OHI vs. IVV
Compare and contrast key facts about Omega Healthcare Investors, Inc. (OHI) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OHI or IVV.
Performance
OHI vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, OHI achieves a 41.25% return, which is significantly higher than IVV's 25.01% return. Over the past 10 years, OHI has underperformed IVV with an annualized return of 8.92%, while IVV has yielded a comparatively higher 13.16% annualized return.
OHI
41.25%
-2.22%
34.19%
36.96%
7.92%
8.92%
IVV
25.01%
0.62%
11.85%
32.40%
15.40%
13.16%
Key characteristics
| OHI | IVV | |
|---|---|---|
| Sharpe Ratio | 1.95 | 2.67 |
| Sortino Ratio | 2.84 | 3.57 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 2.37 | 3.87 |
| Martin Ratio | 10.85 | 17.44 |
| Ulcer Index | 3.38% | 1.87% |
| Daily Std Dev | 18.83% | 12.20% |
| Max Drawdown | -94.62% | -55.25% |
| Current Drawdown | -4.33% | -1.74% |
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Correlation
The correlation between OHI and IVV is 0.41, 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
OHI vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Omega Healthcare Investors, Inc. (OHI) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
OHI vs. IVV - Dividend Comparison
OHI's dividend yield for the trailing twelve months is around 6.70%, more than IVV's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OHI Omega Healthcare Investors, Inc. | 6.70% | 8.74% | 9.59% | 9.06% | 7.38% | 6.26% | 7.51% | 9.22% | 7.55% | 6.23% | 5.17% | 6.24% |
IVV iShares Core S&P 500 ETF | 1.26% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
OHI vs. IVV - Drawdown Comparison
The maximum OHI drawdown since its inception was -94.62%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for OHI and IVV. For additional features, visit the drawdowns tool.
Volatility
OHI vs. IVV - Volatility Comparison
Omega Healthcare Investors, Inc. (OHI) has a higher volatility of 6.61% compared to iShares Core S&P 500 ETF (IVV) at 4.08%. This indicates that OHI's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.