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

Correlation

The correlation between CHCT and BXMT is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

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.

30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
61.41%
63.57%
CHCT
BXMT

Key characteristics

Sharpe Ratio

CHCT:

-0.66

BXMT:

0.44

Sortino Ratio

CHCT:

-0.68

BXMT:

0.73

Omega Ratio

CHCT:

0.90

BXMT:

1.10

Calmar Ratio

CHCT:

-0.38

BXMT:

0.15

Martin Ratio

CHCT:

-0.96

BXMT:

1.61

Ulcer Index

CHCT:

25.20%

BXMT:

7.23%

Daily Std Dev

CHCT:

37.04%

BXMT:

26.59%

Max Drawdown

CHCT:

-63.37%

BXMT:

-97.98%

Current Drawdown

CHCT:

-55.56%

BXMT:

-71.78%

Fundamentals

Market Cap

CHCT:

$518.61M

BXMT:

$3.41B

EPS

CHCT:

-$0.23

BXMT:

-$1.17

PEG Ratio

CHCT:

0.00

BXMT:

254.80

Total Revenue (TTM)

CHCT:

$86.45M

BXMT:

$687.74M

Gross Profit (TTM)

CHCT:

$47.69M

BXMT:

$539.05M

EBITDA (TTM)

CHCT:

$66.16M

BXMT:

$433.59M

Returns By Period

In the year-to-date period, CHCT achieves a -2.30% return, which is significantly lower than BXMT's 17.07% return.


CHCT

YTD

-2.30%

1M

-2.35%

6M

7.72%

1Y

-23.86%

5Y*

-5.35%

10Y*

N/A

BXMT

YTD

17.07%

1M

-1.91%

6M

13.79%

1Y

12.99%

5Y*

14.35%

10Y*

5.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CHCT vs. BXMT — Risk-Adjusted Performance Rank

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

CHCT
The Risk-Adjusted Performance Rank of CHCT is 2323
Overall Rank
The Sharpe Ratio Rank of CHCT is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CHCT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CHCT is 1919
Omega Ratio Rank
The Calmar Ratio Rank of CHCT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of CHCT is 3030
Martin Ratio Rank

BXMT
The Risk-Adjusted Performance Rank of BXMT is 6363
Overall Rank
The Sharpe Ratio Rank of BXMT is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BXMT is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BXMT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BXMT is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BXMT is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHCT vs. BXMT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CHCT, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.00
CHCT: -0.66
BXMT: 0.44
The chart of Sortino ratio for CHCT, currently valued at -0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
CHCT: -0.68
BXMT: 0.73
The chart of Omega ratio for CHCT, currently valued at 0.90, compared to the broader market0.501.001.502.00
CHCT: 0.90
BXMT: 1.10
The chart of Calmar ratio for CHCT, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
CHCT: -0.38
BXMT: 0.32
The chart of Martin ratio for CHCT, currently valued at -0.96, compared to the broader market-5.000.005.0010.0015.0020.00
CHCT: -0.96
BXMT: 1.61

The current CHCT Sharpe Ratio is -0.66, which is lower than the BXMT Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CHCT 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.66
0.44
CHCT
BXMT

Dividends

CHCT vs. BXMT - Dividend Comparison

CHCT's dividend yield for the trailing twelve months is around 10.14%, which matches BXMT's 10.20% yield.


TTM20242023202220212020201920182017201620152014
CHCT
Community Healthcare Trust Incorporated
10.14%9.61%6.78%4.93%3.65%3.58%3.84%5.57%5.57%6.63%2.81%0.00%
BXMT
Blackstone Mortgage Trust, Inc.
10.20%12.52%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%

Drawdowns

CHCT vs. BXMT - Drawdown Comparison

The maximum CHCT drawdown since its inception was -63.37%, 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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-55.56%
-15.60%
CHCT
BXMT

Volatility

CHCT vs. BXMT - Volatility Comparison

The current volatility for Community Healthcare Trust Incorporated (CHCT) is 5.26%, while Blackstone Mortgage Trust, Inc. (BXMT) has a volatility of 6.39%. 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.


6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
5.26%
6.39%
CHCT
BXMT

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


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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