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

Performance

CHCT vs. BXMT - Performance Comparison

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

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Returns By Period

In the year-to-date period, CHCT achieves a 12.28% return, which is significantly higher than BXMT's -1.89% return. Over the past 10 years, CHCT has outperformed BXMT with an annualized return of 5.33%, while BXMT has yielded a comparatively lower 4.97% annualized return.


CHCT

1D
1.04%
1M
1.76%
YTD
12.28%
6M
17.05%
1Y
20.04%
3Y*
-11.59%
5Y*
-11.80%
10Y*
5.33%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHCT vs. BXMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHCT
Community Healthcare Trust Incorporated
12.28%-3.87%-21.48%-21.51%-20.70%4.12%14.31%54.97%8.85%29.92%
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 CHCT and BXMT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since May 22, 2015

0.39

Fundamentals

Market Cap

CHCT:

$470.45M

BXMT:

$3.10B

EPS

CHCT:

$0.23

BXMT:

$0.61

PE Ratio

CHCT:

77.37

BXMT:

30.20

PS Ratio

CHCT:

3.84

BXMT:

2.04

PB Ratio

CHCT:

1.12

BXMT:

0.91

Total Revenue (TTM)

CHCT:

$122.11M

BXMT:

$1.54B

Gross Profit (TTM)

CHCT:

$76.59M

BXMT:

$960.53M

EBITDA (TTM)

CHCT:

$88.98M

BXMT:

$957.49M

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Return for Risk

CHCT vs. BXMT — Risk / Return Rank

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

CHCT
CHCT Risk / Return Rank: 6161
Overall Rank
CHCT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CHCT Sortino Ratio Rank: 5858
Sortino Ratio Rank
CHCT Omega Ratio Rank: 5757
Omega Ratio Rank
CHCT Calmar Ratio Rank: 6060
Calmar Ratio Rank
CHCT Martin Ratio Rank: 6363
Martin Ratio Rank

BXMT
BXMT Risk / Return Rank: 5151
Overall Rank
BXMT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BXMT Sortino Ratio Rank: 4646
Sortino Ratio Rank
BXMT Omega Ratio Rank: 4545
Omega Ratio Rank
BXMT Calmar Ratio Rank: 5353
Calmar Ratio Rank
BXMT Martin Ratio Rank: 5555
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.

CHCT vs. BXMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Healthcare Trust Incorporated (CHCT) 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.


CHCTBXMTDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.41

+0.40

Sortino ratio

Return per unit of downside risk

1.22

0.71

+0.51

Omega ratio

Gain probability vs. loss probability

1.15

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

0.94

0.58

+0.36

Martin ratio

Return relative to average drawdown

2.48

1.38

+1.10

CHCT vs. BXMT - Sharpe Ratio Comparison

The current CHCT Sharpe Ratio is 0.82, which is higher than the BXMT Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of CHCT and BXMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CHCTBXMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.41

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.05

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.15

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.08

+0.08

Drawdowns

CHCT vs. BXMT - Drawdown Comparison

The maximum CHCT drawdown since its inception was -65.70%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for CHCT and BXMT.


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Drawdown Indicators


CHCTBXMTDifference

Max Drawdown

Largest peak-to-trough decline

-65.70%

-97.98%

+32.28%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

-12.02%

-9.52%

Max Drawdown (3Y)

Largest decline over 3 years

-55.67%

-23.29%

-32.38%

Max Drawdown (5Y)

Largest decline over 5 years

-65.54%

-43.02%

-22.52%

Max Drawdown (10Y)

Largest decline over 10 years

-65.70%

-67.86%

+2.16%

Current Drawdown

Current decline from peak

-50.92%

-34.14%

-16.78%

Average Drawdown

Average peak-to-trough decline

-20.31%

-49.07%

+28.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.16%

5.03%

+3.13%

Volatility

CHCT vs. BXMT - Volatility Comparison

The current volatility for Community Healthcare Trust Incorporated (CHCT) is 6.20%, while Blackstone Mortgage Trust, Inc. (BXMT) has a volatility of 7.19%. This indicates that CHCT experiences smaller price fluctuations and is considered to be less risky 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


CHCTBXMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

7.19%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

16.36%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.69%

21.50%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.08%

27.71%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.49%

32.61%

+1.88%

Dividends

CHCT vs. BXMT - Dividend Comparison

CHCT's dividend yield for the trailing twelve months is around 10.93%, more than BXMT's 10.27% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
CHCT
Community Healthcare Trust Incorporated
10.93%11.48%9.60%6.78%4.93%3.65%3.58%3.84%5.57%5.57%6.62%2.81%

Financials

CHCT vs. BXMT - Financials Comparison

This section allows you to compare key financial metrics between Community Healthcare Trust Incorporated 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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
31.27M
380.15M
(CHCT) Total Revenue
(BXMT) Total Revenue
Values in USD except per share items

CHCT vs. BXMT - Profitability Comparison

The chart below illustrates the profitability comparison between Community Healthcare Trust Incorporated and Blackstone Mortgage Trust, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
79.6%
20.4%
Portfolio components
CHCT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Community Healthcare Trust Incorporated reported a gross profit of 24.90M and revenue of 31.27M. Therefore, the gross margin over that period was 79.6%.

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%.

CHCT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Community Healthcare Trust Incorporated reported an operating income of 19.79M and revenue of 31.27M, resulting in an operating margin of 63.3%.

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%.

CHCT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Community Healthcare Trust Incorporated reported a net income of 2.55M and revenue of 31.27M, resulting in a net margin of 8.2%.

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


CHCT and BXMT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXMT has higher volatility (7.19%) compared to CHCT (6.20%). In terms of maximum drawdown, CHCT dropped -65.70% vs BXMT's -97.98%.

CHCT currently has the higher Sharpe Ratio (0.82 vs 0.41), 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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