UNH vs. ELV
Compare and contrast key facts about UnitedHealth Group Incorporated (UNH) and Elevance Health Inc (ELV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNH or ELV.
Performance
UNH vs. ELV - Performance Comparison
Returns By Period
In the year-to-date period, UNH achieves a 14.83% return, which is significantly higher than ELV's -13.61% return. Over the past 10 years, UNH has outperformed ELV with an annualized return of 21.83%, while ELV has yielded a comparatively lower 13.89% annualized return.
UNH
14.83%
4.85%
16.51%
11.55%
18.41%
21.83%
ELV
-13.61%
-3.87%
-25.35%
-14.87%
8.02%
13.89%
Fundamentals
UNH | ELV | |
---|---|---|
Market Cap | $552.63B | $91.42B |
EPS | $15.37 | $27.48 |
PE Ratio | 39.07 | 14.35 |
PEG Ratio | 1.63 | 0.73 |
Total Revenue (TTM) | $390.71B | $174.02B |
Gross Profit (TTM) | -$18.49B | $48.61B |
EBITDA (TTM) | $26.73B | $10.82B |
Key characteristics
UNH | ELV | |
---|---|---|
Sharpe Ratio | 0.50 | -0.57 |
Sortino Ratio | 0.86 | -0.62 |
Omega Ratio | 1.12 | 0.91 |
Calmar Ratio | 0.62 | -0.44 |
Martin Ratio | 1.63 | -1.44 |
Ulcer Index | 7.63% | 9.14% |
Daily Std Dev | 24.81% | 23.01% |
Max Drawdown | -82.67% | -67.19% |
Current Drawdown | -4.44% | -28.01% |
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Correlation
The correlation between UNH and ELV is 0.70, 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.
Risk-Adjusted Performance
UNH vs. ELV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) and Elevance Health Inc (ELV). 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
UNH vs. ELV - Dividend Comparison
UNH's dividend yield for the trailing twelve months is around 1.33%, less than ELV's 1.58% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
UnitedHealth Group Incorporated | 1.33% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Elevance Health Inc | 1.58% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% | 1.62% |
Drawdowns
UNH vs. ELV - Drawdown Comparison
The maximum UNH drawdown since its inception was -82.67%, which is greater than ELV's maximum drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for UNH and ELV. For additional features, visit the drawdowns tool.
Volatility
UNH vs. ELV - Volatility Comparison
UnitedHealth Group Incorporated (UNH) has a higher volatility of 8.56% compared to Elevance Health Inc (ELV) at 6.73%. This indicates that UNH's price experiences larger fluctuations and is considered to be riskier than ELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
UNH vs. ELV - Financials Comparison
This section allows you to compare key financial metrics between UnitedHealth Group Incorporated and Elevance Health Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities