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

Correlation

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.


-0.50.00.51.00.6

Performance

NHI vs. MPW - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.66%
-18.80%
NHI
MPW

Key characteristics

Sharpe Ratio

NHI:

1.29

MPW:

-0.26

Sortino Ratio

NHI:

1.85

MPW:

0.10

Omega Ratio

NHI:

1.22

MPW:

1.01

Calmar Ratio

NHI:

1.04

MPW:

-0.22

Martin Ratio

NHI:

5.27

MPW:

-0.84

Ulcer Index

NHI:

5.10%

MPW:

21.88%

Daily Std Dev

NHI:

20.88%

MPW:

70.21%

Max Drawdown

NHI:

-83.30%

MPW:

-84.50%

Current Drawdown

NHI:

-18.28%

MPW:

-79.13%

Fundamentals

Market Cap

NHI:

$3.26B

MPW:

$2.38B

EPS

NHI:

$2.91

MPW:

-$4.44

PEG Ratio

NHI:

1.99

MPW:

1.93

Total Revenue (TTM)

NHI:

$330.34M

MPW:

$641.32M

Gross Profit (TTM)

NHI:

$262.05M

MPW:

-$68.41M

EBITDA (TTM)

NHI:

$259.94M

MPW:

-$487.13M

Returns By Period

In the year-to-date period, NHI achieves a 28.15% return, which is significantly higher than MPW's -15.80% return. Over the past 10 years, NHI has outperformed MPW with an annualized return of 5.74%, while MPW has yielded a comparatively lower -5.54% annualized return.


NHI

YTD

28.15%

1M

-11.58%

6M

5.89%

1Y

27.70%

5Y*

3.02%

10Y*

5.74%

MPW

YTD

-15.80%

1M

-11.44%

6M

-18.96%

1Y

-14.76%

5Y*

-23.05%

10Y*

-5.54%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for NHI, currently valued at 1.29, compared to the broader market-4.00-2.000.002.001.29-0.26
The chart of Sortino ratio for NHI, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.850.10
The chart of Omega ratio for NHI, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.01
The chart of Calmar ratio for NHI, currently valued at 1.04, compared to the broader market0.002.004.006.001.04-0.22
The chart of Martin ratio for NHI, currently valued at 5.27, compared to the broader market0.0010.0020.005.27-0.84
NHI
MPW

The current NHI Sharpe Ratio is 1.29, which is higher than the MPW Sharpe Ratio of -0.26. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.29
-0.26
NHI
MPW

Dividends

NHI vs. MPW - Dividend Comparison

NHI's dividend yield for the trailing twelve months is around 5.23%, less than MPW's 12.23% yield.


TTM20232022202120202019201820172016201520142013
NHI
National Health Investors, Inc.
5.23%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.
12.23%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%JulyAugustSeptemberOctoberNovemberDecember
-18.28%
-79.13%
NHI
MPW

Volatility

NHI vs. MPW - Volatility Comparison

The current volatility for National Health Investors, Inc. (NHI) is 5.08%, while Medical Properties Trust, Inc. (MPW) has a volatility of 9.55%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.08%
9.55%
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
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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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