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

Correlation

The correlation between OHI and MPW is 0.60, 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

OHI vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Omega Healthcare Investors, Inc. (OHI) 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
18.47%
-18.80%
OHI
MPW

Key characteristics

Sharpe Ratio

OHI:

1.68

MPW:

-0.26

Sortino Ratio

OHI:

2.48

MPW:

0.10

Omega Ratio

OHI:

1.31

MPW:

1.01

Calmar Ratio

OHI:

2.05

MPW:

-0.22

Martin Ratio

OHI:

10.48

MPW:

-0.84

Ulcer Index

OHI:

3.02%

MPW:

21.88%

Daily Std Dev

OHI:

18.89%

MPW:

70.21%

Max Drawdown

OHI:

-94.62%

MPW:

-84.50%

Current Drawdown

OHI:

-9.63%

MPW:

-79.13%

Fundamentals

Market Cap

OHI:

$10.91B

MPW:

$2.38B

EPS

OHI:

$1.36

MPW:

-$4.44

PEG Ratio

OHI:

1.13

MPW:

1.93

Total Revenue (TTM)

OHI:

$1.02B

MPW:

$641.32M

Gross Profit (TTM)

OHI:

$844.85M

MPW:

-$68.41M

EBITDA (TTM)

OHI:

$887.34M

MPW:

-$487.13M

Returns By Period

In the year-to-date period, OHI achieves a 33.43% return, which is significantly higher than MPW's -15.80% return. Over the past 10 years, OHI has outperformed MPW with an annualized return of 7.67%, while MPW has yielded a comparatively lower -5.54% annualized return.


OHI

YTD

33.43%

1M

-5.83%

6M

19.63%

1Y

33.00%

5Y*

6.23%

10Y*

7.67%

MPW

YTD

-15.80%

1M

-11.44%

6M

-18.96%

1Y

-14.76%

5Y*

-23.05%

10Y*

-5.54%

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

OHI vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omega Healthcare Investors, Inc. (OHI) 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 OHI, currently valued at 1.68, compared to the broader market-4.00-2.000.002.001.68-0.26
The chart of Sortino ratio for OHI, currently valued at 2.48, compared to the broader market-4.00-2.000.002.004.002.480.10
The chart of Omega ratio for OHI, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.01
The chart of Calmar ratio for OHI, currently valued at 2.05, compared to the broader market0.002.004.006.002.05-0.22
The chart of Martin ratio for OHI, currently valued at 10.48, compared to the broader market0.0010.0020.0010.48-0.84
OHI
MPW

The current OHI Sharpe Ratio is 1.68, which is higher than the MPW Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of OHI 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.68
-0.26
OHI
MPW

Dividends

OHI vs. MPW - Dividend Comparison

OHI's dividend yield for the trailing twelve months is around 7.09%, less than MPW's 12.23% yield.


TTM20232022202120202019201820172016201520142013
OHI
Omega Healthcare Investors, Inc.
7.09%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%6.24%
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

OHI vs. MPW - Drawdown Comparison

The maximum OHI drawdown since its inception was -94.62%, which is greater than MPW's maximum drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for OHI and MPW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.63%
-79.13%
OHI
MPW

Volatility

OHI vs. MPW - Volatility Comparison

The current volatility for Omega Healthcare Investors, Inc. (OHI) is 4.86%, while Medical Properties Trust, Inc. (MPW) has a volatility of 9.55%. This indicates that OHI 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
4.86%
9.55%
OHI
MPW

Financials

OHI vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Omega Healthcare 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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