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USPH vs. THC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between USPH and THC is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

USPH vs. THC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Physical Therapy, Inc. (USPH) and Tenet Healthcare Corporation (THC). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
4,477.86%
256.83%
USPH
THC

Key characteristics

Sharpe Ratio

USPH:

-0.00

THC:

1.99

Sortino Ratio

USPH:

0.25

THC:

2.96

Omega Ratio

USPH:

1.03

THC:

1.36

Calmar Ratio

USPH:

-0.00

THC:

1.18

Martin Ratio

USPH:

-0.00

THC:

11.50

Ulcer Index

USPH:

15.86%

THC:

6.60%

Daily Std Dev

USPH:

32.29%

THC:

38.18%

Max Drawdown

USPH:

-67.21%

THC:

-98.28%

Current Drawdown

USPH:

-33.16%

THC:

-38.00%

Fundamentals

Market Cap

USPH:

$1.43B

THC:

$12.61B

EPS

USPH:

$0.88

THC:

$31.57

PE Ratio

USPH:

107.93

THC:

4.20

PEG Ratio

USPH:

3.77

THC:

0.62

Total Revenue (TTM)

USPH:

$645.70M

THC:

$20.97B

Gross Profit (TTM)

USPH:

$118.20M

THC:

$3.94B

EBITDA (TTM)

USPH:

$67.08M

THC:

$4.30B

Returns By Period

In the year-to-date period, USPH achieves a -0.12% return, which is significantly lower than THC's 71.31% return. Both investments have delivered pretty close results over the past 10 years, with USPH having a 9.50% annualized return and THC not far behind at 9.48%.


USPH

YTD

-0.12%

1M

-5.81%

6M

0.13%

1Y

-1.61%

5Y*

-3.13%

10Y*

9.50%

THC

YTD

71.31%

1M

-12.48%

6M

-3.57%

1Y

70.90%

5Y*

27.56%

10Y*

9.48%

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Risk-Adjusted Performance

USPH vs. THC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Physical Therapy, Inc. (USPH) and Tenet Healthcare Corporation (THC). 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 USPH, currently valued at -0.00, compared to the broader market-4.00-2.000.002.00-0.001.99
The chart of Sortino ratio for USPH, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.252.96
The chart of Omega ratio for USPH, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.36
The chart of Calmar ratio for USPH, currently valued at -0.00, compared to the broader market0.002.004.006.00-0.001.18
The chart of Martin ratio for USPH, currently valued at -0.00, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.0011.50
USPH
THC

The current USPH Sharpe Ratio is -0.00, which is lower than the THC Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of USPH and THC, 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-1.000.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
-0.00
1.99
USPH
THC

Dividends

USPH vs. THC - Dividend Comparison

USPH's dividend yield for the trailing twelve months is around 1.93%, while THC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
USPH
U.S. Physical Therapy, Inc.
1.93%1.85%2.02%1.53%0.27%1.00%0.90%1.11%0.97%1.12%1.14%1.13%
THC
Tenet Healthcare Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USPH vs. THC - Drawdown Comparison

The maximum USPH drawdown since its inception was -67.21%, smaller than the maximum THC drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for USPH and THC. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-33.16%
-38.00%
USPH
THC

Volatility

USPH vs. THC - Volatility Comparison

The current volatility for U.S. Physical Therapy, Inc. (USPH) is 6.67%, while Tenet Healthcare Corporation (THC) has a volatility of 8.30%. This indicates that USPH experiences smaller price fluctuations and is considered to be less risky than THC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.67%
8.30%
USPH
THC

Financials

USPH vs. THC - Financials Comparison

This section allows you to compare key financial metrics between U.S. Physical Therapy, Inc. and Tenet Healthcare 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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