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

Correlation

The correlation between MPW and INVH 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

MPW vs. INVH - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-13.28%
-12.25%
MPW
INVH

Key characteristics

Sharpe Ratio

MPW:

0.74

INVH:

-0.11

Sortino Ratio

MPW:

1.57

INVH:

-0.01

Omega Ratio

MPW:

1.18

INVH:

1.00

Calmar Ratio

MPW:

0.55

INVH:

-0.08

Martin Ratio

MPW:

2.33

INVH:

-0.35

Ulcer Index

MPW:

19.98%

INVH:

6.45%

Daily Std Dev

MPW:

62.95%

INVH:

20.23%

Max Drawdown

MPW:

-84.50%

INVH:

-50.54%

Current Drawdown

MPW:

-77.30%

INVH:

-23.93%

Fundamentals

Market Cap

MPW:

$2.46B

INVH:

$19.19B

EPS

MPW:

-$4.54

INVH:

$0.72

PEG Ratio

MPW:

1.93

INVH:

14.39

Total Revenue (TTM)

MPW:

$763.70M

INVH:

$2.00B

Gross Profit (TTM)

MPW:

$57.27M

INVH:

$849.12M

EBITDA (TTM)

MPW:

-$346.46M

INVH:

$1.51B

Returns By Period

In the year-to-date period, MPW achieves a 3.54% return, which is significantly higher than INVH's -2.03% return.


MPW

YTD

3.54%

1M

5.96%

6M

-13.29%

1Y

46.48%

5Y*

-22.98%

10Y*

-5.61%

INVH

YTD

-2.03%

1M

-1.68%

6M

-12.25%

1Y

-3.88%

5Y*

2.89%

10Y*

N/A

*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

MPW vs. INVH — Risk-Adjusted Performance Rank

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

MPW
The Risk-Adjusted Performance Rank of MPW is 6969
Overall Rank
The Sharpe Ratio Rank of MPW is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 7272
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 6868
Martin Ratio Rank

INVH
The Risk-Adjusted Performance Rank of INVH is 3636
Overall Rank
The Sharpe Ratio Rank of INVH is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of INVH is 3131
Sortino Ratio Rank
The Omega Ratio Rank of INVH is 3131
Omega Ratio Rank
The Calmar Ratio Rank of INVH is 4040
Calmar Ratio Rank
The Martin Ratio Rank of INVH is 3838
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.

MPW vs. INVH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc. (MPW) and Invitation Homes Inc. (INVH). 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 0.74, compared to the broader market-2.000.002.004.000.74-0.11
The chart of Sortino ratio for MPW, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.006.001.57-0.01
The chart of Omega ratio for MPW, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.00
The chart of Calmar ratio for MPW, currently valued at 0.55, compared to the broader market0.002.004.006.000.55-0.08
The chart of Martin ratio for MPW, currently valued at 2.33, compared to the broader market-10.000.0010.0020.0030.002.33-0.35
MPW
INVH

The current MPW Sharpe Ratio is 0.74, which is higher than the INVH Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of MPW and INVH, 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
0.74
-0.11
MPW
INVH

Dividends

MPW vs. INVH - Dividend Comparison

MPW's dividend yield for the trailing twelve months is around 11.25%, more than INVH's 3.61% yield.


TTM20242023202220212020201920182017201620152014
MPW
Medical Properties Trust, Inc.
11.25%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%
INVH
Invitation Homes Inc.
3.61%3.53%3.87%2.97%1.50%2.02%1.74%2.19%0.93%0.00%0.00%0.00%

Drawdowns

MPW vs. INVH - Drawdown Comparison

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


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-77.30%
-23.93%
MPW
INVH

Volatility

MPW vs. INVH - Volatility Comparison

Medical Properties Trust, Inc. (MPW) has a higher volatility of 12.06% compared to Invitation Homes Inc. (INVH) at 6.43%. This indicates that MPW's price experiences larger fluctuations and is considered to be riskier than INVH 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
12.06%
6.43%
MPW
INVH

Financials

MPW vs. INVH - Financials Comparison

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