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UHT vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UHT and SCHD is 0.48, 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. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Realty Income Trust (UHT) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
103.86%
394.81%
UHT
SCHD

Key characteristics

Sharpe Ratio

UHT:

-0.30

SCHD:

1.20

Sortino Ratio

UHT:

-0.25

SCHD:

1.76

Omega Ratio

UHT:

0.97

SCHD:

1.21

Calmar Ratio

UHT:

-0.11

SCHD:

1.69

Martin Ratio

UHT:

-0.67

SCHD:

5.86

Ulcer Index

UHT:

11.39%

SCHD:

2.30%

Daily Std Dev

UHT:

25.52%

SCHD:

11.25%

Max Drawdown

UHT:

-69.20%

SCHD:

-33.37%

Current Drawdown

UHT:

-62.71%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, UHT achieves a -7.55% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, UHT has underperformed SCHD with an annualized return of 2.11%, while SCHD has yielded a comparatively higher 10.86% annualized return.


UHT

YTD

-7.55%

1M

-6.85%

6M

-0.24%

1Y

-7.44%

5Y*

-15.82%

10Y*

2.11%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

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Risk-Adjusted Performance

UHT vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Realty Income Trust (UHT) and Schwab US Dividend Equity ETF (SCHD). 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 -0.30, compared to the broader market-4.00-2.000.002.00-0.301.20
The chart of Sortino ratio for UHT, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.251.76
The chart of Omega ratio for UHT, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.21
The chart of Calmar ratio for UHT, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.111.69
The chart of Martin ratio for UHT, currently valued at -0.67, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.675.86
UHT
SCHD

The current UHT Sharpe Ratio is -0.30, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of UHT and SCHD, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
1.20
UHT
SCHD

Dividends

UHT vs. SCHD - Dividend Comparison

UHT's dividend yield for the trailing twelve months is around 7.86%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
UHT
Universal Health Realty Income Trust
7.86%6.66%5.95%4.71%4.29%2.32%4.37%3.51%3.96%5.12%5.24%6.23%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

UHT vs. SCHD - Drawdown Comparison

The maximum UHT drawdown since its inception was -69.20%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for UHT and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.71%
-6.72%
UHT
SCHD

Volatility

UHT vs. SCHD - Volatility Comparison

Universal Health Realty Income Trust (UHT) has a higher volatility of 7.21% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that UHT's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.21%
3.88%
UHT
SCHD
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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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