HR vs. CSWC
Compare and contrast key facts about Healthcare Realty Trust Incorporated (HR) and Capital Southwest Corporation (CSWC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HR or CSWC.
Key characteristics
| HR | CSWC | |
|---|---|---|
| YTD Return | 10.16% | 3.38% |
| 1Y Return | 33.63% | 15.78% |
| 3Y Return (Ann) | -8.33% | 5.37% |
| 5Y Return (Ann) | 0.84% | 14.75% |
| 10Y Return (Ann) | 6.64% | 14.53% |
| Sharpe Ratio | 1.25 | 0.84 |
| Sortino Ratio | 1.84 | 1.13 |
| Omega Ratio | 1.23 | 1.16 |
| Calmar Ratio | 0.72 | 1.08 |
| Martin Ratio | 3.38 | 3.17 |
| Ulcer Index | 9.96% | 5.22% |
| Daily Std Dev | 26.89% | 19.78% |
| Max Drawdown | -46.94% | -69.40% |
| Current Drawdown | -23.93% | -13.90% |
Fundamentals
| HR | CSWC | |
|---|---|---|
| Market Cap | $6.39B | $1.08B |
| EPS | -$1.60 | $1.64 |
| PEG Ratio | 4.67 | 12.55 |
| Total Revenue (TTM) | $1.29B | $176.11M |
| Gross Profit (TTM) | $455.07M | $162.18M |
| EBITDA (TTM) | $718.31M | $121.25M |
Correlation
The correlation between HR and CSWC is 0.19, 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.
Performance
HR vs. CSWC - Performance Comparison
In the year-to-date period, HR achieves a 10.16% return, which is significantly higher than CSWC's 3.38% return. Over the past 10 years, HR has underperformed CSWC with an annualized return of 6.64%, while CSWC has yielded a comparatively higher 14.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HR vs. CSWC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and Capital Southwest Corporation (CSWC). 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.
Dividends
HR vs. CSWC - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 8.68%, less than CSWC's 11.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HR Healthcare Realty Trust Incorporated | 8.68% | 7.20% | 36.51% | 7.44% | 4.36% | 8.09% | 9.60% | 8.02% | 8.21% | 8.79% | 1,113,586.82% | 2,032,520.32% |
CSWC Capital Southwest Corporation | 11.14% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
HR vs. CSWC - Drawdown Comparison
The maximum HR drawdown since its inception was -46.94%, smaller than the maximum CSWC drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for HR and CSWC. For additional features, visit the drawdowns tool.
Volatility
HR vs. CSWC - Volatility Comparison
The current volatility for Healthcare Realty Trust Incorporated (HR) is 8.40%, while Capital Southwest Corporation (CSWC) has a volatility of 9.58%. This indicates that HR experiences smaller price fluctuations and is considered to be less risky than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HR vs. CSWC - Financials Comparison
This section allows you to compare key financial metrics between Healthcare Realty Trust Incorporated and Capital Southwest 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.
Total Revenue: Total amount of money received from sales and other business activities