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

Correlation

The correlation between SCM and MPW is 0.32, 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.


Performance

SCM vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellus Capital Investment Corporation (SCM) and Medical Properties Trust, Inc. (MPW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SCM:

0.37

MPW:

0.13

Sortino Ratio

SCM:

0.57

MPW:

0.37

Omega Ratio

SCM:

1.10

MPW:

1.04

Calmar Ratio

SCM:

0.31

MPW:

-0.02

Martin Ratio

SCM:

1.13

MPW:

-0.07

Ulcer Index

SCM:

6.64%

MPW:

21.17%

Daily Std Dev

SCM:

21.18%

MPW:

52.85%

Max Drawdown

SCM:

-66.06%

MPW:

-84.50%

Current Drawdown

SCM:

-10.48%

MPW:

-72.21%

Fundamentals

Market Cap

SCM:

$383.33M

MPW:

$2.97B

EPS

SCM:

$1.79

MPW:

-$2.76

PEG Ratio

SCM:

0.00

MPW:

1.93

PS Ratio

SCM:

3.66

MPW:

2.98

PB Ratio

SCM:

1.04

MPW:

0.64

Total Revenue (TTM)

SCM:

$24.95T

MPW:

$948.03M

Gross Profit (TTM)

SCM:

$26.50T

MPW:

$312.22M

EBITDA (TTM)

SCM:

$10.26T

MPW:

$1.69B

Returns By Period

In the year-to-date period, SCM achieves a 2.64% return, which is significantly lower than MPW's 26.75% return. Over the past 10 years, SCM has outperformed MPW with an annualized return of 12.68%, while MPW has yielded a comparatively lower -2.85% annualized return.


SCM

YTD

2.64%

1M

7.82%

6M

3.07%

1Y

7.79%

3Y*

15.22%

5Y*

27.63%

10Y*

12.68%

MPW

YTD

26.75%

1M

-9.36%

6M

21.28%

1Y

6.57%

3Y*

-28.49%

5Y*

-15.76%

10Y*

-2.85%

*Annualized

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Medical Properties Trust, Inc.

Risk-Adjusted Performance

SCM vs. MPW — Risk-Adjusted Performance Rank

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

SCM
The Risk-Adjusted Performance Rank of SCM is 6262
Overall Rank
The Sharpe Ratio Rank of SCM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SCM is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SCM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SCM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SCM is 6565
Martin Ratio Rank

MPW
The Risk-Adjusted Performance Rank of MPW is 4949
Overall Rank
The Sharpe Ratio Rank of MPW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 4545
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCM vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellus Capital Investment Corporation (SCM) 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.


The current SCM Sharpe Ratio is 0.37, which is higher than the MPW Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SCM 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.


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Dividends

SCM vs. MPW - Dividend Comparison

SCM's dividend yield for the trailing twelve months is around 11.73%, more than MPW's 7.89% yield.


TTM20242023202220212020201920182017201620152014
SCM
Stellus Capital Investment Corporation
11.73%11.60%12.42%11.63%8.27%10.56%9.53%10.47%10.32%11.24%14.07%12.06%
MPW
Medical Properties Trust, Inc.
7.89%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%

Drawdowns

SCM vs. MPW - Drawdown Comparison

The maximum SCM drawdown since its inception was -66.06%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for SCM and MPW. For additional features, visit the drawdowns tool.


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Volatility

SCM vs. MPW - Volatility Comparison

The current volatility for Stellus Capital Investment Corporation (SCM) is 6.54%, while Medical Properties Trust, Inc. (MPW) has a volatility of 11.45%. This indicates that SCM 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.


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Financials

SCM vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Stellus Capital Investment Corporation 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


0.005.00T10.00T15.00T20.00T25.00T20212022202320242025
24.95T
223.80M
(SCM) Total Revenue
(MPW) Total Revenue
Values in USD except per share items