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HR vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HR and DGRW is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

HR vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Healthcare Realty Trust Incorporated (HR) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
128.49%
294.19%
HR
DGRW

Key characteristics

Sharpe Ratio

HR:

0.74

DGRW:

0.40

Sortino Ratio

HR:

1.18

DGRW:

0.68

Omega Ratio

HR:

1.14

DGRW:

1.10

Calmar Ratio

HR:

0.40

DGRW:

0.40

Martin Ratio

HR:

2.45

DGRW:

1.61

Ulcer Index

HR:

6.93%

DGRW:

4.01%

Daily Std Dev

HR:

23.13%

DGRW:

16.23%

Max Drawdown

HR:

-46.94%

DGRW:

-32.04%

Current Drawdown

HR:

-31.00%

DGRW:

-9.39%

Returns By Period

In the year-to-date period, HR achieves a -6.09% return, which is significantly lower than DGRW's -4.43% return. Over the past 10 years, HR has underperformed DGRW with an annualized return of 4.39%, while DGRW has yielded a comparatively higher 11.50% annualized return.


HR

YTD

-6.09%

1M

-6.46%

6M

-8.47%

1Y

19.93%

5Y*

3.15%

10Y*

4.39%

DGRW

YTD

-4.43%

1M

-4.14%

6M

-6.59%

1Y

6.58%

5Y*

14.96%

10Y*

11.50%

*Annualized

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Risk-Adjusted Performance

HR vs. DGRW — Risk-Adjusted Performance Rank

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

HR
The Risk-Adjusted Performance Rank of HR is 7373
Overall Rank
The Sharpe Ratio Rank of HR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of HR is 7171
Sortino Ratio Rank
The Omega Ratio Rank of HR is 6767
Omega Ratio Rank
The Calmar Ratio Rank of HR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HR is 7777
Martin Ratio Rank

DGRW
The Risk-Adjusted Performance Rank of DGRW is 5050
Overall Rank
The Sharpe Ratio Rank of DGRW is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRW is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DGRW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of DGRW is 5252
Calmar Ratio Rank
The Martin Ratio Rank of DGRW is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HR vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


The chart of Sharpe ratio for HR, currently valued at 0.74, compared to the broader market-2.00-1.000.001.002.003.00
HR: 0.74
DGRW: 0.40
The chart of Sortino ratio for HR, currently valued at 1.18, compared to the broader market-6.00-4.00-2.000.002.004.00
HR: 1.18
DGRW: 0.68
The chart of Omega ratio for HR, currently valued at 1.14, compared to the broader market0.501.001.502.00
HR: 1.14
DGRW: 1.10
The chart of Calmar ratio for HR, currently valued at 0.40, compared to the broader market0.001.002.003.004.005.00
HR: 0.40
DGRW: 0.40
The chart of Martin ratio for HR, currently valued at 2.45, compared to the broader market-5.000.005.0010.0015.0020.00
HR: 2.45
DGRW: 1.61

The current HR Sharpe Ratio is 0.74, which is higher than the DGRW Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of HR and DGRW, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.74
0.40
HR
DGRW

Dividends

HR vs. DGRW - Dividend Comparison

HR's dividend yield for the trailing twelve months is around 7.93%, more than DGRW's 1.56% yield.


TTM20242023202220212020201920182017201620152014
HR
Healthcare Realty Trust Incorporated
7.93%7.32%7.20%36.51%7.44%4.36%8.09%9.60%8.02%8.21%8.79%2,598,367.82%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.56%1.55%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%

Drawdowns

HR vs. DGRW - Drawdown Comparison

The maximum HR drawdown since its inception was -46.94%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for HR and DGRW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.00%
-9.39%
HR
DGRW

Volatility

HR vs. DGRW - Volatility Comparison

The current volatility for Healthcare Realty Trust Incorporated (HR) is 9.04%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 12.00%. This indicates that HR experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.04%
12.00%
HR
DGRW