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

Performance

PSA vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Public Storage (PSA) 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%JuneJulyAugustSeptemberOctoberNovember
19.30%
-15.58%
PSA
MPW

Returns By Period

In the year-to-date period, PSA achieves a 12.99% return, which is significantly higher than MPW's -7.29% return. Over the past 10 years, PSA has outperformed MPW with an annualized return of 10.27%, while MPW has yielded a comparatively lower -4.24% annualized return.


PSA

YTD

12.99%

1M

-3.21%

6M

19.30%

1Y

35.19%

5Y (annualized)

14.19%

10Y (annualized)

10.27%

MPW

YTD

-7.29%

1M

-15.39%

6M

-11.87%

1Y

1.72%

5Y (annualized)

-21.17%

10Y (annualized)

-4.24%

Fundamentals


PSAMPW
Market Cap$58.99B$2.61B
EPS$9.64-$2.90
PEG Ratio10.301.93
Total Revenue (TTM)$4.68B$641.32M
Gross Profit (TTM)$3.44B-$325.21M
EBITDA (TTM)$3.35B-$791.75M

Key characteristics


PSAMPW
Sharpe Ratio1.510.03
Sortino Ratio2.090.59
Omega Ratio1.261.08
Calmar Ratio1.020.03
Martin Ratio4.580.10
Ulcer Index7.48%21.64%
Daily Std Dev22.76%73.00%
Max Drawdown-55.80%-84.50%
Current Drawdown-9.13%-77.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.5

The correlation between PSA and MPW is 0.53, 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.

Risk-Adjusted Performance

PSA vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Storage (PSA) 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 PSA, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.510.03
The chart of Sortino ratio for PSA, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.090.59
The chart of Omega ratio for PSA, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.08
The chart of Calmar ratio for PSA, currently valued at 1.02, compared to the broader market0.002.004.006.001.020.03
The chart of Martin ratio for PSA, currently valued at 4.58, compared to the broader market0.0010.0020.0030.004.580.10
PSA
MPW

The current PSA Sharpe Ratio is 1.51, which is higher than the MPW Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of PSA 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.51
0.03
PSA
MPW

Dividends

PSA vs. MPW - Dividend Comparison

PSA's dividend yield for the trailing twelve months is around 3.59%, less than MPW's 12.55% yield.


TTM20232022202120202019201820172016201520142013
PSA
Public Storage
3.59%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%
MPW
Medical Properties Trust, Inc.
12.55%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%6.63%

Drawdowns

PSA vs. MPW - Drawdown Comparison

The maximum PSA drawdown since its inception was -55.80%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for PSA and MPW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.13%
-77.02%
PSA
MPW

Volatility

PSA vs. MPW - Volatility Comparison

The current volatility for Public Storage (PSA) is 9.31%, while Medical Properties Trust, Inc. (MPW) has a volatility of 16.38%. This indicates that PSA 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%25.00%JuneJulyAugustSeptemberOctoberNovember
9.31%
16.38%
PSA
MPW

Financials

PSA vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Public Storage 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