222021202020192018201720162015
UNH
UnitedHealth Group Incorporated
2.21%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%
UNH.DE
UnitedHealth Group Incorporated
1.91%2.34%1.34%1.22%1.06%0.92%1.27%0.31%0.00%1.16%1.21%1.33%

Financials

UNH.DE vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between UnitedHealth Group Incorporated and UnitedHealth Group Incorporated. 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


Please note, different currencies. UNH.DE values in EUR, UNH values in USD

Frequently Asked Questions


UNH.DE and UNH have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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