HR vs. CGDV
HR (Healthcare Realty Trust Incorporated) is a stock, while CGDV (Capital Group Dividend Value ETF) is Large Cap Value Equities fund actively managed by Capital Group. Over the past 3 years, HR returned 11.59%/yr vs 23.15%/yr for CGDV. At a 0.38 correlation, their price movements are largely independent.
Performance
HR vs. CGDV - Performance Comparison
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Returns By Period
In the year-to-date period, HR achieves a 28.79% return, which is significantly higher than CGDV's 13.47% return.
HR
- 1D
- 3.10%
- 1M
- 3.85%
- 6M
- 27.36%
- YTD
- 28.79%
- 1Y
- 40.38%
- 3Y*
- 11.59%
- 5Y*
- 3.46%
- 10Y*
- 3.57%
CGDV
- 1D
- -0.12%
- 1M
- 0.75%
- 6M
- 11.38%
- YTD
- 13.47%
- 1Y
- 22.93%
- 3Y*
- 23.15%
- 5Y*
- —
- 10Y*
- —
HR vs. CGDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HR Healthcare Realty Trust Incorporated | 28.79% | 6.88% | 6.40% | -4.08% | -16.32% |
CGDV Capital Group Dividend Value ETF | 13.47% | 25.50% | 20.10% | 28.81% | -0.44% |
Correlation
The correlation between HR and CGDV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.38 |
Over the past year, the correlation between HR and CGDV has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
HR vs. CGDV — Risk / Return Rank
HR
CGDV
HR vs. CGDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and Capital Group Dividend Value ETF (CGDV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HR | CGDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 2.36 | +0.94 |
| Martin ratioReturn relative to average drawdown | 8.16 | 10.96 | -2.80 |
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Drawdowns
HR vs. CGDV - Drawdown Comparison
The maximum HR drawdown since its inception was -61.36%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for HR and CGDV.
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Drawdown Indicators
| HR | CGDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.36% | -21.82% | -39.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -9.75% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -31.68% | -14.28% | -17.40% |
Max Drawdown (5Y)Largest decline over 5 years | -47.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.08% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -14.47% | -3.54% | -10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.10% | +2.86% |
Volatility
HR vs. CGDV - Volatility Comparison
Healthcare Realty Trust Incorporated (HR) has a higher volatility of 5.98% compared to Capital Group Dividend Value ETF (CGDV) at 3.27%. This indicates that HR's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HR | CGDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 3.27% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 10.07% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.41% | 12.34% | +9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.64% | 15.51% | +13.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.37% | 15.51% | +13.86% |
Dividends
HR vs. CGDV - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 4.51%, more than CGDV's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.19% | 1.29% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HR Healthcare Realty Trust Incorporated | 4.51% | 6.49% | 7.32% | 7.20% | 34.01% | 7.89% | 7.26% | 7.34% | 4.22% | 3.74% | 3.96% | 4.24% |
Frequently Asked Questions
HR and CGDV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HR has higher volatility (5.98%) compared to CGDV (3.27%). In terms of maximum drawdown, HR dropped -61.36% vs CGDV's -21.82%.
HR currently has the higher Sharpe Ratio (1.90 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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