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

Performance

FGEN vs. DHC - Performance Comparison

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

-50.00%0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-72.68%
6.75%
FGEN
DHC

Returns By Period

In the year-to-date period, FGEN achieves a -60.51% return, which is significantly lower than DHC's -34.11% return. Over the past 10 years, FGEN has underperformed DHC with an annualized return of -34.20%, while DHC has yielded a comparatively higher -15.10% annualized return.


FGEN

YTD

-60.51%

1M

-6.54%

6M

-71.54%

1Y

-28.47%

5Y (annualized)

-61.05%

10Y (annualized)

-34.20%

DHC

YTD

-34.11%

1M

-30.76%

6M

2.73%

1Y

22.59%

5Y (annualized)

-17.68%

10Y (annualized)

-15.10%

Fundamentals


FGENDHC
Market Cap$35.27M$593.54M
EPS-$1.23-$1.59
Total Revenue (TTM)$179.89M$2.63B
Gross Profit (TTM)$138.26M$1.48B
EBITDA (TTM)-$104.41M$183.78M

Key characteristics


FGENDHC
Sharpe Ratio-0.220.28
Sortino Ratio0.730.90
Omega Ratio1.091.11
Calmar Ratio-0.340.21
Martin Ratio-0.570.78
Ulcer Index59.73%23.65%
Daily Std Dev152.58%65.18%
Max Drawdown-99.56%-96.19%
Current Drawdown-99.48%-84.53%

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Correlation

-0.50.00.51.00.2

The correlation between FGEN and DHC 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.

Risk-Adjusted Performance

FGEN vs. DHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FibroGen, Inc. (FGEN) 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 FGEN, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.220.28
The chart of Sortino ratio for FGEN, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.730.90
The chart of Omega ratio for FGEN, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.11
The chart of Calmar ratio for FGEN, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.340.21
The chart of Martin ratio for FGEN, currently valued at -0.57, compared to the broader market-10.000.0010.0020.0030.00-0.570.78
FGEN
DHC

The current FGEN Sharpe Ratio is -0.22, which is lower than the DHC Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FGEN 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.22
0.28
FGEN
DHC

Dividends

FGEN vs. DHC - Dividend Comparison

FGEN has not paid dividends to shareholders, while DHC's dividend yield for the trailing twelve months is around 1.65%.


TTM20232022202120202019201820172016201520142013
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%
DHC
Diversified Healthcare Trust
1.65%1.07%6.18%1.29%4.37%10.26%13.72%8.40%8.49%10.83%7.34%7.30%

Drawdowns

FGEN vs. DHC - Drawdown Comparison

The maximum FGEN drawdown since its inception was -99.56%, roughly equal to the maximum DHC drawdown of -96.19%. Use the drawdown chart below to compare losses from any high point for FGEN and DHC. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JuneJulyAugustSeptemberOctoberNovember
-99.48%
-84.53%
FGEN
DHC

Volatility

FGEN vs. DHC - Volatility Comparison

FibroGen, Inc. (FGEN) has a higher volatility of 30.62% compared to Diversified Healthcare Trust (DHC) at 24.69%. This indicates that FGEN'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%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
30.62%
24.69%
FGEN
DHC

Financials

FGEN vs. DHC - Financials Comparison

This section allows you to compare key financial metrics between FibroGen, 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