Performance

HCA+6.24%XLV+16.62%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
HCA	+1.33%	-5.40%	+6.24%	+12.54%	-33.72%	0.21
XLV	-0.39%	+8.13%	+16.62%	+5.63%	-10.84%	0.78

Summary

HCA vs XLV

Over the past year, XLV returned +16.62% against +6.24% for HCA. Over five years, HCA averaged +12.54% a year, compared with +5.63% for XLV. XLV had the higher Sharpe ratio over the past year (0.78 vs 0.21), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -33.72% for HCA.

Current Drawdown

HCA-18.37%XLV-4.28%

Rolling Volatility

HCA+1.39%XLV+0.68%

METRICS

Correlation Matrix

	HCA	XLV
HCA	1.00	0.33
XLV	0.33	1.00

Metrics

Risk Indicators

HCAXLV

Alpha

4.44%

9.42%

Beta

0.19x

0.27x

Sharpe

0.21

0.78

Sortino

0.30

1.26

Omega

1.04

1.14

Calmar

0.19

1.53

Martin

0.36

2.59

Comparisons

More HCA comparisons

HCA vs SPY
HCA vs UHS
HCA vs MDT
HCA vs SYK
HCA vs MCK

More XLV comparisons

XLV vs VOO

HCA vs XLV: returns, Sharpe ratio and drawdown

HCA vs XLV

More HCA comparisons

More XLV comparisons