HR vs. EGP
Compare and contrast key facts about Healthcare Realty Trust Incorporated (HR) and EastGroup Properties, Inc. (EGP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HR or EGP.
Key characteristics
| HR | EGP | |
|---|---|---|
| YTD Return | 8.25% | -3.25% |
| 1Y Return | 28.65% | 5.76% |
| 3Y Return (Ann) | -7.89% | -1.67% |
| 5Y Return (Ann) | 0.77% | 8.69% |
| 10Y Return (Ann) | 6.32% | 13.15% |
| Sharpe Ratio | 1.11 | 0.36 |
| Sortino Ratio | 1.66 | 0.65 |
| Omega Ratio | 1.20 | 1.08 |
| Calmar Ratio | 0.64 | 0.26 |
| Martin Ratio | 3.04 | 1.12 |
| Ulcer Index | 9.95% | 6.39% |
| Daily Std Dev | 27.22% | 19.73% |
| Max Drawdown | -46.94% | -59.56% |
| Current Drawdown | -25.25% | -17.31% |
Fundamentals
| HR | EGP | |
|---|---|---|
| Market Cap | $6.29B | $8.66B |
| EPS | -$1.56 | $4.92 |
| PEG Ratio | 4.67 | 5.78 |
| Total Revenue (TTM) | $1.29B | $626.76M |
| Gross Profit (TTM) | $455.07M | $365.54M |
| EBITDA (TTM) | $718.31M | $433.82M |
Correlation
The correlation between HR and EGP is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HR vs. EGP - Performance Comparison
In the year-to-date period, HR achieves a 8.25% return, which is significantly higher than EGP's -3.25% return. Over the past 10 years, HR has underperformed EGP with an annualized return of 6.32%, while EGP has yielded a comparatively higher 13.15% 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. EGP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and EastGroup Properties, Inc. (EGP). 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. EGP - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 7.07%, more than EGP's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HR Healthcare Realty Trust Incorporated | 7.07% | 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% |
EGP EastGroup Properties, Inc. | 3.00% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 5.23% | 3.51% | 3.69% |
Drawdowns
HR vs. EGP - Drawdown Comparison
The maximum HR drawdown since its inception was -46.94%, smaller than the maximum EGP drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for HR and EGP. For additional features, visit the drawdowns tool.
Volatility
HR vs. EGP - Volatility Comparison
Healthcare Realty Trust Incorporated (HR) has a higher volatility of 8.46% compared to EastGroup Properties, Inc. (EGP) at 5.81%. This indicates that HR's price experiences larger fluctuations and is considered to be riskier than EGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HR vs. EGP - Financials Comparison
This section allows you to compare key financial metrics between Healthcare Realty Trust Incorporated and EastGroup Properties, Inc.. 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