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OHI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OHI and VOO is 0.39, 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.


-0.50.00.51.00.4

Performance

OHI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Omega Healthcare Investors, Inc. (OHI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.47%
8.89%
OHI
VOO

Key characteristics

Sharpe Ratio

OHI:

1.68

VOO:

2.21

Sortino Ratio

OHI:

2.48

VOO:

2.93

Omega Ratio

OHI:

1.31

VOO:

1.41

Calmar Ratio

OHI:

2.05

VOO:

3.25

Martin Ratio

OHI:

10.48

VOO:

14.47

Ulcer Index

OHI:

3.02%

VOO:

1.90%

Daily Std Dev

OHI:

18.89%

VOO:

12.43%

Max Drawdown

OHI:

-94.62%

VOO:

-33.99%

Current Drawdown

OHI:

-9.63%

VOO:

-2.87%

Returns By Period

In the year-to-date period, OHI achieves a 33.43% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, OHI has underperformed VOO with an annualized return of 7.67%, while VOO has yielded a comparatively higher 13.04% annualized return.


OHI

YTD

33.43%

1M

-5.83%

6M

19.63%

1Y

33.00%

5Y*

6.23%

10Y*

7.67%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

OHI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Omega Healthcare Investors, Inc. (OHI) and Vanguard S&P 500 ETF (VOO). 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 1.75, compared to the broader market-4.00-2.000.002.001.752.21
The chart of Sortino ratio for OHI, currently valued at 2.57, compared to the broader market-4.00-2.000.002.004.002.572.93
The chart of Omega ratio for OHI, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.41
The chart of Calmar ratio for OHI, currently valued at 2.13, compared to the broader market0.002.004.006.002.133.25
The chart of Martin ratio for OHI, currently valued at 10.71, compared to the broader market0.0010.0020.0010.7114.47
OHI
VOO

The current OHI Sharpe Ratio is 1.68, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of OHI and VOO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.75
2.21
OHI
VOO

Dividends

OHI vs. VOO - Dividend Comparison

OHI's dividend yield for the trailing twelve months is around 7.09%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

OHI vs. VOO - Drawdown Comparison

The maximum OHI drawdown since its inception was -94.62%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OHI and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.63%
-2.87%
OHI
VOO

Volatility

OHI vs. VOO - Volatility Comparison

Omega Healthcare Investors, Inc. (OHI) has a higher volatility of 4.85% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that OHI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.85%
3.64%
OHI
VOO
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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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