PortfoliosLab logoPortfoliosLab logo
VMW vs. UNH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VMW vs. UNH - Performance Comparison

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

Loading charts...

Returns By Period


VMW

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

UNH

1D
0.73%
1M
3.72%
YTD
24.71%
6M
20.44%
1Y
33.97%
3Y*
-4.10%
5Y*
2.27%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMW vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMW
VMware, Inc.
0.00%0.00%0.00%16.06%5.94%0.72%-7.60%10.69%31.72%59.18%
UNH
UnitedHealth Group Incorporated
24.71%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%

Correlation

The correlation between VMW and UNH is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2007

0.24

The correlation between VMW and UNH shifts across timeframes, from -0.02 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

VMW:

$13.61B

UNH:

$449.71B

Gross Profit (TTM)

VMW:

$11.05B

UNH:

$84.55B

EBITDA (TTM)

VMW:

$2.61B

UNH:

$22.99B

Compare stocks, funds, or ETFs

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


Return for Risk

VMW vs. UNH — Risk / Return Rank

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

VMW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


UNH
UNH Risk / Return Rank: 6666
Overall Rank
UNH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6262
Sortino Ratio Rank
UNH Omega Ratio Rank: 6767
Omega Ratio Rank
UNH Calmar Ratio Rank: 6565
Calmar Ratio Rank
UNH Martin Ratio Rank: 6565
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.

VMW vs. UNH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VMware, Inc. (VMW) and UnitedHealth Group Incorporated (UNH). 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.


VMWUNHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

2.43

VMW vs. UNH - Sharpe Ratio Comparison


Loading charts...

Drawdowns

VMW vs. UNH - Drawdown Comparison


Loading charts...

Drawdown Indicators


VMWUNHDifference

Max Drawdown

Largest peak-to-trough decline

-74.37%

Max Drawdown (1Y)

Largest decline over 1 year

-28.96%

Max Drawdown (3Y)

Largest decline over 3 years

-61.39%

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

-32.27%

Average Drawdown

Average peak-to-trough decline

-14.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.19%

Volatility

VMW vs. UNH - Volatility Comparison


Loading charts...

Volatility by Period


VMWUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

Volatility (6M)

Calculated over the trailing 6-month period

30.86%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

Dividends

VMW vs. UNH - Dividend Comparison

VMW has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 2.16%.


PositionTTM20252024202320222021202020192018201720162015
UNH
UnitedHealth Group Incorporated
2.16%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%
VMW
VMware, Inc.
0.00%0.00%0.00%0.00%0.00%23.65%0.00%0.00%19.55%0.00%0.00%0.00%

Financials

VMW vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between VMware, Inc. and UnitedHealth Group Incorporated. 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


0.0020.00B40.00B60.00B80.00B100.00B120.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.41B
111.72B
(VMW) Total Revenue
(UNH) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VMW and UNH have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for VMW and UNH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer