PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DHC vs. LMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DHC and LMB is 0.15, 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.


-0.50.00.51.00.1

Performance

DHC vs. LMB - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-18.51%
51.92%
DHC
LMB

Key characteristics

Sharpe Ratio

DHC:

-0.63

LMB:

1.72

Sortino Ratio

DHC:

-0.68

LMB:

2.34

Omega Ratio

DHC:

0.92

LMB:

1.29

Calmar Ratio

DHC:

-0.44

LMB:

3.92

Martin Ratio

DHC:

-1.40

LMB:

9.81

Ulcer Index

DHC:

26.67%

LMB:

9.90%

Daily Std Dev

DHC:

59.78%

LMB:

56.30%

Max Drawdown

DHC:

-96.19%

LMB:

-84.10%

Current Drawdown

DHC:

-85.93%

LMB:

-14.36%

Fundamentals

Market Cap

DHC:

$588.71M

LMB:

$1.05B

EPS

DHC:

-$1.61

LMB:

$2.18

Total Revenue (TTM)

DHC:

$2.63B

LMB:

$517.82M

Gross Profit (TTM)

DHC:

$1.17B

LMB:

$131.10M

EBITDA (TTM)

DHC:

$183.78M

LMB:

$47.77M

Returns By Period

In the year-to-date period, DHC achieves a -40.08% return, which is significantly lower than LMB's 93.56% return. Over the past 10 years, DHC has underperformed LMB with an annualized return of -15.96%, while LMB has yielded a comparatively higher 28.14% annualized return.


DHC

YTD

-40.08%

1M

-8.30%

6M

-18.55%

1Y

-37.40%

5Y*

-20.56%

10Y*

-15.96%

LMB

YTD

93.56%

1M

-14.25%

6M

51.92%

1Y

97.11%

5Y*

94.58%

10Y*

28.14%

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

DHC vs. LMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Healthcare Trust (DHC) and Limbach Holdings, Inc. (LMB). 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-4.00-2.000.002.00-0.631.72
The chart of Sortino ratio for DHC, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.682.34
The chart of Omega ratio for DHC, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.29
The chart of Calmar ratio for DHC, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.443.92
The chart of Martin ratio for DHC, currently valued at -1.40, compared to the broader market0.0010.0020.00-1.409.81
DHC
LMB

The current DHC Sharpe Ratio is -0.63, which is lower than the LMB Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of DHC and LMB, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
1.72
DHC
LMB

Dividends

DHC vs. LMB - Dividend Comparison

DHC's dividend yield for the trailing twelve months is around 1.81%, while LMB 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%
LMB
Limbach Holdings, 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. LMB - Drawdown Comparison

The maximum DHC drawdown since its inception was -96.19%, which is greater than LMB's maximum drawdown of -84.10%. Use the drawdown chart below to compare losses from any high point for DHC and LMB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.93%
-14.36%
DHC
LMB

Volatility

DHC vs. LMB - Volatility Comparison

Diversified Healthcare Trust (DHC) has a higher volatility of 12.53% compared to Limbach Holdings, Inc. (LMB) at 11.37%. This indicates that DHC's price experiences larger fluctuations and is considered to be riskier than LMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.53%
11.37%
DHC
LMB

Financials

DHC vs. LMB - Financials Comparison

This section allows you to compare key financial metrics between Diversified Healthcare Trust and Limbach Holdings, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab