PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GMRE vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GMRE and O is 0.49, 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.


-0.50.00.51.00.5

Performance

GMRE vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Medical REIT Inc. (GMRE) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
54.87%
17.03%
GMRE
O

Key characteristics

Sharpe Ratio

GMRE:

-0.82

O:

-0.09

Sortino Ratio

GMRE:

-1.04

O:

-0.01

Omega Ratio

GMRE:

0.88

O:

1.00

Calmar Ratio

GMRE:

-0.43

O:

-0.06

Martin Ratio

GMRE:

-1.19

O:

-0.20

Ulcer Index

GMRE:

17.34%

O:

8.07%

Daily Std Dev

GMRE:

25.15%

O:

17.46%

Max Drawdown

GMRE:

-58.92%

O:

-48.45%

Current Drawdown

GMRE:

-44.64%

O:

-20.06%

Fundamentals

Market Cap

GMRE:

$580.03M

O:

$47.72B

EPS

GMRE:

-$0.02

O:

$1.05

PEG Ratio

GMRE:

-26.28

O:

5.69

Total Revenue (TTM)

GMRE:

$145.37M

O:

$5.02B

Gross Profit (TTM)

GMRE:

$93.02M

O:

$3.47B

EBITDA (TTM)

GMRE:

$100.67M

O:

$4.51B

Returns By Period

In the year-to-date period, GMRE achieves a -22.18% return, which is significantly lower than O's -3.24% return.


GMRE

YTD

-22.18%

1M

-6.56%

6M

-6.43%

1Y

-22.34%

5Y*

-2.38%

10Y*

N/A

O

YTD

-3.24%

1M

-6.77%

6M

2.04%

1Y

-2.03%

5Y*

-0.91%

10Y*

5.77%

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

GMRE vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Medical REIT Inc. (GMRE) and Realty Income Corporation (O). 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 GMRE, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.82-0.09
The chart of Sortino ratio for GMRE, currently valued at -1.04, compared to the broader market-4.00-2.000.002.004.00-1.04-0.01
The chart of Omega ratio for GMRE, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.00
The chart of Calmar ratio for GMRE, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43-0.06
The chart of Martin ratio for GMRE, currently valued at -1.19, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.19-0.20
GMRE
O

The current GMRE Sharpe Ratio is -0.82, which is lower than the O Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of GMRE and O, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.82
-0.09
GMRE
O

Dividends

GMRE vs. O - Dividend Comparison

GMRE's dividend yield for the trailing twelve months is around 13.36%, more than O's 5.93% yield.


TTM20232022202120202019201820172016201520142013
GMRE
Global Medical REIT Inc.
13.36%7.57%8.86%4.62%6.13%6.05%9.00%9.76%4.48%0.00%0.00%0.00%
O
Realty Income Corporation
5.93%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

GMRE vs. O - Drawdown Comparison

The maximum GMRE drawdown since its inception was -58.92%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for GMRE and O. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.64%
-20.06%
GMRE
O

Volatility

GMRE vs. O - Volatility Comparison

Global Medical REIT Inc. (GMRE) has a higher volatility of 6.00% compared to Realty Income Corporation (O) at 5.35%. This indicates that GMRE's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
5.35%
GMRE
O

Financials

GMRE vs. O - Financials Comparison

This section allows you to compare key financial metrics between Global Medical REIT Inc. and Realty Income Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab