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BXMT vs. MPW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BXMT and MPW is 0.39, 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.


-0.50.00.51.00.4

Performance

BXMT vs. MPW - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.43%
-15.52%
BXMT
MPW

Key characteristics

Sharpe Ratio

BXMT:

-0.35

MPW:

-0.18

Sortino Ratio

BXMT:

-0.29

MPW:

0.24

Omega Ratio

BXMT:

0.96

MPW:

1.03

Calmar Ratio

BXMT:

-0.13

MPW:

-0.15

Martin Ratio

BXMT:

-0.82

MPW:

-0.59

Ulcer Index

BXMT:

12.64%

MPW:

21.74%

Daily Std Dev

BXMT:

29.21%

MPW:

70.13%

Max Drawdown

BXMT:

-97.98%

MPW:

-84.50%

Current Drawdown

BXMT:

-75.97%

MPW:

-78.24%

Fundamentals

Market Cap

BXMT:

$3.31B

MPW:

$2.38B

EPS

BXMT:

-$1.40

MPW:

-$4.44

PEG Ratio

BXMT:

254.80

MPW:

1.93

Total Revenue (TTM)

BXMT:

$869.45M

MPW:

$641.32M

Gross Profit (TTM)

BXMT:

$675.49M

MPW:

-$68.41M

EBITDA (TTM)

BXMT:

$1.00B

MPW:

-$487.13M

Returns By Period

In the year-to-date period, BXMT achieves a -8.18% return, which is significantly higher than MPW's -12.22% return. Over the past 10 years, BXMT has outperformed MPW with an annualized return of 4.11%, while MPW has yielded a comparatively lower -4.90% annualized return.


BXMT

YTD

-8.18%

1M

-1.16%

6M

5.55%

1Y

-11.28%

5Y*

-4.83%

10Y*

4.11%

MPW

YTD

-12.22%

1M

-5.04%

6M

-15.51%

1Y

-14.82%

5Y*

-22.42%

10Y*

-4.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BXMT vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Mortgage Trust, Inc. (BXMT) and Medical Properties Trust, Inc. (MPW). 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.


Sharpe ratio
The chart of Sharpe ratio for BXMT, currently valued at -0.35, compared to the broader market-4.00-2.000.002.00-0.35-0.18
The chart of Sortino ratio for BXMT, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.290.24
The chart of Omega ratio for BXMT, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.03
The chart of Calmar ratio for BXMT, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13-0.15
The chart of Martin ratio for BXMT, currently valued at -0.82, compared to the broader market0.0010.0020.00-0.82-0.59
BXMT
MPW

The current BXMT Sharpe Ratio is -0.35, which is lower than the MPW Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of BXMT and MPW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.35
-0.18
BXMT
MPW

Dividends

BXMT vs. MPW - Dividend Comparison

BXMT's dividend yield for the trailing twelve months is around 13.07%, more than MPW's 11.73% yield.


TTM20232022202120202019201820172016201520142013
BXMT
Blackstone Mortgage Trust, Inc.
13.07%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%2.65%
MPW
Medical Properties Trust, Inc.
11.73%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%6.63%

Drawdowns

BXMT vs. MPW - Drawdown Comparison

The maximum BXMT drawdown since its inception was -97.98%, which is greater than MPW's maximum drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for BXMT and MPW. For additional features, visit the drawdowns tool.


-78.00%-76.00%-74.00%-72.00%-70.00%-68.00%-66.00%JulyAugustSeptemberOctoberNovemberDecember
-75.97%
-78.24%
BXMT
MPW

Volatility

BXMT vs. MPW - Volatility Comparison

The current volatility for Blackstone Mortgage Trust, Inc. (BXMT) is 7.25%, while Medical Properties Trust, Inc. (MPW) has a volatility of 9.35%. This indicates that BXMT experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
9.35%
BXMT
MPW

Financials

BXMT vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Blackstone Mortgage Trust, Inc. and Medical Properties 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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