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UNH vs. MAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNH vs. MAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UnitedHealth Group Incorporated (UNH) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNH achieves a 23.11% return, which is significantly higher than MAXI's -35.86% return.


UNH

1D
0.36%
1M
3.80%
YTD
23.11%
6M
24.12%
1Y
36.32%
3Y*
-2.42%
5Y*
2.37%
10Y*
13.06%

MAXI

1D
-1.94%
1M
-19.20%
YTD
-35.86%
6M
-37.09%
1Y
-57.63%
3Y*
10.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNH vs. MAXI - Yearly Performance Comparison


2026 (YTD)2025202420232022
UNH
UnitedHealth Group Incorporated
23.11%-33.14%-2.41%0.80%4.52%
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
-35.86%-28.59%92.92%144.12%-13.34%

Correlation

The correlation between UNH and MAXI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2022

0.07

The correlation between UNH and MAXI shifts across timeframes, from 0.06 (3 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UNH vs. MAXI — Risk / Return Rank

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

UNH
UNH Risk / Return Rank: 6666
Overall Rank
UNH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6363
Sortino Ratio Rank
UNH Omega Ratio Rank: 6767
Omega Ratio Rank
UNH Calmar Ratio Rank: 6666
Calmar Ratio Rank
UNH Martin Ratio Rank: 6565
Martin Ratio Rank

MAXI
MAXI Risk / Return Rank: 22
Overall Rank
MAXI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MAXI Sortino Ratio Rank: 22
Sortino Ratio Rank
MAXI Omega Ratio Rank: 22
Omega Ratio Rank
MAXI Calmar Ratio Rank: 22
Calmar Ratio Rank
MAXI Martin Ratio Rank: 22
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 vs. MAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UNHMAXIDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.20

0.85

+0.35

Calmar ratioReturn relative to maximum drawdown

1.18

-0.85

+2.03

Martin ratioReturn relative to average drawdown

2.59

-1.30

+3.88

UNH vs. MAXI - Sharpe Ratio Comparison

The current UNH Sharpe Ratio is 0.85, which is higher than the MAXI Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of UNH and MAXI, 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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Drawdowns

UNH vs. MAXI - Drawdown Comparison

The maximum UNH drawdown since its inception was -74.37%, which is greater than MAXI's maximum drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for UNH and MAXI.


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Drawdown Indicators


UNHMAXIDifference

Max Drawdown

Largest peak-to-trough decline

-74.37%

-68.91%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-28.96%

-68.91%

+39.95%

Max Drawdown (3Y)

Largest decline over 3 years

-61.39%

-68.91%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-61.39%

Max Drawdown (10Y)

Largest decline over 10 years

-61.39%

Current Drawdown

Current decline from peak

-33.15%

-67.49%

+34.34%

Average Drawdown

Average peak-to-trough decline

-14.78%

-19.30%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.17%

44.94%

-31.77%

Volatility

UNH vs. MAXI - Volatility Comparison

The current volatility for UnitedHealth Group Incorporated (UNH) is 7.81%, while Simplify Bitcoin Strategy PLUS Income ETF (MAXI) has a volatility of 12.91%. This indicates that UNH experiences smaller price fluctuations and is considered to be less risky than MAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNHMAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

12.91%

-5.10%

Volatility (6M)

Calculated over the trailing 6-month period

30.77%

44.45%

-13.68%

Volatility (1Y)

Calculated over the trailing 1-year period

40.05%

65.18%

-25.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.89%

63.64%

-31.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

63.64%

-33.45%

Dividends

UNH vs. MAXI - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 2.23%, less than MAXI's 68.81% yield.


PositionTTM20252024202320222021202020192018201720162015
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
68.81%49.00%32.06%29.63%4.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
2.23%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

Frequently Asked Questions


UNH and MAXI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAXI has higher volatility (12.91%) compared to UNH (7.81%). In terms of maximum drawdown, UNH dropped -74.37% vs MAXI's -68.91%.

UNH currently has the higher Sharpe Ratio (0.85 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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