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HR vs. DGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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HR vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HR
Healthcare Realty Trust Incorporated
1.55%6.88%6.40%-4.08%-19.28%16.06%-4.68%26.64%-7.61%10.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
-1.50%12.17%16.98%18.66%-6.33%24.46%13.87%29.54%-5.38%26.90%

Returns By Period

In the year-to-date period, HR achieves a 1.55% return, which is significantly higher than DGRW's -1.50% return. Over the past 10 years, HR has underperformed DGRW with an annualized return of 2.65%, while DGRW has yielded a comparatively higher 13.04% annualized return.


HR

1D
1.07%
1M
-7.91%
YTD
1.55%
6M
-3.25%
1Y
6.89%
3Y*
2.82%
5Y*
-1.02%
10Y*
2.65%

DGRW

1D
2.56%
1M
-5.41%
YTD
-1.50%
6M
-0.59%
1Y
11.60%
3Y*
13.93%
5Y*
10.81%
10Y*
13.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HR vs. DGRW — Risk / Return Rank

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

HR
HR Risk / Return Rank: 5050
Overall Rank
HR Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HR Sortino Ratio Rank: 4545
Sortino Ratio Rank
HR Omega Ratio Rank: 4444
Omega Ratio Rank
HR Calmar Ratio Rank: 5454
Calmar Ratio Rank
HR Martin Ratio Rank: 5454
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 4949
Overall Rank
DGRW Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 4747
Sortino Ratio Rank
DGRW Omega Ratio Rank: 5050
Omega Ratio Rank
DGRW Calmar Ratio Rank: 4949
Calmar Ratio Rank
DGRW Martin Ratio Rank: 5757
Martin Ratio Rank
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.

HR vs. DGRW - Risk-Adjusted Trends 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.


HRDGRWDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.76

-0.45

Sortino ratio

Return per unit of downside risk

0.59

1.19

-0.60

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.54

1.12

-0.58

Martin ratio

Return relative to average drawdown

1.15

5.10

-3.95

HR vs. DGRW - Sharpe Ratio Comparison

The current HR Sharpe Ratio is 0.31, which is lower than the DGRW Sharpe Ratio of 0.76. 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.


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Sharpe Ratios by Period


HRDGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.76

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.78

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.81

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.81

-0.54

Correlation

The correlation between HR and DGRW is 0.38, 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

HR vs. DGRW - Dividend Comparison

HR's dividend yield for the trailing twelve months is around 6.06%, more than DGRW's 1.43% yield.


TTM20252024202320222021202020192018201720162015
HR
Healthcare Realty Trust Incorporated
6.06%6.49%7.32%7.20%34.01%7.89%7.26%7.34%4.22%3.74%3.96%4.24%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Drawdowns

HR vs. DGRW - Drawdown Comparison

The maximum HR drawdown since its inception was -61.36%, 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.


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Drawdown Indicators


HRDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-61.36%

-32.04%

-29.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-11.30%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-47.08%

-17.27%

-29.81%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-32.04%

-15.04%

Current Drawdown

Current decline from peak

-20.47%

-5.96%

-14.51%

Average Drawdown

Average peak-to-trough decline

-14.53%

-3.04%

-11.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.76%

2.48%

+4.28%

Volatility

HR vs. DGRW - Volatility Comparison

Healthcare Realty Trust Incorporated (HR) has a higher volatility of 6.22% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.66%. This indicates that HR's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

4.66%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

7.73%

+6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

15.44%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.61%

13.98%

+14.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.31%

16.21%

+13.10%