PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UNH vs. ELV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

UNH vs. ELV - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.49%
-22.13%
UNH
ELV

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

YTD

14.83%

1M

4.85%

6M

16.51%

1Y

11.55%

5Y (annualized)

18.41%

10Y (annualized)

21.83%

ELV

YTD

-13.61%

1M

-3.87%

6M

-25.35%

1Y

-14.87%

5Y (annualized)

8.02%

10Y (annualized)

13.89%

Fundamentals


UNHELV
Market Cap$552.63B$91.42B
EPS$15.37$27.48
PE Ratio39.0714.35
PEG Ratio1.630.73
Total Revenue (TTM)$390.71B$174.02B
Gross Profit (TTM)-$18.49B$48.61B
EBITDA (TTM)$26.73B$10.82B

Key characteristics


UNHELV
Sharpe Ratio0.50-0.57
Sortino Ratio0.86-0.62
Omega Ratio1.120.91
Calmar Ratio0.62-0.44
Martin Ratio1.63-1.44
Ulcer Index7.63%9.14%
Daily Std Dev24.81%23.01%
Max Drawdown-82.67%-67.19%
Current Drawdown-4.44%-28.01%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.7

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.


Sharpe ratio
The chart of Sharpe ratio for UNH, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.50-0.57
The chart of Sortino ratio for UNH, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.86-0.62
The chart of Omega ratio for UNH, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.91
The chart of Calmar ratio for UNH, currently valued at 0.62, compared to the broader market0.002.004.006.000.62-0.44
The chart of Martin ratio for UNH, currently valued at 1.63, compared to the broader market0.0010.0020.0030.001.63-1.44
UNH
ELV

The current UNH Sharpe Ratio is 0.50, which is higher than the ELV Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of UNH and ELV, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.50
-0.57
UNH
ELV

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.


TTM20232022202120202019201820172016201520142013
UNH
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%
ELV
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.44%
-28.01%
UNH
ELV

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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
8.56%
6.73%
UNH
ELV

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items