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OHI vs. PSPSY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OHI vs. PSPSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Omega Healthcare Investors, Inc. (OHI) and PSP Swiss Property AG (PSPSY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OHI achieves a 1.72% return, which is significantly lower than PSPSY's 2.76% return.


OHI

1D
-1.51%
1M
-7.18%
YTD
1.72%
6M
-1.29%
1Y
24.57%
3Y*
20.56%
5Y*
11.79%
10Y*
11.37%

PSPSY

1D
0.00%
1M
0.00%
YTD
2.76%
6M
2.76%
1Y
13.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OHI vs. PSPSY - Yearly Performance Comparison


2026 (YTD)202520242023
OHI
Omega Healthcare Investors, Inc.
1.72%25.52%33.57%-1.79%
PSPSY
PSP Swiss Property AG
2.76%64.12%-7.96%21.14%

Correlation

The correlation between OHI and PSPSY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2023

-0.00

Fundamentals

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Return for Risk

OHI vs. PSPSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OHI
OHI Risk / Return Rank: 7777
Overall Rank
OHI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
OHI Sortino Ratio Rank: 7575
Sortino Ratio Rank
OHI Omega Ratio Rank: 7272
Omega Ratio Rank
OHI Calmar Ratio Rank: 7878
Calmar Ratio Rank
OHI Martin Ratio Rank: 8181
Martin Ratio Rank

PSPSY
PSPSY Risk / Return Rank: 7373
Overall Rank
PSPSY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PSPSY Sortino Ratio Rank: 6969
Sortino Ratio Rank
PSPSY Omega Ratio Rank: 9898
Omega Ratio Rank
PSPSY Calmar Ratio Rank: 6565
Calmar Ratio Rank
PSPSY Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OHI vs. PSPSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Omega Healthcare Investors, Inc. (OHI) and PSP Swiss Property AG (PSPSY). 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.


OHIPSPSYDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.23

1.76

-0.53

Calmar ratioReturn relative to maximum drawdown

2.27

1.12

+1.15

Martin ratioReturn relative to average drawdown

6.35

2.50

+3.85

OHI vs. PSPSY - Sharpe Ratio Comparison

The current OHI Sharpe Ratio is 1.27, which is higher than the PSPSY Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of OHI and PSPSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OHIPSPSYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.77

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.94

-0.68

Drawdowns

OHI vs. PSPSY - Drawdown Comparison

The maximum OHI drawdown since its inception was -94.85%, which is greater than PSPSY's maximum drawdown of -12.53%. Use the drawdown chart below to compare losses from any high point for OHI and PSPSY.


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Drawdown Indicators


OHIPSPSYDifference

Max Drawdown

Largest peak-to-trough decline

-94.85%

-12.53%

-82.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-12.53%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.47%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

Max Drawdown (10Y)

Largest decline over 10 years

-66.92%

Current Drawdown

Current decline from peak

-10.59%

-0.21%

-10.38%

Average Drawdown

Average peak-to-trough decline

-24.05%

-5.51%

-18.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

5.59%

-1.69%

Volatility

OHI vs. PSPSY - Volatility Comparison

Omega Healthcare Investors, Inc. (OHI) has a higher volatility of 6.55% compared to PSP Swiss Property AG (PSPSY) at 0.00%. This indicates that OHI's price experiences larger fluctuations and is considered to be riskier than PSPSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OHIPSPSYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

0.00%

+6.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

7.04%

+7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

18.37%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.20%

31.05%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.25%

31.05%

+3.20%

Dividends

OHI vs. PSPSY - Dividend Comparison

OHI's dividend yield for the trailing twelve months is around 6.12%, more than PSPSY's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
OHI
Omega Healthcare Investors, Inc.
6.12%6.04%7.08%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%
PSPSY
PSP Swiss Property AG
2.53%2.37%3.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

OHI vs. PSPSY - Financials Comparison

This section allows you to compare key financial metrics between Omega Healthcare Investors, Inc. and PSP Swiss Property AG. 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


150.00M200.00M250.00M300.00M20222023202420252026
322.96M
(OHI) Total Revenue
(PSPSY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


OHI and PSPSY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OHI has higher volatility (6.55%) compared to PSPSY (0.00%). In terms of maximum drawdown, OHI dropped -94.85% vs PSPSY's -12.53%.

OHI currently has the higher Sharpe Ratio (1.27 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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