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NXRT vs. INVH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NXRT and INVH is 0.53, 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.


-0.50.00.51.00.5

Performance

NXRT vs. INVH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexPoint Residential Trust, Inc. (NXRT) and Invitation Homes Inc. (INVH). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
142.51%
88.69%
NXRT
INVH

Key characteristics

Sharpe Ratio

NXRT:

1.04

INVH:

-0.24

Sortino Ratio

NXRT:

1.54

INVH:

-0.18

Omega Ratio

NXRT:

1.19

INVH:

0.98

Calmar Ratio

NXRT:

0.41

INVH:

-0.19

Martin Ratio

NXRT:

3.71

INVH:

-0.90

Ulcer Index

NXRT:

7.56%

INVH:

5.27%

Daily Std Dev

NXRT:

26.93%

INVH:

19.99%

Max Drawdown

NXRT:

-70.30%

INVH:

-50.54%

Current Drawdown

NXRT:

-49.81%

INVH:

-23.90%

Fundamentals

Market Cap

NXRT:

$2.30B

INVH:

$20.30B

EPS

NXRT:

$1.77

INVH:

$0.72

PE Ratio

NXRT:

25.24

INVH:

46.01

PEG Ratio

NXRT:

-36.54

INVH:

15.34

Total Revenue (TTM)

NXRT:

$264.80M

INVH:

$2.63B

Gross Profit (TTM)

NXRT:

$95.56M

INVH:

$1.05B

EBITDA (TTM)

NXRT:

$182.75M

INVH:

$1.85B

Returns By Period

In the year-to-date period, NXRT achieves a 29.53% return, which is significantly higher than INVH's -5.07% return.


NXRT

YTD

29.53%

1M

-5.40%

6M

17.04%

1Y

28.33%

5Y*

3.14%

10Y*

N/A

INVH

YTD

-5.07%

1M

-7.44%

6M

-10.11%

1Y

-5.56%

5Y*

4.04%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

NXRT vs. INVH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NexPoint Residential Trust, Inc. (NXRT) and Invitation Homes Inc. (INVH). 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 NXRT, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.04-0.24
The chart of Sortino ratio for NXRT, currently valued at 1.54, compared to the broader market-4.00-2.000.002.004.001.54-0.18
The chart of Omega ratio for NXRT, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.98
The chart of Calmar ratio for NXRT, currently valued at 0.41, compared to the broader market0.002.004.006.000.41-0.19
The chart of Martin ratio for NXRT, currently valued at 3.71, compared to the broader market0.0010.0020.003.71-0.90
NXRT
INVH

The current NXRT Sharpe Ratio is 1.04, which is higher than the INVH Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of NXRT and INVH, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.04
-0.24
NXRT
INVH

Dividends

NXRT vs. INVH - Dividend Comparison

NXRT's dividend yield for the trailing twelve months is around 4.46%, more than INVH's 3.54% yield.


TTM202320222021202020192018201720162015
NXRT
NexPoint Residential Trust, Inc.
4.46%5.00%3.58%1.67%3.03%2.53%2.92%3.26%3.75%4.72%
INVH
Invitation Homes Inc.
3.54%3.87%2.97%1.50%2.02%1.74%2.19%0.93%0.00%0.00%

Drawdowns

NXRT vs. INVH - Drawdown Comparison

The maximum NXRT drawdown since its inception was -70.30%, which is greater than INVH's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for NXRT and INVH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-49.81%
-23.90%
NXRT
INVH

Volatility

NXRT vs. INVH - Volatility Comparison

NexPoint Residential Trust, Inc. (NXRT) has a higher volatility of 7.08% compared to Invitation Homes Inc. (INVH) at 4.48%. This indicates that NXRT's price experiences larger fluctuations and is considered to be riskier than INVH 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%JulyAugustSeptemberOctoberNovemberDecember
7.08%
4.48%
NXRT
INVH

Financials

NXRT vs. INVH - Financials Comparison

This section allows you to compare key financial metrics between NexPoint Residential Trust, Inc. and Invitation Homes 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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