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

Performance

PSPSY vs. OHI - Performance Comparison

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

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Returns By Period

In the year-to-date period, PSPSY achieves a 0.16% return, which is significantly lower than OHI's 7.78% return.


PSPSY

1D
0.00%
1M
-2.53%
YTD
0.16%
6M
0.16%
1Y
10.99%
3Y*
5Y*
10Y*

OHI

1D
2.90%
1M
-3.11%
YTD
7.78%
6M
8.96%
1Y
32.42%
3Y*
24.28%
5Y*
13.63%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSPSY vs. OHI - Yearly Performance Comparison


2026 (YTD)202520242023
PSPSY
PSP Swiss Property AG
0.16%64.12%-7.96%21.14%
OHI
Omega Healthcare Investors, Inc.
7.78%25.52%33.57%-3.43%

Correlation

The correlation between PSPSY and OHI is -0.03, 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

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2023

-0.01

Fundamentals

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Return for Risk

PSPSY vs. OHI — Risk / Return Rank

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

PSPSY
PSPSY Risk / Return Rank: 6969
Overall Rank
PSPSY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSPSY Sortino Ratio Rank: 6363
Sortino Ratio Rank
PSPSY Omega Ratio Rank: 9595
Omega Ratio Rank
PSPSY Calmar Ratio Rank: 6262
Calmar Ratio Rank
PSPSY Martin Ratio Rank: 6262
Martin Ratio Rank

OHI
OHI Risk / Return Rank: 8383
Overall Rank
OHI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
OHI Sortino Ratio Rank: 8383
Sortino Ratio Rank
OHI Omega Ratio Rank: 8080
Omega Ratio Rank
OHI Calmar Ratio Rank: 8383
Calmar Ratio Rank
OHI Martin Ratio Rank: 8484
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.

PSPSY vs. OHI - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSPSYOHIDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.56

1.29

+0.26

Calmar ratioReturn relative to maximum drawdown

0.89

3.00

-2.11

Martin ratioReturn relative to average drawdown

1.97

7.85

-5.88

PSPSY vs. OHI - Sharpe Ratio Comparison

The current PSPSY Sharpe Ratio is 0.60, which is lower than the OHI Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PSPSY and OHI, 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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Drawdowns

PSPSY vs. OHI - Drawdown Comparison

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


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Drawdown Indicators


PSPSYOHIDifference

Max Drawdown

Largest peak-to-trough decline

-12.53%

-94.85%

+82.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-10.86%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

Max Drawdown (10Y)

Largest decline over 10 years

-66.92%

Current Drawdown

Current decline from peak

-2.74%

-5.27%

+2.53%

Average Drawdown

Average peak-to-trough decline

-5.44%

-24.03%

+18.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

4.15%

+1.45%

Volatility

PSPSY vs. OHI - Volatility Comparison

The current volatility for PSP Swiss Property AG (PSPSY) is 2.56%, while Omega Healthcare Investors, Inc. (OHI) has a volatility of 7.97%. This indicates that PSPSY experiences smaller price fluctuations and is considered to be less risky than OHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSPSYOHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

7.97%

-5.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

15.48%

-7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

19.94%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.82%

24.27%

+6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.82%

34.30%

-3.48%

Dividends

PSPSY vs. OHI - Dividend Comparison

PSPSY's dividend yield for the trailing twelve months is around 2.60%, less than OHI's 5.77% yield.


PositionTTM20252024202320222021202020192018201720162015
OHI
Omega Healthcare Investors, Inc.
5.77%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
2.60%2.37%3.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

PSPSY vs. OHI - Financials Comparison

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


150.00M200.00M250.00M300.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
322.96M
(PSPSY) Total Revenue
(OHI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PSPSY and OHI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OHI has higher volatility (7.97%) compared to PSPSY (2.56%). In terms of maximum drawdown, PSPSY dropped -12.53% vs OHI's -94.85%.

OHI currently has the higher Sharpe Ratio (1.63 vs 0.60), 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.

Portfolio Optimizer

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