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MPW vs. BXMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MPW vs. BXMT - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-15.58%
5.07%
MPW
BXMT

Returns By Period

In the year-to-date period, MPW achieves a -7.29% return, which is significantly higher than BXMT's -8.07% return. Over the past 10 years, MPW has underperformed BXMT with an annualized return of -4.24%, while BXMT has yielded a comparatively higher 4.44% annualized return.


MPW

YTD

-7.29%

1M

-15.39%

6M

-11.87%

1Y

1.72%

5Y (annualized)

-21.17%

10Y (annualized)

-4.24%

BXMT

YTD

-8.07%

1M

-6.15%

6M

3.19%

1Y

-9.42%

5Y (annualized)

-3.85%

10Y (annualized)

4.44%

Fundamentals


MPWBXMT
Market Cap$2.61B$3.16B
EPS-$2.90-$1.40
PEG Ratio1.93254.80
Total Revenue (TTM)$641.32M$867.06M
Gross Profit (TTM)-$325.21M$673.10M
EBITDA (TTM)-$791.75M$276.63M

Key characteristics


MPWBXMT
Sharpe Ratio0.03-0.40
Sortino Ratio0.59-0.35
Omega Ratio1.080.95
Calmar Ratio0.03-0.16
Martin Ratio0.10-0.96
Ulcer Index21.64%12.92%
Daily Std Dev73.00%30.98%
Max Drawdown-84.50%-97.98%
Current Drawdown-77.02%-75.94%

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Correlation

-0.50.00.51.00.4

The correlation between MPW and BXMT is 0.39, 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.

Risk-Adjusted Performance

MPW vs. BXMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc. (MPW) and Blackstone Mortgage Trust, Inc. (BXMT). 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 MPW, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.03-0.27
The chart of Sortino ratio for MPW, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.59-0.16
The chart of Omega ratio for MPW, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.98
The chart of Calmar ratio for MPW, currently valued at 0.03, compared to the broader market0.002.004.006.000.03-0.10
The chart of Martin ratio for MPW, currently valued at 0.10, compared to the broader market0.0010.0020.0030.000.10-0.63
MPW
BXMT

The current MPW Sharpe Ratio is 0.03, which is higher than the BXMT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of MPW and BXMT, 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-0.60-0.40-0.200.000.200.40JuneJulyAugustSeptemberOctoberNovember
0.03
-0.27
MPW
BXMT

Dividends

MPW vs. BXMT - Dividend Comparison

MPW's dividend yield for the trailing twelve months is around 12.55%, less than BXMT's 13.05% yield.


TTM20232022202120202019201820172016201520142013
MPW
Medical Properties Trust, Inc.
12.55%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%6.63%
BXMT
Blackstone Mortgage Trust, Inc.
13.05%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%2.65%

Drawdowns

MPW vs. BXMT - Drawdown Comparison

The maximum MPW drawdown since its inception was -84.50%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for MPW and BXMT. For additional features, visit the drawdowns tool.


-78.00%-76.00%-74.00%-72.00%-70.00%-68.00%-66.00%JuneJulyAugustSeptemberOctoberNovember
-77.02%
-75.94%
MPW
BXMT

Volatility

MPW vs. BXMT - Volatility Comparison

Medical Properties Trust, Inc. (MPW) has a higher volatility of 16.38% compared to Blackstone Mortgage Trust, Inc. (BXMT) at 6.76%. This indicates that MPW's price experiences larger fluctuations and is considered to be riskier than BXMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.38%
6.76%
MPW
BXMT

Financials

MPW vs. BXMT - Financials Comparison

This section allows you to compare key financial metrics between Medical Properties Trust, Inc. and Blackstone Mortgage 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