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

Correlation

The correlation between DHC and PFE 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.


-0.50.00.51.00.2

Performance

DHC vs. PFE - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-18.56%
-1.61%
DHC
PFE

Key characteristics

Sharpe Ratio

DHC:

-0.63

PFE:

-0.00

Sortino Ratio

DHC:

-0.68

PFE:

0.17

Omega Ratio

DHC:

0.92

PFE:

1.02

Calmar Ratio

DHC:

-0.44

PFE:

-0.00

Martin Ratio

DHC:

-1.40

PFE:

-0.01

Ulcer Index

DHC:

26.67%

PFE:

8.75%

Daily Std Dev

DHC:

59.78%

PFE:

23.35%

Max Drawdown

DHC:

-96.19%

PFE:

-54.82%

Current Drawdown

DHC:

-85.93%

PFE:

-50.00%

Fundamentals

Market Cap

DHC:

$588.71M

PFE:

$149.78B

EPS

DHC:

-$1.61

PFE:

$0.75

Total Revenue (TTM)

DHC:

$2.63B

PFE:

$60.11B

Gross Profit (TTM)

DHC:

$1.17B

PFE:

$35.53B

EBITDA (TTM)

DHC:

$183.78M

PFE:

$13.84B

Returns By Period

In the year-to-date period, DHC achieves a -40.08% return, which is significantly lower than PFE's -1.44% return. Over the past 10 years, DHC has underperformed PFE with an annualized return of -15.96%, while PFE has yielded a comparatively higher 2.85% annualized return.


DHC

YTD

-40.08%

1M

-8.30%

6M

-18.55%

1Y

-37.40%

5Y*

-20.56%

10Y*

-15.96%

PFE

YTD

-1.44%

1M

4.25%

6M

-1.61%

1Y

-0.09%

5Y*

-2.36%

10Y*

2.85%

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Risk-Adjusted Performance

DHC vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Healthcare Trust (DHC) and Pfizer Inc. (PFE). 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-4.00-2.000.002.00-0.63-0.00
The chart of Sortino ratio for DHC, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.680.17
The chart of Omega ratio for DHC, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.02
The chart of Calmar ratio for DHC, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.44-0.00
The chart of Martin ratio for DHC, currently valued at -1.40, compared to the broader market0.0010.0020.00-1.40-0.01
DHC
PFE

The current DHC Sharpe Ratio is -0.63, which is lower than the PFE Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of DHC and PFE, 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-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
-0.00
DHC
PFE

Dividends

DHC vs. PFE - Dividend Comparison

DHC's dividend yield for the trailing twelve months is around 1.81%, less than PFE's 6.28% yield.


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%
PFE
Pfizer Inc.
6.28%5.70%3.12%2.64%3.91%3.68%3.12%3.54%3.70%3.48%3.34%3.14%

Drawdowns

DHC vs. PFE - Drawdown Comparison

The maximum DHC drawdown since its inception was -96.19%, which is greater than PFE's maximum drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for DHC and PFE. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-85.93%
-50.00%
DHC
PFE

Volatility

DHC vs. PFE - Volatility Comparison

Diversified Healthcare Trust (DHC) has a higher volatility of 12.53% compared to Pfizer Inc. (PFE) at 7.88%. This indicates that DHC's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.53%
7.88%
DHC
PFE

Financials

DHC vs. PFE - Financials Comparison

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