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OGN vs. OHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

OGN vs. OHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Organon & Co. (OGN) and Omega Healthcare Investors, Inc. (OHI). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-28.42%
32.47%
OGN
OHI

Returns By Period

In the year-to-date period, OGN achieves a 11.25% return, which is significantly lower than OHI's 39.43% return.


OGN

YTD

11.25%

1M

-12.73%

6M

-28.41%

1Y

41.84%

5Y (annualized)

N/A

10Y (annualized)

N/A

OHI

YTD

39.43%

1M

-3.48%

6M

32.47%

1Y

35.20%

5Y (annualized)

7.64%

10Y (annualized)

8.78%

Fundamentals


OGNOHI
Market Cap$4.01B$11.36B
EPS$5.05$1.36
PE Ratio3.0930.13
Total Revenue (TTM)$6.41B$261.41M
Gross Profit (TTM)$3.73B-$54.48M
EBITDA (TTM)$1.69B$732.54M

Key characteristics


OGNOHI
Sharpe Ratio1.161.85
Sortino Ratio1.882.71
Omega Ratio1.231.33
Calmar Ratio0.672.25
Martin Ratio4.2410.30
Ulcer Index10.96%3.38%
Daily Std Dev39.92%18.88%
Max Drawdown-69.56%-94.62%
Current Drawdown-55.41%-5.57%

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Correlation

-0.50.00.51.00.3

The correlation between OGN and OHI is 0.29, 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

OGN vs. OHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) and Omega Healthcare Investors, Inc. (OHI). 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 OGN, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.161.85
The chart of Sortino ratio for OGN, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.882.71
The chart of Omega ratio for OGN, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.33
The chart of Calmar ratio for OGN, currently valued at 0.67, compared to the broader market0.002.004.006.000.672.25
The chart of Martin ratio for OGN, currently valued at 4.24, compared to the broader market-10.000.0010.0020.0030.004.2410.30
OGN
OHI

The current OGN Sharpe Ratio is 1.16, which is lower than the OHI Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of OGN and OHI, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.16
1.85
OGN
OHI

Dividends

OGN vs. OHI - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 7.42%, more than OHI's 6.78% yield.


TTM20232022202120202019201820172016201520142013
OGN
Organon & Co.
7.42%7.77%4.01%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OHI
Omega Healthcare Investors, Inc.
6.78%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%6.24%

Drawdowns

OGN vs. OHI - Drawdown Comparison

The maximum OGN drawdown since its inception was -69.56%, smaller than the maximum OHI drawdown of -94.62%. Use the drawdown chart below to compare losses from any high point for OGN and OHI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.41%
-5.57%
OGN
OHI

Volatility

OGN vs. OHI - Volatility Comparison

Organon & Co. (OGN) has a higher volatility of 11.18% compared to Omega Healthcare Investors, Inc. (OHI) at 6.71%. This indicates that OGN's price experiences larger fluctuations and is considered to be riskier than OHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
11.18%
6.71%
OGN
OHI

Financials

OGN vs. OHI - Financials Comparison

This section allows you to compare key financial metrics between Organon & Co. and Omega Healthcare Investors, 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