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

Correlation

The correlation between FGEN and DHC is 0.37, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

FGEN:

-0.62

DHC:

0.56

Sortino Ratio

FGEN:

-0.70

DHC:

1.30

Omega Ratio

FGEN:

0.91

DHC:

1.17

Calmar Ratio

FGEN:

-0.74

DHC:

0.41

Martin Ratio

FGEN:

-1.17

DHC:

1.18

Ulcer Index

FGEN:

62.81%

DHC:

30.30%

Daily Std Dev

FGEN:

119.13%

DHC:

64.74%

Max Drawdown

FGEN:

-99.62%

DHC:

-96.21%

Current Drawdown

FGEN:

-99.53%

DHC:

-79.70%

Fundamentals

Market Cap

FGEN:

$30.92M

DHC:

$755.12M

EPS

FGEN:

-$1.20

DHC:

-$1.23

PS Ratio

FGEN:

4.42

DHC:

0.50

PB Ratio

FGEN:

53.83

DHC:

0.39

Total Revenue (TTM)

FGEN:

-$23.54M

DHC:

$1.51B

Gross Profit (TTM)

FGEN:

-$13.60M

DHC:

$514.22M

EBITDA (TTM)

FGEN:

-$132.94M

DHC:

$158.26M

Returns By Period

In the year-to-date period, FGEN achieves a -40.77% return, which is significantly lower than DHC's 39.52% return. Over the past 10 years, FGEN has underperformed DHC with an annualized return of -33.30%, while DHC has yielded a comparatively higher -12.22% annualized return.


FGEN

YTD

-40.77%

1M

9.54%

6M

-7.05%

1Y

-73.87%

3Y*

-66.84%

5Y*

-61.61%

10Y*

-33.30%

DHC

YTD

39.52%

1M

41.97%

6M

26.84%

1Y

36.24%

3Y*

17.59%

5Y*

2.48%

10Y*

-12.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FibroGen, Inc.

Diversified Healthcare Trust

Risk-Adjusted Performance

FGEN vs. DHC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGEN
The Risk-Adjusted Performance Rank of FGEN is 1616
Overall Rank
The Sharpe Ratio Rank of FGEN is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FGEN is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FGEN is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FGEN is 77
Calmar Ratio Rank
The Martin Ratio Rank of FGEN is 1919
Martin Ratio Rank

DHC
The Risk-Adjusted Performance Rank of DHC is 7070
Overall Rank
The Sharpe Ratio Rank of DHC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DHC is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DHC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DHC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of DHC is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FGEN Sharpe Ratio is -0.62, which is lower than the DHC Sharpe Ratio of 0.56. 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.


Loading data...

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 1.26%.


TTM20242023202220212020201920182017201620152014
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
1.26%1.74%1.07%6.18%1.29%4.37%9.95%13.31%8.15%8.24%10.41%7.06%

Drawdowns

FGEN vs. DHC - Drawdown Comparison

The maximum FGEN drawdown since its inception was -99.62%, roughly equal to the maximum DHC drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for FGEN and DHC. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FGEN vs. DHC - Volatility Comparison

The current volatility for FibroGen, Inc. (FGEN) is 18.55%, while Diversified Healthcare Trust (DHC) has a volatility of 28.05%. This indicates that FGEN experiences smaller price fluctuations and is considered to be less risky than DHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

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


0.00500.00M1.00B1.50B20212022202320242025
2.74M
386.86M
(FGEN) Total Revenue
(DHC) Total Revenue
Values in USD except per share items