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HAS vs. MPW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HAS and MPW is 0.33, 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.


-0.50.00.51.00.3

Performance

HAS vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hasbro, Inc. (HAS) and Medical Properties Trust, Inc. (MPW). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
0.19%
-16.36%
HAS
MPW

Key characteristics

Sharpe Ratio

HAS:

0.57

MPW:

-0.23

Sortino Ratio

HAS:

1.05

MPW:

0.16

Omega Ratio

HAS:

1.13

MPW:

1.02

Calmar Ratio

HAS:

0.29

MPW:

-0.19

Martin Ratio

HAS:

2.32

MPW:

-0.70

Ulcer Index

HAS:

7.00%

MPW:

22.43%

Daily Std Dev

HAS:

28.63%

MPW:

70.13%

Max Drawdown

HAS:

-74.40%

MPW:

-84.50%

Current Drawdown

HAS:

-44.42%

MPW:

-79.13%

Fundamentals

Market Cap

HAS:

$8.39B

MPW:

$2.38B

EPS

HAS:

-$4.64

MPW:

-$4.44

PEG Ratio

HAS:

0.68

MPW:

1.93

Total Revenue (TTM)

HAS:

$4.32B

MPW:

$641.32M

Gross Profit (TTM)

HAS:

$2.51B

MPW:

-$68.41M

EBITDA (TTM)

HAS:

-$186.00M

MPW:

-$487.13M

Returns By Period

In the year-to-date period, HAS achieves a 17.00% return, which is significantly higher than MPW's -15.80% return. Over the past 10 years, HAS has outperformed MPW with an annualized return of 3.46%, while MPW has yielded a comparatively lower -5.62% annualized return.


HAS

YTD

17.00%

1M

-10.94%

6M

0.19%

1Y

17.14%

5Y*

-8.15%

10Y*

3.46%

MPW

YTD

-15.80%

1M

-9.99%

6M

-16.35%

1Y

-15.63%

5Y*

-23.06%

10Y*

-5.62%

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Risk-Adjusted Performance

HAS vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hasbro, Inc. (HAS) and Medical Properties Trust, Inc. (MPW). 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 HAS, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.57-0.23
The chart of Sortino ratio for HAS, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.050.16
The chart of Omega ratio for HAS, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.02
The chart of Calmar ratio for HAS, currently valued at 0.29, compared to the broader market0.002.004.006.000.29-0.19
The chart of Martin ratio for HAS, currently valued at 2.32, compared to the broader market0.0010.0020.002.32-0.70
HAS
MPW

The current HAS Sharpe Ratio is 0.57, which is higher than the MPW Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of HAS and MPW, 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
0.57
-0.23
HAS
MPW

Dividends

HAS vs. MPW - Dividend Comparison

HAS's dividend yield for the trailing twelve months is around 4.91%, less than MPW's 12.23% yield.


TTM20232022202120202019201820172016201520142013
HAS
Hasbro, Inc.
4.91%5.48%4.56%2.67%2.91%2.53%3.03%2.44%2.56%2.69%3.07%2.18%
MPW
Medical Properties Trust, Inc.
12.23%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%6.63%

Drawdowns

HAS vs. MPW - Drawdown Comparison

The maximum HAS drawdown since its inception was -74.40%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for HAS and MPW. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-44.42%
-79.13%
HAS
MPW

Volatility

HAS vs. MPW - Volatility Comparison

The current volatility for Hasbro, Inc. (HAS) is 7.77%, while Medical Properties Trust, Inc. (MPW) has a volatility of 8.69%. This indicates that HAS experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.77%
8.69%
HAS
MPW

Financials

HAS vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Hasbro, Inc. and Medical Properties Trust, 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
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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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