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HR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HR and VOO is 0.35, 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.


-0.50.00.51.00.3

Performance

HR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Healthcare Realty Trust Incorporated (HR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.93%
8.89%
HR
VOO

Key characteristics

Sharpe Ratio

HR:

0.26

VOO:

2.21

Sortino Ratio

HR:

0.54

VOO:

2.93

Omega Ratio

HR:

1.07

VOO:

1.41

Calmar Ratio

HR:

0.14

VOO:

3.25

Martin Ratio

HR:

0.67

VOO:

14.47

Ulcer Index

HR:

10.09%

VOO:

1.90%

Daily Std Dev

HR:

25.52%

VOO:

12.43%

Max Drawdown

HR:

-46.94%

VOO:

-33.99%

Current Drawdown

HR:

-26.83%

VOO:

-2.87%

Returns By Period

In the year-to-date period, HR achieves a 5.97% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, HR has underperformed VOO with an annualized return of 5.29%, while VOO has yielded a comparatively higher 13.04% annualized return.


HR

YTD

5.97%

1M

-3.87%

6M

8.93%

1Y

7.40%

5Y*

-0.58%

10Y*

5.29%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

HR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.262.21
The chart of Sortino ratio for HR, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.542.93
The chart of Omega ratio for HR, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.41
The chart of Calmar ratio for HR, currently valued at 0.14, compared to the broader market0.002.004.006.000.143.25
The chart of Martin ratio for HR, currently valued at 0.67, compared to the broader market-5.000.005.0010.0015.0020.0025.000.6714.47
HR
VOO

The current HR Sharpe Ratio is 0.26, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HR and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.26
2.21
HR
VOO

Dividends

HR vs. VOO - Dividend Comparison

HR's dividend yield for the trailing twelve months is around 7.35%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

HR vs. VOO - Drawdown Comparison

The maximum HR drawdown since its inception was -46.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HR and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.83%
-2.87%
HR
VOO

Volatility

HR vs. VOO - Volatility Comparison

Healthcare Realty Trust Incorporated (HR) has a higher volatility of 9.18% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that HR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.18%
3.64%
HR
VOO
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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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