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

Correlation

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.


-0.50.00.51.00.4

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%JulyAugustSeptemberOctoberNovemberDecember
-18.80%
4.38%
MPW
BXMT

Key characteristics

Sharpe Ratio

MPW:

-0.26

BXMT:

-0.40

Sortino Ratio

MPW:

0.10

BXMT:

-0.36

Omega Ratio

MPW:

1.01

BXMT:

0.95

Calmar Ratio

MPW:

-0.22

BXMT:

-0.15

Martin Ratio

MPW:

-0.84

BXMT:

-0.93

Ulcer Index

MPW:

21.88%

BXMT:

12.67%

Daily Std Dev

MPW:

70.21%

BXMT:

29.19%

Max Drawdown

MPW:

-84.50%

BXMT:

-97.98%

Current Drawdown

MPW:

-79.13%

BXMT:

-76.10%

Fundamentals

Market Cap

MPW:

$2.38B

BXMT:

$3.31B

EPS

MPW:

-$4.44

BXMT:

-$1.40

PEG Ratio

MPW:

1.93

BXMT:

254.80

Total Revenue (TTM)

MPW:

$641.32M

BXMT:

$869.45M

Gross Profit (TTM)

MPW:

-$68.41M

BXMT:

$675.49M

EBITDA (TTM)

MPW:

-$487.13M

BXMT:

$1.00B

Returns By Period

In the year-to-date period, MPW achieves a -15.80% return, which is significantly lower than BXMT's -8.69% return. Over the past 10 years, MPW has underperformed BXMT with an annualized return of -5.54%, while BXMT has yielded a comparatively higher 3.96% annualized return.


MPW

YTD

-15.80%

1M

-11.44%

6M

-18.96%

1Y

-14.76%

5Y*

-23.05%

10Y*

-5.54%

BXMT

YTD

-8.69%

1M

-4.93%

6M

4.84%

1Y

-10.79%

5Y*

-4.94%

10Y*

3.96%

Compare stocks, funds, or ETFs

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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 -0.26, compared to the broader market-4.00-2.000.002.00-0.26-0.40
The chart of Sortino ratio for MPW, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.10-0.36
The chart of Omega ratio for MPW, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.95
The chart of Calmar ratio for MPW, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22-0.15
The chart of Martin ratio for MPW, currently valued at -0.84, compared to the broader market0.0010.0020.00-0.84-0.93
MPW
BXMT

The current MPW Sharpe Ratio is -0.26, 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-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.26
-0.40
MPW
BXMT

Dividends

MPW vs. BXMT - Dividend Comparison

MPW's dividend yield for the trailing twelve months is around 12.23%, less than BXMT's 13.14% yield.


TTM20232022202120202019201820172016201520142013
MPW
Medical Properties Trust, Inc.
12.23%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.
13.14%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.


-80.00%-75.00%-70.00%-65.00%JulyAugustSeptemberOctoberNovemberDecember
-79.13%
-76.10%
MPW
BXMT

Volatility

MPW vs. BXMT - Volatility Comparison

Medical Properties Trust, Inc. (MPW) has a higher volatility of 9.55% compared to Blackstone Mortgage Trust, Inc. (BXMT) at 6.33%. 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%JulyAugustSeptemberOctoberNovemberDecember
9.55%
6.33%
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
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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.

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