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IHF vs. OHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHF vs. OHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Healthcare Providers ETF (IHF) and Omega Healthcare Investors, Inc. (OHI). The values are adjusted to include any dividend payments, if applicable.

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IHF vs. OHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHF
iShares U.S. Healthcare Providers ETF
-11.80%0.92%-7.90%-1.11%-7.11%24.46%17.67%22.34%9.56%25.45%
OHI
Omega Healthcare Investors, Inc.
1.48%25.52%33.57%19.93%3.50%-12.06%-6.81%29.01%40.06%-4.70%

Returns By Period

In the year-to-date period, IHF achieves a -11.80% return, which is significantly lower than OHI's 1.48% return. Over the past 10 years, IHF has underperformed OHI with an annualized return of 6.59%, while OHI has yielded a comparatively higher 10.81% annualized return.


IHF

1D
0.72%
1M
-8.08%
YTD
-11.80%
6M
-13.91%
1Y
-19.13%
3Y*
-4.32%
5Y*
-2.61%
10Y*
6.59%

OHI

1D
1.16%
1M
-7.86%
YTD
1.48%
6M
8.07%
1Y
24.41%
3Y*
26.71%
5Y*
11.49%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IHF vs. OHI — Risk / Return Rank

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

IHF
IHF Risk / Return Rank: 22
Overall Rank
IHF Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IHF Sortino Ratio Rank: 22
Sortino Ratio Rank
IHF Omega Ratio Rank: 22
Omega Ratio Rank
IHF Calmar Ratio Rank: 11
Calmar Ratio Rank
IHF Martin Ratio Rank: 22
Martin Ratio Rank

OHI
OHI Risk / Return Rank: 7777
Overall Rank
OHI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
OHI Sortino Ratio Rank: 7474
Sortino Ratio Rank
OHI Omega Ratio Rank: 7171
Omega Ratio Rank
OHI Calmar Ratio Rank: 8282
Calmar Ratio Rank
OHI Martin Ratio Rank: 8181
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.

IHF vs. OHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare Providers ETF (IHF) and Omega Healthcare Investors, Inc. (OHI). 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.


IHFOHIDifference

Sharpe ratio

Return per unit of total volatility

-0.79

1.22

-2.01

Sortino ratio

Return per unit of downside risk

-0.91

1.81

-2.72

Omega ratio

Gain probability vs. loss probability

0.87

1.23

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.77

2.58

-3.34

Martin ratio

Return relative to average drawdown

-1.40

6.35

-7.75

IHF vs. OHI - Sharpe Ratio Comparison

The current IHF Sharpe Ratio is -0.79, which is lower than the OHI Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IHF and OHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHFOHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

1.22

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.48

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.32

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.26

+0.08

Correlation

The correlation between IHF and OHI 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.


Dividends

IHF vs. OHI - Dividend Comparison

IHF's dividend yield for the trailing twelve months is around 1.26%, less than OHI's 6.05% yield.


TTM20252024202320222021202020192018201720162015
IHF
iShares U.S. Healthcare Providers ETF
1.26%1.05%0.86%0.79%0.74%0.56%0.53%0.58%4.01%0.19%0.25%0.20%
OHI
Omega Healthcare Investors, Inc.
6.05%6.04%7.08%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%

Drawdowns

IHF vs. OHI - Drawdown Comparison

The maximum IHF drawdown since its inception was -58.42%, smaller than the maximum OHI drawdown of -94.85%. Use the drawdown chart below to compare losses from any high point for IHF and OHI.


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Drawdown Indicators


IHFOHIDifference

Max Drawdown

Largest peak-to-trough decline

-58.42%

-94.85%

+36.43%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-9.46%

-15.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-28.57%

-1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.23%

-66.92%

+31.69%

Current Drawdown

Current decline from peak

-26.81%

-8.41%

-18.40%

Average Drawdown

Average peak-to-trough decline

-10.59%

-24.16%

+13.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.78%

3.84%

+9.94%

Volatility

IHF vs. OHI - Volatility Comparison

The current volatility for iShares U.S. Healthcare Providers ETF (IHF) is 5.01%, while Omega Healthcare Investors, Inc. (OHI) has a volatility of 5.47%. This indicates that IHF experiences smaller price fluctuations and is considered to be less risky than OHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHFOHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.47%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

14.83%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

20.07%

+4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

24.23%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

34.28%

-13.34%