PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INVH vs. MPW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INVH and MPW is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

INVH vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invitation Homes Inc. (INVH) and Medical Properties Trust, Inc. (MPW). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-13.23%
-11.35%
INVH
MPW

Key characteristics

Sharpe Ratio

INVH:

-0.33

MPW:

0.51

Sortino Ratio

INVH:

-0.32

MPW:

1.27

Omega Ratio

INVH:

0.96

MPW:

1.14

Calmar Ratio

INVH:

-0.25

MPW:

0.38

Martin Ratio

INVH:

-1.07

MPW:

1.64

Ulcer Index

INVH:

6.32%

MPW:

19.74%

Daily Std Dev

INVH:

20.18%

MPW:

63.33%

Max Drawdown

INVH:

-50.54%

MPW:

-84.50%

Current Drawdown

INVH:

-25.92%

MPW:

-77.08%

Fundamentals

Market Cap

INVH:

$18.68B

MPW:

$2.48B

EPS

INVH:

$0.72

MPW:

-$4.44

PEG Ratio

INVH:

14.12

MPW:

1.93

Total Revenue (TTM)

INVH:

$2.00B

MPW:

$763.70M

Gross Profit (TTM)

INVH:

$849.12M

MPW:

$57.27M

EBITDA (TTM)

INVH:

$1.51B

MPW:

-$346.46M

Returns By Period

In the year-to-date period, INVH achieves a -4.60% return, which is significantly lower than MPW's 4.56% return.


INVH

YTD

-4.60%

1M

-7.11%

6M

-13.24%

1Y

-6.01%

5Y*

2.78%

10Y*

N/A

MPW

YTD

4.56%

1M

5.90%

6M

-11.36%

1Y

40.15%

5Y*

-22.78%

10Y*

-5.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

INVH vs. MPW — Risk-Adjusted Performance Rank

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

INVH
The Risk-Adjusted Performance Rank of INVH is 2727
Overall Rank
The Sharpe Ratio Rank of INVH is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of INVH is 2626
Sortino Ratio Rank
The Omega Ratio Rank of INVH is 2626
Omega Ratio Rank
The Calmar Ratio Rank of INVH is 3232
Calmar Ratio Rank
The Martin Ratio Rank of INVH is 2323
Martin Ratio Rank

MPW
The Risk-Adjusted Performance Rank of MPW is 6666
Overall Rank
The Sharpe Ratio Rank of MPW is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INVH vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invitation Homes Inc. (INVH) and Medical Properties Trust, Inc. (MPW). 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 INVH, currently valued at -0.33, compared to the broader market-2.000.002.00-0.330.51
The chart of Sortino ratio for INVH, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.321.27
The chart of Omega ratio for INVH, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.14
The chart of Calmar ratio for INVH, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.38
The chart of Martin ratio for INVH, currently valued at -1.07, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.071.64
INVH
MPW

The current INVH Sharpe Ratio is -0.33, which is lower than the MPW Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of INVH and MPW, 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 Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.33
0.51
INVH
MPW

Dividends

INVH vs. MPW - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 3.70%, less than MPW's 11.14% yield.


TTM20242023202220212020201920182017201620152014
INVH
Invitation Homes Inc.
3.70%3.53%3.87%2.97%1.50%2.02%1.74%2.19%0.93%0.00%0.00%0.00%
MPW
Medical Properties Trust, Inc.
11.14%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%

Drawdowns

INVH vs. MPW - Drawdown Comparison

The maximum INVH drawdown since its inception was -50.54%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for INVH and MPW. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-25.92%
-77.08%
INVH
MPW

Volatility

INVH vs. MPW - Volatility Comparison

The current volatility for Invitation Homes Inc. (INVH) is 5.95%, while Medical Properties Trust, Inc. (MPW) has a volatility of 11.71%. This indicates that INVH experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.95%
11.71%
INVH
MPW

Financials

INVH vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Invitation Homes Inc. and Medical Properties Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab