ACHC vs. BXMT
ACHC (Acadia Healthcare Company, Inc.) and BXMT (Blackstone Mortgage Trust, Inc.) are both stocks. ACHC operates in Medical Care Facilities (Healthcare), while BXMT operates in REIT - Mortgage (Real Estate). Over the past 10 years, ACHC returned -8.57%/yr vs 4.97%/yr for BXMT. At a 0.11 correlation, their price movements are largely independent.
Performance
ACHC vs. BXMT - Performance Comparison
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Returns By Period
In the year-to-date period, ACHC achieves a 72.09% return, which is significantly higher than BXMT's -1.89% return. Over the past 10 years, ACHC has underperformed BXMT with an annualized return of -8.57%, while BXMT has yielded a comparatively higher 4.97% annualized return.
ACHC
- 1D
- 4.76%
- 1M
- -12.32%
- YTD
- 72.09%
- 6M
- 48.09%
- 1Y
- 12.90%
- 3Y*
- -29.43%
- 5Y*
- -17.78%
- 10Y*
- -8.57%
BXMT
- 1D
- 2.12%
- 1M
- -3.99%
- YTD
- -1.89%
- 6M
- -1.61%
- 1Y
- 8.78%
- 3Y*
- 10.12%
- 5Y*
- -1.37%
- 10Y*
- 4.97%
ACHC vs. BXMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACHC Acadia Healthcare Company, Inc. | 72.09% | -64.21% | -49.01% | -5.54% | 35.62% | 20.77% | 51.29% | 29.21% | -21.21% | -1.42% |
BXMT Blackstone Mortgage Trust, Inc. | -1.89% | 21.13% | -7.90% | 13.46% | -24.03% | 20.27% | -17.83% | 25.16% | 6.95% | 15.77% |
Correlation
The correlation between ACHC and BXMT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 1994 | 0.11 |
The correlation between ACHC and BXMT shifts across timeframes, from 0.11 (all time) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ACHC:
$2.22B
BXMT:
$3.10B
ACHC:
-$12.22
BXMT:
$0.61
ACHC:
0.66
BXMT:
2.04
ACHC:
1.13
BXMT:
0.91
ACHC:
$3.37B
BXMT:
$1.54B
ACHC:
$1.76B
BXMT:
$960.53M
ACHC:
-$726.15M
BXMT:
$957.49M
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Return for Risk
ACHC vs. BXMT — Risk / Return Rank
ACHC
BXMT
ACHC vs. BXMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acadia Healthcare Company, Inc. (ACHC) and Blackstone Mortgage Trust, Inc. (BXMT). 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.
| ACHC | BXMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 0.41 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.71 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.09 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 0.58 | -0.44 |
Martin ratioReturn relative to average drawdown | 0.30 | 1.38 | -1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACHC | BXMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.41 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | -0.05 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | 0.15 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.08 | -0.08 |
Drawdowns
ACHC vs. BXMT - Drawdown Comparison
The maximum ACHC drawdown since its inception was -98.77%, roughly equal to the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for ACHC and BXMT.
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Drawdown Indicators
| ACHC | BXMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.77% | -97.98% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -57.11% | -12.02% | -45.09% |
Max Drawdown (3Y)Largest decline over 3 years | -86.63% | -23.29% | -63.34% |
Max Drawdown (5Y)Largest decline over 5 years | -86.89% | -43.02% | -43.87% |
Max Drawdown (10Y)Largest decline over 10 years | -86.89% | -67.86% | -19.03% |
Current DrawdownCurrent decline from peak | -72.58% | -34.14% | -38.44% |
Average DrawdownAverage peak-to-trough decline | -56.46% | -49.07% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.44% | 5.03% | +21.41% |
Volatility
ACHC vs. BXMT - Volatility Comparison
Acadia Healthcare Company, Inc. (ACHC) has a higher volatility of 15.25% compared to Blackstone Mortgage Trust, Inc. (BXMT) at 7.19%. This indicates that ACHC's price experiences larger fluctuations and is considered to be riskier than BXMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACHC | BXMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.25% | 7.19% | +8.06% |
Volatility (6M)Calculated over the trailing 6-month period | 49.78% | 16.36% | +33.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.16% | 21.50% | +43.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.76% | 27.71% | +18.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.61% | 32.61% | +16.00% |
Dividends
ACHC vs. BXMT - Dividend Comparison
ACHC has not paid dividends to shareholders, while BXMT's dividend yield for the trailing twelve months is around 10.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACHC Acadia Healthcare Company, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BXMT Blackstone Mortgage Trust, Inc. | 10.27% | 9.83% | 12.52% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% |
Financials
ACHC vs. BXMT - Financials Comparison
This section allows you to compare key financial metrics between Acadia Healthcare Company, Inc. and Blackstone Mortgage Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ACHC vs. BXMT - Profitability Comparison
ACHC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Acadia Healthcare Company, Inc. reported a gross profit of 0.00 and revenue of 828.80M. Therefore, the gross margin over that period was 0.0%.
BXMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blackstone Mortgage Trust, Inc. reported a gross profit of 77.44M and revenue of 380.15M. Therefore, the gross margin over that period was 20.4%.
ACHC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Acadia Healthcare Company, Inc. reported an operating income of 0.00 and revenue of 828.80M, resulting in an operating margin of 0.0%.
BXMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blackstone Mortgage Trust, Inc. reported an operating income of 48.65M and revenue of 380.15M, resulting in an operating margin of 12.8%.
ACHC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Acadia Healthcare Company, Inc. reported a net income of 4.11M and revenue of 828.80M, resulting in a net margin of 0.5%.
BXMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blackstone Mortgage Trust, Inc. reported a net income of -6.30M and revenue of 380.15M, resulting in a net margin of -1.7%.
Frequently Asked Questions
ACHC and BXMT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACHC has higher volatility (15.25%) compared to BXMT (7.19%). In terms of maximum drawdown, ACHC dropped -98.77% vs BXMT's -97.98%.
BXMT currently has the higher Sharpe Ratio (0.41 vs 0.20), 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.
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