HESM vs. MNR

Last updated Apr 1, 2026

Compare and contrast key facts about Hess Midstream LP (HESM) and Monmouth Real Estate Investment Corporation (MNR).

Performance

HESM vs. MNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hess Midstream LP (HESM) and Monmouth Real Estate Investment Corporation (MNR). The values are adjusted to include any dividend payments, if applicable.

HESM vs. MNR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
HESM Hess Midstream LP	15.11%	0.56%	26.41%	7.01%
MNR Monmouth Real Estate Investment Corporation	32.00%	-26.21%	23.43%	-10.09%

Fundamentals

Market Cap HESM : $5.03B MNR : $1.84B
EPS HESM : $2.78 MNR : $0.00
PS Ratio HESM : 3.05 MNR : 1.49
PB Ratio HESM : 11.79 MNR : 0.78
Total Revenue (TTM) HESM : $1.62B MNR : $1.18B
Gross Profit (TTM) HESM : $1.21B MNR : $1.15B
EBITDA (TTM) HESM : $1.24B MNR : $525.41M

Returns By Period

In the year-to-date period, HESM achieves a 15.11% return, which is significantly lower than MNR's 32.00% return.

HESM

• 1D: -1.59%
• 1M: 0.49%
• YTD: 15.11%
• 6M: 17.56%
• 1Y: -0.34%
• 3Y*: 19.30%
• 5Y*: 19.49%
• 10Y*: —

MNR

• 1D: -2.85%
• 1M: 7.53%
• YTD: 32.00%
• 6M: 13.07%
• 1Y: 4.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HESM vs. MNR — Risk / Return Rank

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

HESM

HESM Risk / Return Rank: 38
HESM Sharpe Ratio Rank: 41
HESM Sortino Ratio Rank: 34
HESM Omega Ratio Rank: 34
HESM Calmar Ratio Rank: 41
HESM Martin Ratio Rank: 41

MNR

MNR Risk / Return Rank: 44
MNR Sharpe Ratio Rank: 47
MNR Sortino Ratio Rank: 40
MNR Omega Ratio Rank: 39
MNR Calmar Ratio Rank: 47
MNR Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HESM vs. MNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hess Midstream LP (HESM) and Monmouth Real Estate Investment Corporation (MNR). 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.

	HESM	MNR	Difference
Sharpe ratio Return per unit of total volatility	-0.01	0.14	-0.16
Sortino ratio Return per unit of downside risk	0.16	0.39	-0.23
Omega ratio Gain probability vs. loss probability	1.02	1.05	-0.03
Calmar ratio Return relative to maximum drawdown	-0.03	0.19	-0.22
Martin ratio Return relative to average drawdown	-0.06	0.36	-0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HESM vs. MNR - Sharpe Ratio Comparison

The current HESM Sharpe Ratio is -0.01, which is lower than the MNR Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of HESM and MNR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HESM	MNR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.01	0.14	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.12	+0.21

Correlation

The correlation between HESM and MNR is 0.28, 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.

Dividends

HESM vs. MNR - Dividend Comparison

HESM's dividend yield for the trailing twelve months is around 7.63%, less than MNR's 14.07% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
HESM Hess Midstream LP	7.63%	8.41%	7.12%	7.50%	7.30%	6.93%	8.86%	6.89%	8.00%	2.93%
MNR Monmouth Real Estate Investment Corporation	14.07%	17.57%	18.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HESM vs. MNR - Drawdown Comparison

The maximum HESM drawdown since its inception was -75.16%, which is greater than MNR's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for HESM and MNR.

Drawdown Indicators

	HESM	MNR	Difference
Max Drawdown Largest peak-to-trough decline	-75.16%	-34.70%	-40.46%
Max Drawdown (1Y) Largest decline over 1 year	-25.78%	-27.08%	+1.30%
Max Drawdown (5Y) Largest decline over 5 years	-28.72%	—	—
Current Drawdown Current decline from peak	-5.01%	-11.88%	+6.87%
Average Drawdown Average peak-to-trough decline	-11.92%	-14.77%	+2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.65%	14.67%	-1.02%

Volatility

HESM vs. MNR - Volatility Comparison

The current volatility for Hess Midstream LP (HESM) is 3.90%, while Monmouth Real Estate Investment Corporation (MNR) has a volatility of 7.77%. This indicates that HESM experiences smaller price fluctuations and is considered to be less risky than MNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HESM	MNR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	7.77%	-3.87%
Volatility (6M) Calculated over the trailing 6-month period	12.90%	19.76%	-6.86%
Volatility (1Y) Calculated over the trailing 1-year period	26.75%	29.20%	-2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.33%	28.22%	-0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.04%	28.22%	+10.82%

Financials