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NHI vs. DLR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NHI vs. DLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Health Investors, Inc. (NHI) and Digital Realty Trust, Inc. (DLR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.35%
32.78%
NHI
DLR

Returns By Period

The year-to-date returns for both stocks are quite close, with NHI having a 43.60% return and DLR slightly lower at 41.54%. Over the past 10 years, NHI has underperformed DLR with an annualized return of 7.71%, while DLR has yielded a comparatively higher 14.74% annualized return.


NHI

YTD

43.60%

1M

3.27%

6M

20.52%

1Y

52.01%

5Y (annualized)

6.01%

10Y (annualized)

7.71%

DLR

YTD

41.54%

1M

12.54%

6M

31.94%

1Y

41.11%

5Y (annualized)

13.23%

10Y (annualized)

14.74%

Fundamentals


NHIDLR
Market Cap$3.50B$62.86B
EPS$2.91$1.23
PE Ratio26.51151.15
PEG Ratio1.999.87
Total Revenue (TTM)$316.57M$5.49B
Gross Profit (TTM)$248.18M$1.71B
EBITDA (TTM)$259.94M$2.49B

Key characteristics


NHIDLR
Sharpe Ratio2.461.58
Sortino Ratio3.282.26
Omega Ratio1.401.30
Calmar Ratio1.972.10
Martin Ratio13.308.24
Ulcer Index3.84%5.03%
Daily Std Dev20.77%26.19%
Max Drawdown-83.30%-56.80%
Current Drawdown-8.43%-0.73%

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Correlation

-0.50.00.51.00.5

The correlation between NHI and DLR is 0.47, 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

NHI vs. DLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Health Investors, Inc. (NHI) and Digital Realty Trust, Inc. (DLR). 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 NHI, currently valued at 2.46, compared to the broader market-4.00-2.000.002.002.461.58
The chart of Sortino ratio for NHI, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.003.282.26
The chart of Omega ratio for NHI, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.30
The chart of Calmar ratio for NHI, currently valued at 1.97, compared to the broader market0.002.004.006.001.972.10
The chart of Martin ratio for NHI, currently valued at 13.30, compared to the broader market-10.000.0010.0020.0030.0013.308.24
NHI
DLR

The current NHI Sharpe Ratio is 2.46, which is higher than the DLR Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of NHI and DLR, 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.46
1.58
NHI
DLR

Dividends

NHI vs. DLR - Dividend Comparison

NHI's dividend yield for the trailing twelve months is around 4.67%, more than DLR's 2.62% yield.


TTM20232022202120202019201820172016201520142013
NHI
National Health Investors, Inc.
4.67%6.45%6.89%6.62%6.38%5.15%5.30%5.04%4.85%5.59%4.40%5.56%
DLR
Digital Realty Trust, Inc.
2.62%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%

Drawdowns

NHI vs. DLR - Drawdown Comparison

The maximum NHI drawdown since its inception was -83.30%, which is greater than DLR's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for NHI and DLR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.43%
-0.73%
NHI
DLR

Volatility

NHI vs. DLR - Volatility Comparison

The current volatility for National Health Investors, Inc. (NHI) is 7.02%, while Digital Realty Trust, Inc. (DLR) has a volatility of 11.83%. This indicates that NHI experiences smaller price fluctuations and is considered to be less risky than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.02%
11.83%
NHI
DLR

Financials

NHI vs. DLR - Financials Comparison

This section allows you to compare key financial metrics between National Health Investors, Inc. and Digital Realty 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