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

Performance

NHI vs. ENSG - Performance Comparison

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

0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.51%
24.46%
NHI
ENSG

Returns By Period

In the year-to-date period, NHI achieves a 44.96% return, which is significantly higher than ENSG's 31.50% return. Over the past 10 years, NHI has underperformed ENSG with an annualized return of 7.77%, while ENSG has yielded a comparatively higher 23.75% annualized return.


NHI

YTD

44.96%

1M

3.40%

6M

23.51%

1Y

52.93%

5Y (annualized)

6.21%

10Y (annualized)

7.77%

ENSG

YTD

31.50%

1M

-0.97%

6M

24.46%

1Y

36.03%

5Y (annualized)

28.17%

10Y (annualized)

23.75%

Fundamentals


NHIENSG
Market Cap$3.50B$8.29B
EPS$2.91$4.13
PE Ratio26.5135.03
PEG Ratio1.991.57
Total Revenue (TTM)$316.57M$4.08B
Gross Profit (TTM)$248.18M$569.89M
EBITDA (TTM)$259.94M$364.01M

Key characteristics


NHIENSG
Sharpe Ratio2.571.68
Sortino Ratio3.412.36
Omega Ratio1.421.30
Calmar Ratio2.064.15
Martin Ratio13.829.98
Ulcer Index3.87%3.68%
Daily Std Dev20.77%21.91%
Max Drawdown-83.30%-55.57%
Current Drawdown-7.56%-6.09%

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Correlation

-0.50.00.51.00.4

The correlation between NHI and ENSG is 0.35, 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

NHI vs. ENSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Health Investors, Inc. (NHI) and The Ensign Group, Inc. (ENSG). 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 2.57, compared to the broader market-4.00-2.000.002.004.002.571.68
The chart of Sortino ratio for NHI, currently valued at 3.41, compared to the broader market-4.00-2.000.002.004.003.412.36
The chart of Omega ratio for NHI, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.30
The chart of Calmar ratio for NHI, currently valued at 2.06, compared to the broader market0.002.004.006.002.064.15
The chart of Martin ratio for NHI, currently valued at 13.82, compared to the broader market0.0010.0020.0030.0013.829.98
NHI
ENSG

The current NHI Sharpe Ratio is 2.57, which is higher than the ENSG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of NHI and ENSG, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.57
1.68
NHI
ENSG

Dividends

NHI vs. ENSG - Dividend Comparison

NHI's dividend yield for the trailing twelve months is around 4.62%, more than ENSG's 0.16% yield.


TTM20232022202120202019201820172016201520142013
NHI
National Health Investors, Inc.
4.62%6.45%6.89%6.62%6.38%5.15%5.30%5.04%4.85%5.59%4.40%5.56%
ENSG
The Ensign Group, Inc.
0.16%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%0.60%

Drawdowns

NHI vs. ENSG - Drawdown Comparison

The maximum NHI drawdown since its inception was -83.30%, which is greater than ENSG's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for NHI and ENSG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.56%
-6.09%
NHI
ENSG

Volatility

NHI vs. ENSG - Volatility Comparison

The current volatility for National Health Investors, Inc. (NHI) is 6.92%, while The Ensign Group, Inc. (ENSG) has a volatility of 10.34%. This indicates that NHI experiences smaller price fluctuations and is considered to be less risky than ENSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.92%
10.34%
NHI
ENSG

Financials

NHI vs. ENSG - Financials Comparison

This section allows you to compare key financial metrics between National Health Investors, Inc. and The Ensign Group, 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