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

Key characteristics


NHIMPW
YTD Return45.57%-3.39%
1Y Return53.72%4.42%
3Y Return (Ann)18.66%-35.16%
5Y Return (Ann)6.11%-20.37%
10Y Return (Ann)7.83%-3.78%
Sharpe Ratio2.880.27
Sortino Ratio3.800.94
Omega Ratio1.471.12
Calmar Ratio2.360.23
Martin Ratio16.670.93
Ulcer Index3.67%21.34%
Daily Std Dev21.22%74.31%
Max Drawdown-83.30%-84.50%
Current Drawdown-7.17%-76.06%

Fundamentals


NHIMPW
Market Cap$3.65B$2.61B
EPS$2.91-$2.90
PEG Ratio1.991.93
Total Revenue (TTM)$316.57M$641.32M
Gross Profit (TTM)$248.18M-$325.21M
EBITDA (TTM)$253.12M-$791.75M

Correlation

-0.50.00.51.00.6

The correlation between NHI and MPW is 0.61, 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.

Performance

NHI vs. MPW - Performance Comparison

In the year-to-date period, NHI achieves a 45.57% return, which is significantly higher than MPW's -3.39% return. Over the past 10 years, NHI has outperformed MPW with an annualized return of 7.83%, while MPW has yielded a comparatively lower -3.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.20%
-15.11%
NHI
MPW

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Risk-Adjusted Performance

NHI vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Health Investors, Inc. (NHI) and Medical Properties Trust, Inc. (MPW). 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.


NHI
Sharpe ratio
The chart of Sharpe ratio for NHI, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.002.88
Sortino ratio
The chart of Sortino ratio for NHI, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.006.003.80
Omega ratio
The chart of Omega ratio for NHI, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for NHI, currently valued at 2.36, compared to the broader market0.002.004.006.002.36
Martin ratio
The chart of Martin ratio for NHI, currently valued at 16.67, compared to the broader market0.0010.0020.0030.0016.67
MPW
Sharpe ratio
The chart of Sharpe ratio for MPW, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.27
Sortino ratio
The chart of Sortino ratio for MPW, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.006.000.94
Omega ratio
The chart of Omega ratio for MPW, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for MPW, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for MPW, currently valued at 0.93, compared to the broader market0.0010.0020.0030.000.93

NHI vs. MPW - Sharpe Ratio Comparison

The current NHI Sharpe Ratio is 2.88, which is higher than the MPW Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of NHI and MPW, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.88
0.27
NHI
MPW

Dividends

NHI vs. MPW - Dividend Comparison

NHI's dividend yield for the trailing twelve months is around 4.60%, less than MPW's 12.05% yield.


TTM20232022202120202019201820172016201520142013
NHI
National Health Investors, Inc.
4.60%6.45%6.89%6.62%6.38%5.15%5.30%5.04%4.85%5.59%4.40%5.56%
MPW
Medical Properties Trust, Inc.
12.05%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%6.63%

Drawdowns

NHI vs. MPW - Drawdown Comparison

The maximum NHI drawdown since its inception was -83.30%, roughly equal to the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for NHI and MPW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.17%
-76.06%
NHI
MPW

Volatility

NHI vs. MPW - Volatility Comparison

The current volatility for National Health Investors, Inc. (NHI) is 7.68%, while Medical Properties Trust, Inc. (MPW) has a volatility of 17.42%. This indicates that NHI experiences smaller price fluctuations and is considered to be less risky than MPW 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
7.68%
17.42%
NHI
MPW

Financials

NHI vs. MPW - Financials Comparison

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