HR vs. XLV
Compare and contrast key facts about Healthcare Realty Trust Incorporated (HR) and Health Care Select Sector SPDR Fund (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HR or XLV.
Key characteristics
| HR | XLV | |
|---|---|---|
| YTD Return | -11.63% | 3.64% |
| 1Y Return | -19.66% | 8.11% |
| 3Y Return (Ann) | -8.48% | 6.31% |
| 5Y Return (Ann) | -1.67% | 11.24% |
| 10Y Return (Ann) | 5.47% | 11.15% |
| Sharpe Ratio | -0.65 | 0.69 |
| Daily Std Dev | 29.55% | 10.53% |
| Max Drawdown | -46.94% | -39.18% |
| Current Drawdown | -38.98% | -4.67% |
Correlation
The correlation between HR and XLV is 0.30, 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. XLV - Performance Comparison
In the year-to-date period, HR achieves a -11.63% return, which is significantly lower than XLV's 3.64% return. Over the past 10 years, HR has underperformed XLV with an annualized return of 5.47%, while XLV has yielded a comparatively higher 11.15% 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. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and Health Care Select Sector SPDR Fund (XLV). 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. XLV - Dividend Comparison
HR's dividend yield for the trailing twelve months is around 8.33%, more than XLV's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HR Healthcare Realty Trust Incorporated | 8.33% | 7.20% | 36.51% | 7.47% | 4.36% | 8.09% | 9.60% | 8.02% | 8.21% | 8.79% | 1,113,595.73% | 2,032,532.52% |
XLV Health Care Select Sector SPDR Fund | 1.56% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
Drawdowns
HR vs. XLV - Drawdown Comparison
The maximum HR drawdown since its inception was -46.94%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for HR and XLV. For additional features, visit the drawdowns tool.
Volatility
HR vs. XLV - Volatility Comparison
Healthcare Realty Trust Incorporated (HR) has a higher volatility of 7.53% compared to Health Care Select Sector SPDR Fund (XLV) at 2.83%. This indicates that HR's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.