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

Correlation

The correlation between FATBB and DHC is 0.04, 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.


-0.50.00.51.00.0

Performance

FATBB vs. DHC - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-0.66%
-18.55%
FATBB
DHC

Key characteristics

Sharpe Ratio

FATBB:

-0.10

DHC:

-0.63

Sortino Ratio

FATBB:

0.33

DHC:

-0.68

Omega Ratio

FATBB:

1.06

DHC:

0.92

Calmar Ratio

FATBB:

-0.10

DHC:

-0.44

Martin Ratio

FATBB:

-0.26

DHC:

-1.40

Ulcer Index

FATBB:

27.67%

DHC:

26.67%

Daily Std Dev

FATBB:

69.20%

DHC:

59.78%

Max Drawdown

FATBB:

-73.27%

DHC:

-96.19%

Current Drawdown

FATBB:

-70.84%

DHC:

-85.93%

Fundamentals

Market Cap

FATBB:

$92.90M

DHC:

$588.71M

EPS

FATBB:

-$9.22

DHC:

-$1.61

Total Revenue (TTM)

FATBB:

$606.01M

DHC:

$2.63B

Gross Profit (TTM)

FATBB:

$164.54M

DHC:

$1.17B

EBITDA (TTM)

FATBB:

$26.08M

DHC:

$183.78M

Returns By Period

In the year-to-date period, FATBB achieves a -8.88% return, which is significantly higher than DHC's -40.08% return.


FATBB

YTD

-8.88%

1M

-1.56%

6M

-11.59%

1Y

-5.62%

5Y*

N/A

10Y*

N/A

DHC

YTD

-40.08%

1M

-8.30%

6M

-18.55%

1Y

-37.40%

5Y*

-20.56%

10Y*

-15.96%

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

FATBB vs. DHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FATBB) and Diversified Healthcare Trust (DHC). 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 FATBB, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.08-0.63
The chart of Sortino ratio for FATBB, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.37-0.68
The chart of Omega ratio for FATBB, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.92
The chart of Calmar ratio for FATBB, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08-0.79
The chart of Martin ratio for FATBB, currently valued at -0.20, compared to the broader market0.0010.0020.00-0.20-1.40
FATBB
DHC

The current FATBB Sharpe Ratio is -0.10, which is higher than the DHC Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of FATBB and DHC, 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
-0.08
-0.63
FATBB
DHC

Dividends

FATBB vs. DHC - Dividend Comparison

FATBB's dividend yield for the trailing twelve months is around 12.37%, more than DHC's 1.81% yield.


TTM20232022202120202019201820172016201520142013
FATBB
FAT Brands Inc.
12.37%10.18%10.40%1.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

FATBB vs. DHC - Drawdown Comparison

The maximum FATBB drawdown since its inception was -73.27%, smaller than the maximum DHC drawdown of -96.19%. Use the drawdown chart below to compare losses from any high point for FATBB and DHC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.84%
-47.10%
FATBB
DHC

Volatility

FATBB vs. DHC - Volatility Comparison

FAT Brands Inc. (FATBB) has a higher volatility of 15.46% compared to Diversified Healthcare Trust (DHC) at 12.53%. This indicates that FATBB's price experiences larger fluctuations and is considered to be riskier than DHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.46%
12.53%
FATBB
DHC

Financials

FATBB vs. DHC - Financials Comparison

This section allows you to compare key financial metrics between FAT Brands Inc. and Diversified Healthcare Trust. 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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