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

Performance

MPW vs. PSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medical Properties Trust, Inc. (MPW) and Public Storage (PSA). 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%
19.30%
MPW
PSA

Returns By Period

In the year-to-date period, MPW achieves a -7.29% return, which is significantly lower than PSA's 12.99% return. Over the past 10 years, MPW has underperformed PSA with an annualized return of -4.24%, while PSA has yielded a comparatively higher 10.27% annualized return.


MPW

YTD

-7.29%

1M

-15.39%

6M

-11.87%

1Y

1.72%

5Y (annualized)

-21.17%

10Y (annualized)

-4.24%

PSA

YTD

12.99%

1M

-3.21%

6M

19.30%

1Y

35.19%

5Y (annualized)

14.19%

10Y (annualized)

10.27%

Fundamentals


MPWPSA
Market Cap$2.61B$58.99B
EPS-$2.90$9.64
PEG Ratio1.9310.30
Total Revenue (TTM)$641.32M$4.68B
Gross Profit (TTM)-$325.21M$3.44B
EBITDA (TTM)-$791.75M$3.35B

Key characteristics


MPWPSA
Sharpe Ratio0.031.51
Sortino Ratio0.592.09
Omega Ratio1.081.26
Calmar Ratio0.031.02
Martin Ratio0.104.58
Ulcer Index21.64%7.48%
Daily Std Dev73.00%22.76%
Max Drawdown-84.50%-55.80%
Current Drawdown-77.02%-9.13%

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Correlation

-0.50.00.51.00.5

The correlation between MPW and PSA is 0.53, 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.

Risk-Adjusted Performance

MPW vs. PSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc. (MPW) and Public Storage (PSA). 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-4.00-2.000.002.004.000.031.51
The chart of Sortino ratio for MPW, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.592.09
The chart of Omega ratio for MPW, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.26
The chart of Calmar ratio for MPW, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.02
The chart of Martin ratio for MPW, currently valued at 0.10, compared to the broader market0.0010.0020.0030.000.104.58
MPW
PSA

The current MPW Sharpe Ratio is 0.03, which is lower than the PSA Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MPW and PSA, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.03
1.51
MPW
PSA

Dividends

MPW vs. PSA - Dividend Comparison

MPW's dividend yield for the trailing twelve months is around 12.55%, more than PSA's 3.59% 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%
PSA
Public Storage
3.59%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%

Drawdowns

MPW vs. PSA - Drawdown Comparison

The maximum MPW drawdown since its inception was -84.50%, which is greater than PSA's maximum drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MPW and PSA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-77.02%
-9.13%
MPW
PSA

Volatility

MPW vs. PSA - Volatility Comparison

Medical Properties Trust, Inc. (MPW) has a higher volatility of 16.38% compared to Public Storage (PSA) at 9.31%. This indicates that MPW's price experiences larger fluctuations and is considered to be riskier than PSA 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%
9.31%
MPW
PSA

Financials

MPW vs. PSA - Financials Comparison

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