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UTHR vs. MID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTHR and MID is 0.23, 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

UTHR vs. MID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Therapeutics Corporation (UTHR) and American Century Mid Cap Growth Impact ETF (MID). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
196.85%
54.02%
UTHR
MID

Key characteristics

Sharpe Ratio

UTHR:

2.10

MID:

1.47

Sortino Ratio

UTHR:

2.79

MID:

2.07

Omega Ratio

UTHR:

1.39

MID:

1.25

Calmar Ratio

UTHR:

2.39

MID:

1.09

Martin Ratio

UTHR:

12.14

MID:

9.31

Ulcer Index

UTHR:

4.90%

MID:

2.66%

Daily Std Dev

UTHR:

28.35%

MID:

16.88%

Max Drawdown

UTHR:

-93.18%

MID:

-40.15%

Current Drawdown

UTHR:

-12.30%

MID:

-5.86%

Returns By Period

In the year-to-date period, UTHR achieves a 63.53% return, which is significantly higher than MID's 21.38% return.


UTHR

YTD

63.53%

1M

-2.12%

6M

13.78%

1Y

64.24%

5Y*

31.74%

10Y*

10.72%

MID

YTD

21.38%

1M

-0.78%

6M

7.15%

1Y

21.97%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

UTHR vs. MID - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) and American Century Mid Cap Growth Impact ETF (MID). 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 UTHR, currently valued at 2.10, compared to the broader market-4.00-2.000.002.002.101.47
The chart of Sortino ratio for UTHR, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.792.07
The chart of Omega ratio for UTHR, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.25
The chart of Calmar ratio for UTHR, currently valued at 2.39, compared to the broader market0.002.004.006.002.391.09
The chart of Martin ratio for UTHR, currently valued at 12.14, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.149.31
UTHR
MID

The current UTHR Sharpe Ratio is 2.10, which is higher than the MID Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of UTHR and MID, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.10
1.47
UTHR
MID

Dividends

UTHR vs. MID - Dividend Comparison

UTHR has not paid dividends to shareholders, while MID's dividend yield for the trailing twelve months is around 0.17%.


TTM2023
UTHR
United Therapeutics Corporation
0.00%0.00%
MID
American Century Mid Cap Growth Impact ETF
0.17%0.02%

Drawdowns

UTHR vs. MID - Drawdown Comparison

The maximum UTHR drawdown since its inception was -93.18%, which is greater than MID's maximum drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for UTHR and MID. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.30%
-5.86%
UTHR
MID

Volatility

UTHR vs. MID - Volatility Comparison

United Therapeutics Corporation (UTHR) has a higher volatility of 8.49% compared to American Century Mid Cap Growth Impact ETF (MID) at 5.86%. This indicates that UTHR's price experiences larger fluctuations and is considered to be riskier than MID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.49%
5.86%
UTHR
MID
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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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