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SBR vs. MPW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBR and MPW is 0.17, 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.


-0.50.00.51.00.2

Performance

SBR vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sabine Royalty Trust (SBR) 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%JulyAugustSeptemberOctoberNovemberDecember
1.26%
-15.52%
SBR
MPW

Key characteristics

Sharpe Ratio

SBR:

0.06

MPW:

-0.18

Sortino Ratio

SBR:

0.22

MPW:

0.24

Omega Ratio

SBR:

1.03

MPW:

1.03

Calmar Ratio

SBR:

0.04

MPW:

-0.15

Martin Ratio

SBR:

0.18

MPW:

-0.59

Ulcer Index

SBR:

6.76%

MPW:

21.74%

Daily Std Dev

SBR:

21.66%

MPW:

70.13%

Max Drawdown

SBR:

-56.41%

MPW:

-84.50%

Current Drawdown

SBR:

-18.22%

MPW:

-78.24%

Fundamentals

Market Cap

SBR:

$917.18M

MPW:

$2.38B

EPS

SBR:

$6.49

MPW:

-$4.44

PEG Ratio

SBR:

0.00

MPW:

1.93

Total Revenue (TTM)

SBR:

$97.83M

MPW:

$641.32M

Gross Profit (TTM)

SBR:

$97.83M

MPW:

-$68.41M

EBITDA (TTM)

SBR:

$94.30M

MPW:

-$487.13M

Returns By Period

In the year-to-date period, SBR achieves a -0.54% return, which is significantly higher than MPW's -12.22% return. Over the past 10 years, SBR has outperformed MPW with an annualized return of 13.84%, while MPW has yielded a comparatively lower -4.90% annualized return.


SBR

YTD

-0.54%

1M

0.22%

6M

1.56%

1Y

-0.32%

5Y*

20.04%

10Y*

13.84%

MPW

YTD

-12.22%

1M

-5.04%

6M

-15.51%

1Y

-14.82%

5Y*

-22.42%

10Y*

-4.90%

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

SBR vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sabine Royalty Trust (SBR) 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 SBR, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06-0.18
The chart of Sortino ratio for SBR, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.220.24
The chart of Omega ratio for SBR, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.03
The chart of Calmar ratio for SBR, currently valued at 0.04, compared to the broader market0.002.004.006.000.04-0.15
The chart of Martin ratio for SBR, currently valued at 0.18, compared to the broader market0.0010.0020.000.18-0.59
SBR
MPW

The current SBR Sharpe Ratio is 0.06, which is higher than the MPW Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of SBR 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.06
-0.18
SBR
MPW

Dividends

SBR vs. MPW - Dividend Comparison

SBR's dividend yield for the trailing twelve months is around 8.80%, less than MPW's 11.73% yield.


TTM20232022202120202019201820172016201520142013
SBR
Sabine Royalty Trust
8.80%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.50%11.82%11.45%7.75%
MPW
Medical Properties Trust, Inc.
11.73%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%6.63%

Drawdowns

SBR vs. MPW - Drawdown Comparison

The maximum SBR drawdown since its inception was -56.41%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for SBR and MPW. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.22%
-78.24%
SBR
MPW

Volatility

SBR vs. MPW - Volatility Comparison

The current volatility for Sabine Royalty Trust (SBR) is 6.75%, while Medical Properties Trust, Inc. (MPW) has a volatility of 9.35%. This indicates that SBR 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%JulyAugustSeptemberOctoberNovemberDecember
6.75%
9.35%
SBR
MPW

Financials

SBR vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Sabine Royalty Trust 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
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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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