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PHP.L vs. RWR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHP.L vs. RWR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Primary Health Properties (PHP.L) and SPDR Dow Jones REIT ETF (RWR). The values are adjusted to include any dividend payments, if applicable.

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PHP.L vs. RWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHP.L
Primary Health Properties
-3.67%13.36%-3.49%0.11%-23.05%3.17%-0.83%50.58%-0.19%10.16%
RWR
SPDR Dow Jones REIT ETF
5.39%-4.15%9.62%8.07%-17.31%46.85%-14.00%18.05%1.19%-5.48%
Different Trading Currencies

PHP.L is traded in GBp, while RWR is traded in USD. To make them comparable, the RWR values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PHP.L achieves a -3.67% return, which is significantly lower than RWR's 5.39% return. Over the past 10 years, PHP.L has underperformed RWR with an annualized return of 4.52%, while RWR has yielded a comparatively higher 5.13% annualized return.


PHP.L

1D
-0.33%
1M
-14.42%
YTD
-3.67%
6M
5.38%
1Y
4.47%
3Y*
3.85%
5Y*
-3.24%
10Y*
4.52%

RWR

1D
1.08%
1M
-4.21%
YTD
5.39%
6M
4.31%
1Y
3.36%
3Y*
5.95%
5Y*
5.53%
10Y*
5.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PHP.L vs. RWR — Risk / Return Rank

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

PHP.L
PHP.L Risk / Return Rank: 4646
Overall Rank
PHP.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PHP.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
PHP.L Omega Ratio Rank: 4141
Omega Ratio Rank
PHP.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
PHP.L Martin Ratio Rank: 4949
Martin Ratio Rank

RWR
RWR Risk / Return Rank: 2424
Overall Rank
RWR Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 2222
Sortino Ratio Rank
RWR Omega Ratio Rank: 2222
Omega Ratio Rank
RWR Calmar Ratio Rank: 2424
Calmar Ratio Rank
RWR Martin Ratio Rank: 2828
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.

PHP.L vs. RWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Primary Health Properties (PHP.L) and SPDR Dow Jones REIT ETF (RWR). 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.


PHP.LRWRDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.20

+0.05

Sortino ratio

Return per unit of downside risk

0.47

0.39

+0.08

Omega ratio

Gain probability vs. loss probability

1.06

1.05

+0.01

Calmar ratio

Return relative to maximum drawdown

0.28

0.36

-0.08

Martin ratio

Return relative to average drawdown

0.70

0.96

-0.27

PHP.L vs. RWR - Sharpe Ratio Comparison

The current PHP.L Sharpe Ratio is 0.24, which is comparable to the RWR Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PHP.L and RWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PHP.LRWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.20

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.31

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.24

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.22

+0.21

Correlation

The correlation between PHP.L and RWR is 0.14, 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.


Dividends

PHP.L vs. RWR - Dividend Comparison

PHP.L's dividend yield for the trailing twelve months is around 7.93%, more than RWR's 3.69% yield.


TTM20252024202320222021202020192018201720162015
PHP.L
Primary Health Properties
7.93%7.25%7.40%6.45%5.87%4.10%3.86%3.50%4.86%4.50%4.62%4.65%
RWR
SPDR Dow Jones REIT ETF
3.69%3.78%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%

Drawdowns

PHP.L vs. RWR - Drawdown Comparison

The maximum PHP.L drawdown since its inception was -52.64%, smaller than the maximum RWR drawdown of -61.99%. Use the drawdown chart below to compare losses from any high point for PHP.L and RWR.


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Drawdown Indicators


PHP.LRWRDifference

Max Drawdown

Largest peak-to-trough decline

-52.64%

-74.92%

+22.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.84%

-13.42%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-42.78%

-32.58%

-10.20%

Max Drawdown (10Y)

Largest decline over 10 years

-42.78%

-44.39%

+1.61%

Current Drawdown

Current decline from peak

-26.79%

-6.44%

-20.35%

Average Drawdown

Average peak-to-trough decline

-12.82%

-13.19%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

3.13%

+3.20%

Volatility

PHP.L vs. RWR - Volatility Comparison

Primary Health Properties (PHP.L) has a higher volatility of 7.20% compared to SPDR Dow Jones REIT ETF (RWR) at 4.20%. This indicates that PHP.L's price experiences larger fluctuations and is considered to be riskier than RWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHP.LRWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

4.20%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

9.73%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

17.27%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.01%

17.98%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

21.38%

-1.65%