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 11.55%/yr vs 24.31%/yr for CGDV. At a 0.39 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 23.53% return, which is significantly higher than CGDV's 11.43% return.
HR
- 1D
- 0.59%
- 1M
- 0.29%
- YTD
- 23.53%
- 6M
- 23.96%
- 1Y
- 38.81%
- 3Y*
- 11.55%
- 5Y*
- 3.17%
- 10Y*
- 3.53%
CGDV
- 1D
- 0.33%
- 1M
- 1.08%
- YTD
- 11.43%
- 6M
- 10.45%
- 1Y
- 26.38%
- 3Y*
- 24.31%
- 5Y*
- —
- 10Y*
- —
HR vs. CGDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HR Healthcare Realty Trust Incorporated | 23.53% | 6.88% | 6.40% | -4.08% | -16.32% |
CGDV Capital Group Dividend Value ETF | 11.43% | 25.50% | 20.10% | 28.81% | -0.44% |
Correlation
The correlation between HR and CGDV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.39 |
The correlation between HR and CGDV shifts across timeframes, from 0.21 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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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 | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.72 | +0.45 |
| Martin ratioReturn relative to average drawdown | 7.85 | 12.64 | -4.80 |
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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 | -3.27% | -1.46% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -14.49% | -3.58% | -10.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.09% | +2.87% |
Volatility
HR vs. CGDV - Volatility Comparison
Healthcare Realty Trust Incorporated (HR) has a higher volatility of 6.77% compared to Capital Group Dividend Value ETF (CGDV) at 4.64%. 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 | 6.77% | 4.64% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 9.90% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.10% | 12.27% | +8.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.60% | 15.57% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.39% | 15.57% | +13.82% |
Dividends
HR vs. CGDV - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 4.70%, more than CGDV's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.17% | 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 | 4.70% | 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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HR has higher volatility (6.77%) compared to CGDV (4.64%). In terms of maximum drawdown, HR dropped -61.36% vs CGDV's -21.82%.
CGDV currently has the higher Sharpe Ratio (2.17 vs 1.85), 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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