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UHT vs. NHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between UHT and NHI is 0.46, 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.


-0.50.00.51.00.5

Performance

UHT vs. NHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Realty Income Trust (UHT) and National Health Investors, Inc. (NHI). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,113.58%
3,520.98%
UHT
NHI

Key characteristics

Sharpe Ratio

UHT:

-0.27

NHI:

1.40

Sortino Ratio

UHT:

-0.20

NHI:

1.98

Omega Ratio

UHT:

0.98

NHI:

1.24

Calmar Ratio

UHT:

-0.10

NHI:

1.13

Martin Ratio

UHT:

-0.61

NHI:

5.89

Ulcer Index

UHT:

11.26%

NHI:

4.97%

Daily Std Dev

UHT:

25.53%

NHI:

20.95%

Max Drawdown

UHT:

-69.20%

NHI:

-83.30%

Current Drawdown

UHT:

-62.59%

NHI:

-18.21%

Fundamentals

Market Cap

UHT:

$534.32M

NHI:

$3.26B

EPS

UHT:

$1.31

NHI:

$2.91

PE Ratio

UHT:

29.45

NHI:

24.66

PEG Ratio

UHT:

0.00

NHI:

1.99

Total Revenue (TTM)

UHT:

$74.74M

NHI:

$330.34M

Gross Profit (TTM)

UHT:

$11.90M

NHI:

$262.05M

EBITDA (TTM)

UHT:

$46.13M

NHI:

$259.94M

Returns By Period

In the year-to-date period, UHT achieves a -7.25% return, which is significantly lower than NHI's 28.26% return. Over the past 10 years, UHT has underperformed NHI with an annualized return of 2.28%, while NHI has yielded a comparatively higher 5.98% annualized return.


UHT

YTD

-7.25%

1M

-5.93%

6M

0.71%

1Y

-7.97%

5Y*

-16.21%

10Y*

2.28%

NHI

YTD

28.26%

1M

-10.75%

6M

4.42%

1Y

26.98%

5Y*

3.04%

10Y*

5.98%

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Risk-Adjusted Performance

UHT vs. NHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Realty Income Trust (UHT) and National Health Investors, Inc. (NHI). 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 UHT, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.271.40
The chart of Sortino ratio for UHT, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.201.98
The chart of Omega ratio for UHT, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.24
The chart of Calmar ratio for UHT, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.101.13
The chart of Martin ratio for UHT, currently valued at -0.61, compared to the broader market0.0010.0020.00-0.615.89
UHT
NHI

The current UHT Sharpe Ratio is -0.27, which is lower than the NHI Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of UHT and NHI, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
1.40
UHT
NHI

Dividends

UHT vs. NHI - Dividend Comparison

UHT's dividend yield for the trailing twelve months is around 7.83%, more than NHI's 5.22% yield.


TTM20232022202120202019201820172016201520142013
UHT
Universal Health Realty Income Trust
7.83%6.66%5.95%4.71%4.29%2.32%4.37%3.51%3.96%5.12%5.24%6.23%
NHI
National Health Investors, Inc.
5.22%6.45%6.89%6.62%6.38%5.15%5.30%5.04%4.85%5.59%4.40%5.56%

Drawdowns

UHT vs. NHI - Drawdown Comparison

The maximum UHT drawdown since its inception was -69.20%, smaller than the maximum NHI drawdown of -83.30%. Use the drawdown chart below to compare losses from any high point for UHT and NHI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.59%
-18.21%
UHT
NHI

Volatility

UHT vs. NHI - Volatility Comparison

Universal Health Realty Income Trust (UHT) has a higher volatility of 7.17% compared to National Health Investors, Inc. (NHI) at 5.26%. This indicates that UHT's price experiences larger fluctuations and is considered to be riskier than NHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.17%
5.26%
UHT
NHI

Financials

UHT vs. NHI - Financials Comparison

This section allows you to compare key financial metrics between Universal Health Realty Income Trust and National Health 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


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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