HR vs. MPW
Compare and contrast key facts about Healthcare Realty Trust Incorporated (HR) and Medical Properties Trust, Inc. (MPW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HR or MPW.
Key characteristics
| HR | MPW | |
|---|---|---|
| YTD Return | 8.25% | -0.31% |
| 1Y Return | 28.65% | 4.83% |
| 3Y Return (Ann) | -7.89% | -34.20% |
| 5Y Return (Ann) | 0.77% | -19.62% |
| 10Y Return (Ann) | 6.32% | -3.70% |
| Sharpe Ratio | 1.11 | 0.02 |
| Sortino Ratio | 1.66 | 0.59 |
| Omega Ratio | 1.20 | 1.08 |
| Calmar Ratio | 0.64 | 0.02 |
| Martin Ratio | 3.04 | 0.08 |
| Ulcer Index | 9.95% | 21.07% |
| Daily Std Dev | 27.22% | 74.12% |
| Max Drawdown | -46.94% | -84.50% |
| Current Drawdown | -25.25% | -75.29% |
Fundamentals
| HR | MPW | |
|---|---|---|
| Market Cap | $6.29B | $2.75B |
| EPS | -$1.56 | -$2.92 |
| PEG Ratio | 4.67 | 1.93 |
| Total Revenue (TTM) | $1.29B | $415.49M |
| Gross Profit (TTM) | $455.07M | $221.89M |
| EBITDA (TTM) | $718.31M | $143.51M |
Correlation
The correlation between HR and MPW is 0.59, 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. MPW - Performance Comparison
In the year-to-date period, HR achieves a 8.25% return, which is significantly higher than MPW's -0.31% return. Over the past 10 years, HR has outperformed MPW with an annualized return of 6.32%, while MPW has yielded a comparatively lower -3.70% 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. MPW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and Medical Properties Trust, Inc. (MPW). 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. MPW - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 7.07%, less than MPW's 11.67% 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% |
MPW Medical Properties Trust, Inc. | 11.67% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
Drawdowns
HR vs. MPW - Drawdown Comparison
The maximum HR drawdown since its inception was -46.94%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for HR and MPW. For additional features, visit the drawdowns tool.
Volatility
HR vs. MPW - Volatility Comparison
The current volatility for Healthcare Realty Trust Incorporated (HR) is 8.46%, while Medical Properties Trust, Inc. (MPW) has a volatility of 14.77%. This indicates that HR experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HR vs. MPW - Financials Comparison
This section allows you to compare key financial metrics between Healthcare Realty Trust Incorporated and Medical Properties Trust, 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