PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NHI vs. WELL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

NHI vs. WELL - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
22.35%
38.93%
NHI
WELL

Returns By Period

In the year-to-date period, NHI achieves a 43.60% return, which is significantly lower than WELL's 55.98% return. Over the past 10 years, NHI has underperformed WELL with an annualized return of 7.71%, while WELL has yielded a comparatively higher 11.06% annualized return.


NHI

YTD

43.60%

1M

3.27%

6M

20.52%

1Y

52.01%

5Y (annualized)

6.01%

10Y (annualized)

7.71%

WELL

YTD

55.98%

1M

6.17%

6M

36.32%

1Y

58.49%

5Y (annualized)

14.14%

10Y (annualized)

11.06%

Fundamentals


NHIWELL
Market Cap$3.50B$85.56B
EPS$2.91$1.58
PE Ratio26.5186.96
PEG Ratio1.992.34
Total Revenue (TTM)$316.57M$7.44B
Gross Profit (TTM)$248.18M$1.00B
EBITDA (TTM)$259.94M$2.78B

Key characteristics


NHIWELL
Sharpe Ratio2.463.24
Sortino Ratio3.284.72
Omega Ratio1.401.57
Calmar Ratio1.978.27
Martin Ratio13.3027.06
Ulcer Index3.84%2.17%
Daily Std Dev20.77%18.17%
Max Drawdown-83.30%-63.33%
Current Drawdown-8.43%-0.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between NHI and WELL 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.

Risk-Adjusted Performance

NHI vs. WELL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Health Investors, Inc. (NHI) and Welltower Inc. (WELL). 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-4.00-2.000.002.004.002.463.24
The chart of Sortino ratio for NHI, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.003.284.72
The chart of Omega ratio for NHI, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.57
The chart of Calmar ratio for NHI, currently valued at 1.97, compared to the broader market0.002.004.006.001.978.27
The chart of Martin ratio for NHI, currently valued at 13.30, compared to the broader market-10.000.0010.0020.0030.0013.3027.06
NHI
WELL

The current NHI Sharpe Ratio is 2.46, which is comparable to the WELL Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of NHI and WELL, 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
2.46
3.24
NHI
WELL

Dividends

NHI vs. WELL - Dividend Comparison

NHI's dividend yield for the trailing twelve months is around 4.67%, more than WELL's 1.86% 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%
WELL
Welltower Inc.
1.86%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%5.71%

Drawdowns

NHI vs. WELL - Drawdown Comparison

The maximum NHI drawdown since its inception was -83.30%, which is greater than WELL's maximum drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for NHI and WELL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.43%
-0.56%
NHI
WELL

Volatility

NHI vs. WELL - Volatility Comparison

National Health Investors, Inc. (NHI) and Welltower Inc. (WELL) have volatilities of 7.02% and 7.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.02%
7.26%
NHI
WELL

Financials

NHI vs. WELL - Financials Comparison

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