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ACHC vs. BXMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ACHC vs. BXMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acadia Healthcare Company, Inc. (ACHC) and Blackstone Mortgage Trust, Inc. (BXMT). The values are adjusted to include any dividend payments, if applicable.

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ACHC vs. BXMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACHC
Acadia Healthcare Company, Inc.
66.81%-64.21%-49.01%-5.54%35.62%20.77%51.29%29.21%-21.21%-1.42%
BXMT
Blackstone Mortgage Trust, Inc.
0.57%21.13%-7.90%13.46%-24.03%20.27%-17.83%25.16%6.95%15.77%

Fundamentals

Market Cap

ACHC:

$2.14B

BXMT:

$3.21B

EPS

ACHC:

-$12.19

BXMT:

$0.64

PS Ratio

ACHC:

0.65

BXMT:

4.69

PB Ratio

ACHC:

1.10

BXMT:

0.92

Total Revenue (TTM)

ACHC:

$3.31B

BXMT:

$687.12M

Gross Profit (TTM)

ACHC:

$1.91B

BXMT:

$571.43M

EBITDA (TTM)

ACHC:

-$737.83M

BXMT:

$0.00

Returns By Period

In the year-to-date period, ACHC achieves a 66.81% return, which is significantly higher than BXMT's 0.57% return. Over the past 10 years, ACHC has underperformed BXMT with an annualized return of -8.08%, while BXMT has yielded a comparatively higher 5.99% annualized return.


ACHC

1D
1.20%
1M
0.98%
YTD
66.81%
6M
-3.58%
1Y
-20.92%
3Y*
-31.06%
5Y*
-16.06%
10Y*
-8.08%

BXMT

1D
-1.98%
1M
-2.09%
YTD
0.57%
6M
6.07%
1Y
4.06%
3Y*
13.39%
5Y*
0.12%
10Y*
5.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ACHC vs. BXMT — Risk / Return Rank

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

ACHC
ACHC Risk / Return Rank: 2828
Overall Rank
ACHC Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ACHC Sortino Ratio Rank: 2828
Sortino Ratio Rank
ACHC Omega Ratio Rank: 2828
Omega Ratio Rank
ACHC Calmar Ratio Rank: 2929
Calmar Ratio Rank
ACHC Martin Ratio Rank: 3030
Martin Ratio Rank

BXMT
BXMT Risk / Return Rank: 4444
Overall Rank
BXMT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BXMT Sortino Ratio Rank: 3939
Sortino Ratio Rank
BXMT Omega Ratio Rank: 3838
Omega Ratio Rank
BXMT Calmar Ratio Rank: 4747
Calmar Ratio Rank
BXMT Martin Ratio Rank: 4949
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.

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.


ACHCBXMTDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.17

-0.49

Sortino ratio

Return per unit of downside risk

-0.04

0.41

-0.45

Omega ratio

Gain probability vs. loss probability

1.00

1.05

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.36

0.26

-0.62

Martin ratio

Return relative to average drawdown

-0.65

0.71

-1.36

ACHC vs. BXMT - Sharpe Ratio Comparison

The current ACHC Sharpe Ratio is -0.32, which is lower than the BXMT Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ACHC and BXMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACHCBXMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.17

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.00

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.19

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.04

-0.04

Correlation

The correlation between ACHC and BXMT is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 10.02%.


TTM20252024202320222021202020192018201720162015
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.
10.02%9.83%12.52%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%

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


ACHCBXMTDifference

Max Drawdown

Largest peak-to-trough decline

-98.77%

-97.98%

-0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-60.01%

-13.59%

-46.42%

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 Drawdown

Current decline from peak

-73.42%

-68.98%

-4.44%

Average Drawdown

Average peak-to-trough decline

-56.38%

-58.83%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.64%

5.01%

+28.63%

Volatility

ACHC vs. BXMT - Volatility Comparison

Acadia Healthcare Company, Inc. (ACHC) has a higher volatility of 14.77% compared to Blackstone Mortgage Trust, Inc. (BXMT) at 8.06%. 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


ACHCBXMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.77%

8.06%

+6.71%

Volatility (6M)

Calculated over the trailing 6-month period

50.08%

15.57%

+34.51%

Volatility (1Y)

Calculated over the trailing 1-year period

66.54%

23.61%

+42.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.98%

27.55%

+17.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.27%

32.48%

+15.79%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
821.46M
389.03M
(ACHC) Total Revenue
(BXMT) Total Revenue
Values in USD except per share items