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

Correlation

The correlation between UHT and XLRE is 0.61, 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.


-0.50.00.51.00.6

Performance

UHT vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Realty Income Trust (UHT) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
18.20%
84.03%
UHT
XLRE

Key characteristics

Sharpe Ratio

UHT:

-0.27

XLRE:

0.36

Sortino Ratio

UHT:

-0.20

XLRE:

0.58

Omega Ratio

UHT:

0.98

XLRE:

1.07

Calmar Ratio

UHT:

-0.10

XLRE:

0.23

Martin Ratio

UHT:

-0.61

XLRE:

1.33

Ulcer Index

UHT:

11.26%

XLRE:

4.35%

Daily Std Dev

UHT:

25.53%

XLRE:

16.15%

Max Drawdown

UHT:

-69.20%

XLRE:

-38.83%

Current Drawdown

UHT:

-62.59%

XLRE:

-13.64%

Returns By Period

In the year-to-date period, UHT achieves a -7.25% return, which is significantly lower than XLRE's 4.21% return.


UHT

YTD

-7.25%

1M

-5.93%

6M

0.71%

1Y

-7.97%

5Y*

-16.21%

10Y*

2.28%

XLRE

YTD

4.21%

1M

-6.00%

6M

7.75%

1Y

5.05%

5Y*

4.55%

10Y*

N/A

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Risk-Adjusted Performance

UHT vs. XLRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Realty Income Trust (UHT) and Real Estate Select Sector SPDR Fund (XLRE). 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-4.00-2.000.002.00-0.270.36
The chart of Sortino ratio for UHT, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.00-0.200.58
The chart of Omega ratio for UHT, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.07
The chart of Calmar ratio for UHT, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.23
The chart of Martin ratio for UHT, currently valued at -0.61, compared to the broader market0.0010.0020.00-0.611.33
UHT
XLRE

The current UHT Sharpe Ratio is -0.27, which is lower than the XLRE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of UHT and XLRE, 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
-0.27
0.36
UHT
XLRE

Dividends

UHT vs. XLRE - Dividend Comparison

UHT's dividend yield for the trailing twelve months is around 7.83%, more than XLRE's 2.36% 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%
XLRE
Real Estate Select Sector SPDR Fund
2.36%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%

Drawdowns

UHT vs. XLRE - Drawdown Comparison

The maximum UHT drawdown since its inception was -69.20%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for UHT and XLRE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.59%
-13.64%
UHT
XLRE

Volatility

UHT vs. XLRE - Volatility Comparison

Universal Health Realty Income Trust (UHT) has a higher volatility of 7.17% compared to Real Estate Select Sector SPDR Fund (XLRE) at 5.05%. This indicates that UHT's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.17%
5.05%
UHT
XLRE
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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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