PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
OLP vs. NHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OLP and NHI is 0.34, 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.


-0.50.00.51.00.3

Performance

OLP vs. NHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Liberty Properties, Inc. (OLP) and National Health Investors, Inc. (NHI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.13%
5.65%
OLP
NHI

Key characteristics

Sharpe Ratio

OLP:

1.30

NHI:

1.29

Sortino Ratio

OLP:

1.84

NHI:

1.85

Omega Ratio

OLP:

1.23

NHI:

1.22

Calmar Ratio

OLP:

0.82

NHI:

1.04

Martin Ratio

OLP:

6.73

NHI:

5.27

Ulcer Index

OLP:

4.36%

NHI:

5.10%

Daily Std Dev

OLP:

22.58%

NHI:

20.88%

Max Drawdown

OLP:

-87.45%

NHI:

-83.30%

Current Drawdown

OLP:

-9.19%

NHI:

-18.28%

Fundamentals

Market Cap

OLP:

$615.31M

NHI:

$3.26B

EPS

OLP:

$1.63

NHI:

$2.91

PE Ratio

OLP:

17.65

NHI:

24.66

PEG Ratio

OLP:

0.00

NHI:

1.99

Total Revenue (TTM)

OLP:

$89.45M

NHI:

$330.34M

Gross Profit (TTM)

OLP:

$54.26M

NHI:

$262.05M

EBITDA (TTM)

OLP:

$67.15M

NHI:

$259.94M

Returns By Period

In the year-to-date period, OLP achieves a 32.02% return, which is significantly higher than NHI's 28.15% return. Over the past 10 years, OLP has outperformed NHI with an annualized return of 9.01%, while NHI has yielded a comparatively lower 5.74% annualized return.


OLP

YTD

32.02%

1M

-5.10%

6M

18.58%

1Y

31.60%

5Y*

7.81%

10Y*

9.01%

NHI

YTD

28.15%

1M

-11.58%

6M

5.89%

1Y

27.70%

5Y*

3.02%

10Y*

5.74%

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

OLP vs. NHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for One Liberty Properties, Inc. (OLP) and National Health Investors, Inc. (NHI). 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 OLP, currently valued at 1.30, compared to the broader market-4.00-2.000.002.001.301.29
The chart of Sortino ratio for OLP, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.841.85
The chart of Omega ratio for OLP, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.22
The chart of Calmar ratio for OLP, currently valued at 0.82, compared to the broader market0.002.004.006.000.821.04
The chart of Martin ratio for OLP, currently valued at 6.73, compared to the broader market0.0010.0020.006.735.27
OLP
NHI

The current OLP Sharpe Ratio is 1.30, which is comparable to the NHI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of OLP and NHI, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.30
1.29
OLP
NHI

Dividends

OLP vs. NHI - Dividend Comparison

OLP's dividend yield for the trailing twelve months is around 4.93%, less than NHI's 5.23% yield.


TTM20232022202120202019201820172016201520142013
OLP
One Liberty Properties, Inc.
4.93%8.22%8.10%5.10%8.97%6.62%7.43%6.71%6.61%7.36%6.34%7.05%
NHI
National Health Investors, Inc.
5.23%6.45%6.89%6.62%6.38%5.15%5.30%5.04%4.85%5.59%4.40%5.56%

Drawdowns

OLP vs. NHI - Drawdown Comparison

The maximum OLP drawdown since its inception was -87.45%, roughly equal to the maximum NHI drawdown of -83.30%. Use the drawdown chart below to compare losses from any high point for OLP and NHI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.19%
-18.28%
OLP
NHI

Volatility

OLP vs. NHI - Volatility Comparison

One Liberty Properties, Inc. (OLP) has a higher volatility of 6.53% compared to National Health Investors, Inc. (NHI) at 5.08%. This indicates that OLP's price experiences larger fluctuations and is considered to be riskier than NHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.53%
5.08%
OLP
NHI

Financials

OLP vs. NHI - Financials Comparison

This section allows you to compare key financial metrics between One Liberty Properties, Inc. and National Health 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab