EHC vs XLV: returns, Sharpe ratio and drawdown

Over the past year, XLV returned +22.05% against +2.13% for EHC. Over five years, EHC averaged +20.29% a year, compared with +5.76% for XLV. XLV had the higher Sharpe ratio over the past year (1.05 vs 0.06), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -26.22% for EHC.