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WPC vs. UNH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WPC vs. UNH - Performance Comparison

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

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Returns By Period

In the year-to-date period, WPC achieves a 16.54% return, which is significantly lower than UNH's 21.04% return. Over the past 10 years, WPC has underperformed UNH with an annualized return of 7.95%, while UNH has yielded a comparatively higher 12.95% annualized return.


WPC

1D
0.54%
1M
1.09%
YTD
16.54%
6M
13.87%
1Y
26.12%
3Y*
9.47%
5Y*
5.68%
10Y*
7.95%

UNH

1D
5.16%
1M
8.96%
YTD
21.04%
6M
20.61%
1Y
35.71%
3Y*
-5.49%
5Y*
1.26%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPC vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WPC
W. P. Carey Inc.
16.54%24.99%-10.59%-7.93%0.47%22.88%-5.99%28.84%1.08%25.68%
UNH
UnitedHealth Group Incorporated
21.04%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%

Correlation

The correlation between WPC and UNH is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.12

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

0.21

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 22, 1998

0.18

The correlation between WPC and UNH shifts across timeframes, from 0.05 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

WPC:

$16.40B

UNH:

$360.79B

EPS

WPC:

$2.34

UNH:

$13.23

PE Ratio

WPC:

31.66

UNH:

29.97

PS Ratio

WPC:

10.68

UNH:

0.80

PB Ratio

WPC:

1.96

UNH:

3.47

Total Revenue (TTM)

WPC:

$1.53B

UNH:

$449.71B

Gross Profit (TTM)

WPC:

$942.27M

UNH:

$84.55B

EBITDA (TTM)

WPC:

$1.21B

UNH:

$22.99B

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Return for Risk

WPC vs. UNH — Risk / Return Rank

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

WPC
WPC Risk / Return Rank: 8181
Overall Rank
WPC Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
WPC Omega Ratio Rank: 7878
Omega Ratio Rank
WPC Calmar Ratio Rank: 8181
Calmar Ratio Rank
WPC Martin Ratio Rank: 8484
Martin Ratio Rank

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
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.

WPC vs. UNH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) 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.


WPCUNHDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.28

1.21

+0.08

Calmar ratioReturn relative to maximum drawdown

2.70

1.24

+1.46

Martin ratioReturn relative to average drawdown

8.24

2.72

+5.53

WPC vs. UNH - Sharpe Ratio Comparison

The current WPC Sharpe Ratio is 1.63, which is higher than the UNH Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of WPC and UNH, 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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Sharpe Ratios by Period


WPCUNHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.89

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.04

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.43

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.64

-0.18

Drawdowns

WPC vs. UNH - Drawdown Comparison

The maximum WPC drawdown since its inception was -52.45%, smaller than the maximum UNH drawdown of -74.37%. Use the drawdown chart below to compare losses from any high point for WPC and UNH.


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Drawdown Indicators


WPCUNHDifference

Max Drawdown

Largest peak-to-trough decline

-52.45%

-74.37%

+21.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-28.96%

+19.25%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

-61.39%

+34.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.81%

-61.39%

+24.58%

Max Drawdown (10Y)

Largest decline over 10 years

-52.45%

-61.39%

+8.94%

Current Drawdown

Current decline from peak

-1.37%

-34.27%

+32.90%

Average Drawdown

Average peak-to-trough decline

-10.27%

-14.76%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

13.19%

-10.01%

Volatility

WPC vs. UNH - Volatility Comparison

The current volatility for W. P. Carey Inc. (WPC) is 3.94%, while UnitedHealth Group Incorporated (UNH) has a volatility of 8.19%. This indicates that WPC experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPCUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

8.19%

-4.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

31.20%

-19.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

40.16%

-24.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

31.87%

-11.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.78%

30.18%

-4.40%

Dividends

WPC vs. UNH - Dividend Comparison

WPC's dividend yield for the trailing twelve months is around 4.95%, more than UNH's 2.23% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WPC
W. P. Carey Inc.
4.95%5.62%6.41%7.93%5.43%5.12%5.91%5.17%6.26%7.26%6.65%6.48%

Financials

WPC vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between W. P. Carey 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B202220232024202520260
111.72B
(WPC) Total Revenue
(UNH) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WPC and UNH have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNH has higher volatility (8.19%) compared to WPC (3.94%). In terms of maximum drawdown, WPC dropped -52.45% vs UNH's -74.37%.

WPC currently has the higher Sharpe Ratio (1.63 vs 0.89), 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

Find the right allocation for WPC 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.

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