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DHC vs. FGEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHC and FGEN is 0.18, 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.


-0.50.00.51.00.2

Performance

DHC vs. FGEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diversified Healthcare Trust (DHC) and FibroGen, Inc. (FGEN). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-18.55%
-59.02%
DHC
FGEN

Key characteristics

Sharpe Ratio

DHC:

-0.63

FGEN:

-0.20

Sortino Ratio

DHC:

-0.68

FGEN:

0.76

Omega Ratio

DHC:

0.92

FGEN:

1.10

Calmar Ratio

DHC:

-0.44

FGEN:

-0.31

Martin Ratio

DHC:

-1.40

FGEN:

-0.48

Ulcer Index

DHC:

26.67%

FGEN:

64.87%

Daily Std Dev

DHC:

59.78%

FGEN:

150.55%

Max Drawdown

DHC:

-96.19%

FGEN:

-99.56%

Current Drawdown

DHC:

-85.93%

FGEN:

-99.29%

Fundamentals

Market Cap

DHC:

$588.71M

FGEN:

$35.08M

EPS

DHC:

-$1.61

FGEN:

-$1.23

Total Revenue (TTM)

DHC:

$2.63B

FGEN:

$180.01M

Gross Profit (TTM)

DHC:

$1.17B

FGEN:

$138.38M

EBITDA (TTM)

DHC:

$183.78M

FGEN:

-$99.87M

Returns By Period

In the year-to-date period, DHC achieves a -40.08% return, which is significantly higher than FGEN's -45.84% return. Over the past 10 years, DHC has outperformed FGEN with an annualized return of -15.96%, while FGEN has yielded a comparatively lower -33.31% annualized return.


DHC

YTD

-40.08%

1M

-8.30%

6M

-18.55%

1Y

-37.40%

5Y*

-20.56%

10Y*

-15.96%

FGEN

YTD

-45.84%

1M

21.40%

6M

-60.00%

1Y

-37.02%

5Y*

-59.91%

10Y*

-33.31%

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Risk-Adjusted Performance

DHC vs. FGEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Healthcare Trust (DHC) and FibroGen, Inc. (FGEN). 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 DHC, currently valued at -0.63, compared to the broader market-4.00-2.000.002.00-0.63-0.25
The chart of Sortino ratio for DHC, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.680.65
The chart of Omega ratio for DHC, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.09
The chart of Calmar ratio for DHC, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44-0.37
The chart of Martin ratio for DHC, currently valued at -1.40, compared to the broader market0.0010.0020.00-1.40-0.57
DHC
FGEN

The current DHC Sharpe Ratio is -0.63, which is lower than the FGEN Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of DHC and FGEN, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
-0.25
DHC
FGEN

Dividends

DHC vs. FGEN - Dividend Comparison

DHC's dividend yield for the trailing twelve months is around 1.81%, while FGEN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DHC
Diversified Healthcare Trust
1.81%1.07%6.18%1.29%4.37%10.26%13.72%8.40%8.49%10.83%7.34%7.30%
FGEN
FibroGen, 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%

Drawdowns

DHC vs. FGEN - Drawdown Comparison

The maximum DHC drawdown since its inception was -96.19%, roughly equal to the maximum FGEN drawdown of -99.56%. Use the drawdown chart below to compare losses from any high point for DHC and FGEN. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-85.93%
-99.29%
DHC
FGEN

Volatility

DHC vs. FGEN - Volatility Comparison

The current volatility for Diversified Healthcare Trust (DHC) is 12.53%, while FibroGen, Inc. (FGEN) has a volatility of 31.94%. This indicates that DHC experiences smaller price fluctuations and is considered to be less risky than FGEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
12.53%
31.94%
DHC
FGEN

Financials

DHC vs. FGEN - Financials Comparison

This section allows you to compare key financial metrics between Diversified Healthcare Trust and FibroGen, 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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