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UNH vs. XLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UNH vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UnitedHealth Group Incorporated (UNH) and State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

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UNH vs. XLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNH
UnitedHealth Group Incorporated
-17.39%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%
XLV
State Street Health Care Select Sector SPDR ETF
-4.90%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%

Returns By Period

In the year-to-date period, UNH achieves a -17.39% return, which is significantly lower than XLV's -4.90% return. Both investments have delivered pretty close results over the past 10 years, with UNH having a 9.39% annualized return and XLV not far ahead at 9.72%.


UNH

1D
3.36%
1M
-7.02%
YTD
-17.39%
6M
-20.50%
1Y
-46.88%
3Y*
-15.31%
5Y*
-4.29%
10Y*
9.39%

XLV

1D
1.94%
1M
-8.11%
YTD
-4.90%
6M
6.23%
1Y
2.20%
3Y*
5.98%
5Y*
6.42%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UNH vs. XLV — Risk / Return Rank

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

UNH
UNH Risk / Return Rank: 1212
Overall Rank
UNH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 1010
Sortino Ratio Rank
UNH Omega Ratio Rank: 66
Omega Ratio Rank
UNH Calmar Ratio Rank: 1515
Calmar Ratio Rank
UNH Martin Ratio Rank: 2525
Martin Ratio Rank

XLV
XLV Risk / Return Rank: 1616
Overall Rank
XLV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLV Omega Ratio Rank: 1515
Omega Ratio Rank
XLV Calmar Ratio Rank: 1919
Calmar Ratio Rank
XLV Martin Ratio Rank: 1717
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. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) and State Street Health Care Select Sector SPDR ETF (XLV). 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.


UNHXLVDifference

Sharpe ratio

Return per unit of total volatility

-0.92

0.12

-1.05

Sortino ratio

Return per unit of downside risk

-1.15

0.30

-1.44

Omega ratio

Gain probability vs. loss probability

0.81

1.04

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.77

0.28

-1.04

Martin ratio

Return relative to average drawdown

-1.02

0.57

-1.58

UNH vs. XLV - Sharpe Ratio Comparison

The current UNH Sharpe Ratio is -0.92, which is lower than the XLV Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of UNH and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UNHXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

0.12

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.44

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.59

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.46

+0.15

Correlation

The correlation between UNH and XLV is 0.53, 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.


Dividends

UNH vs. XLV - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 3.27%, more than XLV's 1.71% yield.


TTM20252024202320222021202020192018201720162015
UNH
UnitedHealth Group Incorporated
3.27%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Drawdowns

UNH vs. XLV - Drawdown Comparison

The maximum UNH drawdown since its inception was -74.37%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for UNH and XLV.


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Drawdown Indicators


UNHXLVDifference

Max Drawdown

Largest peak-to-trough decline

-74.37%

-39.17%

-35.20%

Max Drawdown (1Y)

Largest decline over 1 year

-60.06%

-10.76%

-49.30%

Max Drawdown (5Y)

Largest decline over 5 years

-61.39%

-17.11%

-44.28%

Max Drawdown (10Y)

Largest decline over 10 years

-61.39%

-28.40%

-32.99%

Current Drawdown

Current decline from peak

-55.14%

-8.11%

-47.03%

Average Drawdown

Average peak-to-trough decline

-14.63%

-7.12%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.40%

5.75%

+39.65%

Volatility

UNH vs. XLV - Volatility Comparison

UnitedHealth Group Incorporated (UNH) has a higher volatility of 7.72% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.73%. This indicates that UNH's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNHXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

4.73%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

29.34%

10.53%

+18.81%

Volatility (1Y)

Calculated over the trailing 1-year period

51.10%

17.74%

+33.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.26%

14.56%

+16.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.84%

16.53%

+13.31%