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

Key characteristics


DHCFGEN
YTD Return-4.56%-63.29%
1Y Return45.69%-49.74%
3Y Return (Ann)1.80%-71.05%
5Y Return (Ann)-15.13%-61.59%
Sharpe Ratio0.94-0.27
Sortino Ratio1.760.61
Omega Ratio1.191.08
Calmar Ratio0.69-0.43
Martin Ratio2.70-0.75
Ulcer Index22.50%57.01%
Daily Std Dev63.75%155.01%
Max Drawdown-96.19%-99.56%
Current Drawdown-77.60%-99.52%

Fundamentals


DHCFGEN
Market Cap$846.82M$32.67M
EPS-$1.50-$1.70
Total Revenue (TTM)$2.26B$133.68M
Gross Profit (TTM)$1.11B$97.34M
EBITDA (TTM)$1.31B-$92.70M

Correlation

-0.50.00.51.00.2

The correlation between DHC and FGEN is 0.19, 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.

Performance

DHC vs. FGEN - Performance Comparison

In the year-to-date period, DHC achieves a -4.56% return, which is significantly higher than FGEN's -63.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
53.26%
-76.24%
DHC
FGEN

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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.


DHC
Sharpe ratio
The chart of Sharpe ratio for DHC, currently valued at 0.94, compared to the broader market-4.00-2.000.002.000.94
Sortino ratio
The chart of Sortino ratio for DHC, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.76
Omega ratio
The chart of Omega ratio for DHC, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for DHC, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Martin ratio
The chart of Martin ratio for DHC, currently valued at 2.70, compared to the broader market-10.000.0010.0020.0030.002.70
FGEN
Sharpe ratio
The chart of Sharpe ratio for FGEN, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.27
Sortino ratio
The chart of Sortino ratio for FGEN, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.61
Omega ratio
The chart of Omega ratio for FGEN, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for FGEN, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for FGEN, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.75

DHC vs. FGEN - Sharpe Ratio Comparison

The current DHC Sharpe Ratio is 0.94, which is higher than the FGEN Sharpe Ratio of -0.27. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.94
-0.27
DHC
FGEN

Dividends

DHC vs. FGEN - Dividend Comparison

DHC's dividend yield for the trailing twelve months is around 1.14%, while FGEN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
DHC
Diversified Healthcare Trust
1.14%1.07%5.32%1.29%4.37%10.20%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%JuneJulyAugustSeptemberOctoberNovember
-77.60%
-99.52%
DHC
FGEN

Volatility

DHC vs. FGEN - Volatility Comparison

The current volatility for Diversified Healthcare Trust (DHC) is 13.60%, while FibroGen, Inc. (FGEN) has a volatility of 21.50%. 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%JuneJulyAugustSeptemberOctoberNovember
13.60%
21.50%
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