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HR vs. XLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HR vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Healthcare Realty Trust Incorporated (HR) and State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

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HR vs. XLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HR
Healthcare Realty Trust Incorporated
4.00%6.88%6.40%-4.08%-19.28%16.06%-4.68%26.64%-7.61%10.00%
XLV
State Street Health Care Select Sector SPDR ETF
-4.77%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%

Returns By Period

In the year-to-date period, HR achieves a 4.00% return, which is significantly higher than XLV's -4.77% return. Over the past 10 years, HR has underperformed XLV with an annualized return of 2.79%, while XLV has yielded a comparatively higher 9.60% annualized return.


HR

1D
1.40%
1M
-7.45%
YTD
4.00%
6M
-0.08%
1Y
11.04%
3Y*
3.48%
5Y*
-0.54%
10Y*
2.79%

XLV

1D
-0.62%
1M
-6.14%
YTD
-4.77%
6M
2.22%
1Y
4.40%
3Y*
5.64%
5Y*
6.45%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HR vs. XLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HR
HR Risk / Return Rank: 5252
Overall Rank
HR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HR Sortino Ratio Rank: 4848
Sortino Ratio Rank
HR Omega Ratio Rank: 4646
Omega Ratio Rank
HR Calmar Ratio Rank: 5454
Calmar Ratio Rank
HR Martin Ratio Rank: 5454
Martin Ratio Rank

XLV
XLV Risk / Return Rank: 1515
Overall Rank
XLV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLV Omega Ratio Rank: 1515
Omega Ratio Rank
XLV Calmar Ratio Rank: 1717
Calmar Ratio Rank
XLV Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HR vs. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Healthcare Realty Trust Incorporated (HR) and State Street Health Care Select Sector SPDR ETF (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.


HRXLVDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.20

+0.24

Sortino ratio

Return per unit of downside risk

0.77

0.40

+0.36

Omega ratio

Gain probability vs. loss probability

1.10

1.05

+0.05

Calmar ratio

Return relative to maximum drawdown

0.66

0.39

+0.26

Martin ratio

Return relative to average drawdown

1.40

0.83

+0.57

HR vs. XLV - Sharpe Ratio Comparison

The current HR Sharpe Ratio is 0.44, which is higher than the XLV Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of HR and XLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HRXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.20

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.44

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.58

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.46

-0.19

Correlation

The correlation between HR and XLV 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.


Dividends

HR vs. XLV - Dividend Comparison

HR's dividend yield for the trailing twelve months is around 5.92%, more than XLV's 1.71% yield.


TTM20252024202320222021202020192018201720162015
HR
Healthcare Realty Trust Incorporated
5.92%6.49%7.32%7.20%34.01%7.89%7.26%7.34%4.22%3.74%3.96%4.24%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Drawdowns

HR vs. XLV - Drawdown Comparison

The maximum HR drawdown since its inception was -61.36%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for HR and XLV.


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Drawdown Indicators


HRXLVDifference

Max Drawdown

Largest peak-to-trough decline

-61.36%

-39.17%

-22.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-10.21%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-47.08%

-17.11%

-29.97%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-28.40%

-18.68%

Current Drawdown

Current decline from peak

-18.55%

-7.98%

-10.57%

Average Drawdown

Average peak-to-trough decline

-14.53%

-7.12%

-7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

5.13%

+1.52%

Volatility

HR vs. XLV - Volatility Comparison

Healthcare Realty Trust Incorporated (HR) has a higher volatility of 6.33% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 4.77%. 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.


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Volatility by Period


HRXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

4.77%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.01%

9.86%

+4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

17.64%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.57%

14.56%

+14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.31%

16.53%

+12.78%