HR vs. SPHD
Compare and contrast key facts about Healthcare Realty Trust Incorporated (HR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HR or SPHD.
Correlation
The correlation between HR and SPHD is 0.36, 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.
Performance
HR vs. SPHD - Performance Comparison
Key characteristics
HR:
0.74
SPHD:
0.83
HR:
1.18
SPHD:
1.19
HR:
1.14
SPHD:
1.17
HR:
0.40
SPHD:
0.90
HR:
2.45
SPHD:
3.26
HR:
6.93%
SPHD:
3.66%
HR:
23.13%
SPHD:
14.37%
HR:
-46.94%
SPHD:
-41.39%
HR:
-31.00%
SPHD:
-7.74%
Returns By Period
In the year-to-date period, HR achieves a -6.09% return, which is significantly lower than SPHD's -1.45% return. Over the past 10 years, HR has underperformed SPHD with an annualized return of 4.55%, while SPHD has yielded a comparatively higher 7.89% annualized return.
HR
-6.09%
-6.74%
-8.47%
19.00%
2.83%
4.55%
SPHD
-1.45%
-4.97%
-4.28%
12.60%
12.29%
7.89%
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Risk-Adjusted Performance
HR vs. SPHD — Risk-Adjusted Performance Rank
HR
SPHD
HR vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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. SPHD - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 7.93%, more than SPHD's 3.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.46% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
Drawdowns
HR vs. SPHD - Drawdown Comparison
The maximum HR drawdown since its inception was -46.94%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for HR and SPHD. For additional features, visit the drawdowns tool.
Volatility
HR vs. SPHD - Volatility Comparison
The current volatility for Healthcare Realty Trust Incorporated (HR) is 9.04%, while Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a volatility of 9.69%. This indicates that HR experiences smaller price fluctuations and is considered to be less risky than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.