Correlation
The correlation between HR and SPY is 0.40, 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.
HR vs. SPY
Compare and contrast key facts about Healthcare Realty Trust Incorporated (HR) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HR or SPY.
Performance
HR vs. SPY - Performance Comparison
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Key characteristics
HR:
0.03
SPY:
0.67
HR:
0.16
SPY:
1.03
HR:
1.02
SPY:
1.15
HR:
0.00
SPY:
0.69
HR:
0.00
SPY:
2.61
HR:
8.59%
SPY:
4.92%
HR:
23.24%
SPY:
20.44%
HR:
-70.97%
SPY:
-55.19%
HR:
-33.64%
SPY:
-3.44%
Returns By Period
In the year-to-date period, HR achieves a -10.84% return, which is significantly lower than SPY's 0.98% return. Over the past 10 years, HR has underperformed SPY with an annualized return of 4.91%, while SPY has yielded a comparatively higher 12.73% annualized return.
HR
-10.84%
-3.51%
-18.22%
0.66%
-7.20%
-3.02%
4.91%
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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Risk-Adjusted Performance
HR vs. SPY — Risk-Adjusted Performance Rank
HR
SPY
HR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
HR vs. SPY - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 8.53%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HR Healthcare Realty Trust Incorporated | 8.53% | 7.32% | 7.20% | 36.51% | 7.85% | 4.05% | 7.34% | 8.54% | 7.50% | 7.88% | 8.37% | 2,562,226.54% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
HR vs. SPY - Drawdown Comparison
The maximum HR drawdown since its inception was -70.97%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HR and SPY.
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Volatility
HR vs. SPY - Volatility Comparison
Healthcare Realty Trust Incorporated (HR) has a higher volatility of 7.84% compared to SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that HR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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