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

Performance

DHC vs. STAG - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
5.67%
5.96%
DHC
STAG

Returns By Period

In the year-to-date period, DHC achieves a -34.66% return, which is significantly lower than STAG's -3.96% return. Over the past 10 years, DHC has underperformed STAG with an annualized return of -15.15%, while STAG has yielded a comparatively higher 9.65% annualized return.


DHC

YTD

-34.66%

1M

-28.28%

6M

5.66%

1Y

19.21%

5Y (annualized)

-17.79%

10Y (annualized)

-15.15%

STAG

YTD

-3.96%

1M

-3.79%

6M

5.96%

1Y

5.95%

5Y (annualized)

8.22%

10Y (annualized)

9.65%

Fundamentals


DHCSTAG
Market Cap$593.54M$6.69B
EPS-$1.59$0.99
Total Revenue (TTM)$2.63B$751.37M
Gross Profit (TTM)$1.48B$382.24M
EBITDA (TTM)$183.78M$685.04M

Key characteristics


DHCSTAG
Sharpe Ratio0.300.31
Sortino Ratio0.910.58
Omega Ratio1.111.06
Calmar Ratio0.220.28
Martin Ratio0.800.94
Ulcer Index23.94%6.32%
Daily Std Dev65.07%19.49%
Max Drawdown-96.19%-45.08%
Current Drawdown-84.66%-14.39%

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Correlation

-0.50.00.51.00.5

The correlation between DHC and STAG is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

DHC vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Healthcare Trust (DHC) and STAG Industrial, Inc. (STAG). 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 0.30, compared to the broader market-4.00-2.000.002.004.000.300.31
The chart of Sortino ratio for DHC, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.910.58
The chart of Omega ratio for DHC, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.06
The chart of Calmar ratio for DHC, currently valued at 0.22, compared to the broader market0.002.004.006.000.220.28
The chart of Martin ratio for DHC, currently valued at 0.80, compared to the broader market0.0010.0020.0030.000.800.94
DHC
STAG

The current DHC Sharpe Ratio is 0.30, which is comparable to the STAG Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of DHC and STAG, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.30
0.31
DHC
STAG

Dividends

DHC vs. STAG - Dividend Comparison

DHC's dividend yield for the trailing twelve months is around 1.66%, less than STAG's 4.05% yield.


TTM20232022202120202019201820172016201520142013
DHC
Diversified Healthcare Trust
1.66%1.07%6.18%1.29%4.37%10.26%13.72%8.40%8.49%10.83%7.34%7.30%
STAG
STAG Industrial, Inc.
4.05%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

Drawdowns

DHC vs. STAG - Drawdown Comparison

The maximum DHC drawdown since its inception was -96.19%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for DHC and STAG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-84.66%
-14.39%
DHC
STAG

Volatility

DHC vs. STAG - Volatility Comparison

Diversified Healthcare Trust (DHC) has a higher volatility of 24.30% compared to STAG Industrial, Inc. (STAG) at 6.10%. This indicates that DHC's price experiences larger fluctuations and is considered to be riskier than STAG 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%JuneJulyAugustSeptemberOctoberNovember
24.30%
6.10%
DHC
STAG

Financials

DHC vs. STAG - Financials Comparison

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