CHCT vs. IWMI
CHCT (Community Healthcare Trust Incorporated) is a stock, while IWMI (NEOS Russell 2000 High Income ETF) is Derivative Income fund actively managed by Neos. Over the past year, CHCT returned 30.34% vs 30.35% for IWMI. At a 0.37 correlation, their price movements are largely independent.
Performance
CHCT vs. IWMI - Performance Comparison
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Returns By Period
In the year-to-date period, CHCT achieves a 21.17% return, which is significantly higher than IWMI's 16.70% return.
CHCT
- 1D
- 1.24%
- 1M
- 7.86%
- 6M
- 16.76%
- YTD
- 21.17%
- 1Y
- 30.34%
- 3Y*
- -10.96%
- 5Y*
- -11.15%
- 10Y*
- 4.94%
IWMI
- 1D
- -0.40%
- 1M
- 1.97%
- 6M
- 11.09%
- YTD
- 16.70%
- 1Y
- 30.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHCT vs. IWMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CHCT Community Healthcare Trust Incorporated | 21.17% | -3.87% | -13.52% |
IWMI NEOS Russell 2000 High Income ETF | 16.70% | 14.97% | 6.58% |
Correlation
The correlation between CHCT and IWMI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2024 | 0.37 |
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Return for Risk
CHCT vs. IWMI — Risk / Return Rank
CHCT
IWMI
CHCT vs. IWMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Community Healthcare Trust Incorporated (CHCT) and NEOS Russell 2000 High Income ETF (IWMI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHCT | IWMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.63 | -1.84 |
| Martin ratioReturn relative to average drawdown | 5.46 | 14.92 | -9.46 |
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Drawdowns
CHCT vs. IWMI - Drawdown Comparison
The maximum CHCT drawdown since its inception was -65.70%, which is greater than IWMI's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for CHCT and IWMI.
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Drawdown Indicators
| CHCT | IWMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.70% | -23.88% | -41.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.08% | -8.40% | -8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -55.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -65.70% | — | — |
Current DrawdownCurrent decline from peak | -47.03% | -1.21% | -45.82% |
Average DrawdownAverage peak-to-trough decline | -20.63% | -3.92% | -16.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 2.04% | +3.53% |
Volatility
CHCT vs. IWMI - Volatility Comparison
Community Healthcare Trust Incorporated (CHCT) has a higher volatility of 6.15% compared to NEOS Russell 2000 High Income ETF (IWMI) at 3.15%. This indicates that CHCT's price experiences larger fluctuations and is considered to be riskier than IWMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHCT | IWMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 3.15% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 11.43% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.40% | 15.28% | +9.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.07% | 17.72% | +10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.44% | 17.72% | +16.72% |
Dividends
CHCT vs. IWMI - Dividend Comparison
CHCT's dividend yield for the trailing twelve months is around 10.13%, less than IWMI's 13.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHCT Community Healthcare Trust Incorporated | 10.13% | 11.48% | 9.60% | 6.78% | 4.93% | 3.65% | 3.58% | 3.84% | 5.57% | 5.57% | 6.62% | 2.81% |
IWMI NEOS Russell 2000 High Income ETF | 13.42% | 14.05% | 8.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CHCT and IWMI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHCT has higher volatility (6.15%) compared to IWMI (3.15%). In terms of maximum drawdown, CHCT dropped -65.70% vs IWMI's -23.88%.
IWMI currently has the higher Sharpe Ratio (2.00 vs 1.27), 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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