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HR vs. MPW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HR and MPW 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.


-0.50.00.51.00.6

Performance

HR vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Healthcare Realty Trust Incorporated (HR) and Medical Properties Trust, Inc. (MPW). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.93%
-16.63%
HR
MPW

Key characteristics

Sharpe Ratio

HR:

0.26

MPW:

-0.18

Sortino Ratio

HR:

0.54

MPW:

0.24

Omega Ratio

HR:

1.07

MPW:

1.03

Calmar Ratio

HR:

0.14

MPW:

-0.15

Martin Ratio

HR:

0.67

MPW:

-0.57

Ulcer Index

HR:

10.09%

MPW:

22.01%

Daily Std Dev

HR:

25.52%

MPW:

70.14%

Max Drawdown

HR:

-46.94%

MPW:

-84.50%

Current Drawdown

HR:

-26.83%

MPW:

-78.58%

Fundamentals

Market Cap

HR:

$6.27B

MPW:

$2.38B

EPS

HR:

-$1.60

MPW:

-$4.44

PEG Ratio

HR:

4.67

MPW:

1.93

Total Revenue (TTM)

HR:

$1.29B

MPW:

$641.32M

Gross Profit (TTM)

HR:

$455.07M

MPW:

-$68.41M

EBITDA (TTM)

HR:

$669.49M

MPW:

-$487.13M

Returns By Period

In the year-to-date period, HR achieves a 5.97% return, which is significantly higher than MPW's -13.56% return. Over the past 10 years, HR has outperformed MPW with an annualized return of 5.29%, while MPW has yielded a comparatively lower -5.24% annualized return.


HR

YTD

5.97%

1M

-3.87%

6M

8.93%

1Y

7.40%

5Y*

-0.58%

10Y*

5.29%

MPW

YTD

-13.56%

1M

-7.59%

6M

-16.63%

1Y

-14.09%

5Y*

-22.63%

10Y*

-5.24%

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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.


Sharpe ratio
The chart of Sharpe ratio for HR, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.26-0.18
The chart of Sortino ratio for HR, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.540.24
The chart of Omega ratio for HR, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.03
The chart of Calmar ratio for HR, currently valued at 0.14, compared to the broader market0.002.004.006.000.14-0.15
The chart of Martin ratio for HR, currently valued at 0.67, compared to the broader market-5.000.005.0010.0015.0020.0025.000.67-0.57
HR
MPW

The current HR Sharpe Ratio is 0.26, which is higher than the MPW Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of HR and MPW, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.26
-0.18
HR
MPW

Dividends

HR vs. MPW - Dividend Comparison

HR's dividend yield for the trailing twelve months is around 7.35%, less than MPW's 11.92% yield.


TTM20232022202120202019201820172016201520142013
HR
Healthcare Realty Trust Incorporated
7.35%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.
11.92%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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-26.83%
-78.58%
HR
MPW

Volatility

HR vs. MPW - Volatility Comparison

The current volatility for Healthcare Realty Trust Incorporated (HR) is 9.18%, while Medical Properties Trust, Inc. (MPW) has a volatility of 10.00%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.18%
10.00%
HR
MPW

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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