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UNH vs. CVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UNH and CVS is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

UNH vs. CVS - Performance Comparison

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

0.00%100,000.00%200,000.00%300,000.00%400,000.00%500,000.00%600,000.00%700,000.00%December2025FebruaryMarchAprilMay
427,976.92%
4,248.78%
UNH
CVS

Key characteristics

Sharpe Ratio

UNH:

-0.45

CVS:

0.19

Sortino Ratio

UNH:

-0.35

CVS:

0.56

Omega Ratio

UNH:

0.94

CVS:

1.08

Calmar Ratio

UNH:

-0.47

CVS:

0.14

Martin Ratio

UNH:

-1.34

CVS:

0.52

Ulcer Index

UNH:

12.53%

CVS:

14.85%

Daily Std Dev

UNH:

37.40%

CVS:

41.34%

Max Drawdown

UNH:

-82.68%

CVS:

-64.07%

Current Drawdown

UNH:

-35.40%

CVS:

-29.87%

Fundamentals

Market Cap

UNH:

$374.50B

CVS:

$84.21B

EPS

UNH:

$23.90

CVS:

$3.66

PE Ratio

UNH:

17.22

CVS:

18.23

PEG Ratio

UNH:

0.90

CVS:

0.67

PS Ratio

UNH:

0.94

CVS:

0.23

PB Ratio

UNH:

3.78

CVS:

1.09

Total Revenue (TTM)

UNH:

$407.42B

CVS:

$284.37B

Gross Profit (TTM)

UNH:

$87.53B

CVS:

$38.84B

EBITDA (TTM)

UNH:

$26.70B

CVS:

$10.27B

Returns By Period

In the year-to-date period, UNH achieves a -20.45% return, which is significantly lower than CVS's 58.29% return. Over the past 10 years, UNH has outperformed CVS with an annualized return of 15.12%, while CVS has yielded a comparatively lower -0.80% annualized return.


UNH

YTD

-20.45%

1M

-23.41%

6M

-28.44%

1Y

-15.91%

5Y*

8.70%

10Y*

15.12%

CVS

YTD

58.29%

1M

3.22%

6M

25.85%

1Y

29.04%

5Y*

6.43%

10Y*

-0.80%

*Annualized

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Risk-Adjusted Performance

UNH vs. CVS — Risk-Adjusted Performance Rank

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

UNH
The Risk-Adjusted Performance Rank of UNH is 2323
Overall Rank
The Sharpe Ratio Rank of UNH is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 2828
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 2424
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 2222
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 1414
Martin Ratio Rank

CVS
The Risk-Adjusted Performance Rank of CVS is 5757
Overall Rank
The Sharpe Ratio Rank of CVS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CVS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CVS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of CVS is 5858
Calmar Ratio Rank
The Martin Ratio Rank of CVS 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.

UNH vs. CVS - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for UNH, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
UNH: -0.45
CVS: 0.19
The chart of Sortino ratio for UNH, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
UNH: -0.35
CVS: 0.56
The chart of Omega ratio for UNH, currently valued at 0.94, compared to the broader market0.501.001.502.00
UNH: 0.94
CVS: 1.08
The chart of Calmar ratio for UNH, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00
UNH: -0.47
CVS: 0.14
The chart of Martin ratio for UNH, currently valued at -1.34, compared to the broader market-10.000.0010.0020.00
UNH: -1.34
CVS: 0.52

The current UNH Sharpe Ratio is -0.45, which is lower than the CVS Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of UNH and CVS, 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 Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.45
0.19
UNH
CVS

Dividends

UNH vs. CVS - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 2.10%, less than CVS's 3.83% yield.


TTM20242023202220212020201920182017201620152014
UNH
UnitedHealth Group Incorporated
2.10%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
CVS
CVS Health Corporation
3.83%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%

Drawdowns

UNH vs. CVS - Drawdown Comparison

The maximum UNH drawdown since its inception was -82.68%, which is greater than CVS's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for UNH and CVS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-35.40%
-29.87%
UNH
CVS

Volatility

UNH vs. CVS - Volatility Comparison

UnitedHealth Group Incorporated (UNH) has a higher volatility of 28.01% compared to CVS Health Corporation (CVS) at 11.50%. This indicates that UNH's price experiences larger fluctuations and is considered to be riskier than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
28.01%
11.50%
UNH
CVS

Financials

UNH vs. CVS - Financials Comparison

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


60.00B70.00B80.00B90.00B100.00B110.00B20212022202320242025
109.58B
97.71B
(UNH) Total Revenue
(CVS) Total Revenue
Values in USD except per share items

UNH vs. CVS - Profitability Comparison

The chart below illustrates the profitability comparison between UnitedHealth Group Incorporated and CVS Health Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%20212022202320242025
21.7%
13.2%
(UNH) Gross Margin
(CVS) Gross Margin
UNH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, UnitedHealth Group Incorporated reported a gross profit of 23.77B and revenue of 109.58B. Therefore, the gross margin over that period was 21.7%.
CVS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, CVS Health Corporation reported a gross profit of 12.90B and revenue of 97.71B. Therefore, the gross margin over that period was 13.2%.
UNH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, UnitedHealth Group Incorporated reported an operating income of 9.12B and revenue of 109.58B, resulting in an operating margin of 8.3%.
CVS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CVS Health Corporation reported an operating income of 2.37B and revenue of 97.71B, resulting in an operating margin of 2.4%.
UNH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, UnitedHealth Group Incorporated reported a net income of 6.29B and revenue of 109.58B, resulting in a net margin of 5.7%.
CVS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CVS Health Corporation reported a net income of 1.64B and revenue of 97.71B, resulting in a net margin of 1.7%.