PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USAC vs. OHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


USACOHI
YTD Return10.23%45.92%
1Y Return-2.94%44.79%
3Y Return (Ann)24.84%23.53%
5Y Return (Ann)19.46%8.90%
10Y Return (Ann)13.43%9.18%
Sharpe Ratio-0.122.38
Sortino Ratio0.003.41
Omega Ratio1.001.43
Calmar Ratio-0.142.90
Martin Ratio-0.2613.48
Ulcer Index12.32%3.33%
Daily Std Dev25.56%18.82%
Max Drawdown-78.96%-94.62%
Current Drawdown-12.74%-1.17%

Fundamentals


USACOHI
Market Cap$2.70B$11.47B
EPS$0.55$1.38
PE Ratio41.9129.96
PEG Ratio-68.321.13
Total Revenue (TTM)$929.61M$261.41M
Gross Profit (TTM)$363.09M-$54.48M
EBITDA (TTM)$455.84M$732.54M

Correlation

-0.50.00.51.00.2

The correlation between USAC and OHI is 0.16, 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

USAC vs. OHI - Performance Comparison

In the year-to-date period, USAC achieves a 10.23% return, which is significantly lower than OHI's 45.92% return. Over the past 10 years, USAC has outperformed OHI with an annualized return of 13.43%, while OHI has yielded a comparatively lower 9.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-1.60%
39.40%
USAC
OHI

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

USAC vs. OHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USA Compression Partners, LP (USAC) and Omega Healthcare Investors, Inc. (OHI). 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.


USAC
Sharpe ratio
The chart of Sharpe ratio for USAC, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.12
Sortino ratio
The chart of Sortino ratio for USAC, currently valued at 0.00, compared to the broader market-4.00-2.000.002.004.006.000.00
Omega ratio
The chart of Omega ratio for USAC, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for USAC, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.14
Martin ratio
The chart of Martin ratio for USAC, currently valued at -0.26, compared to the broader market0.0010.0020.0030.00-0.26
OHI
Sharpe ratio
The chart of Sharpe ratio for OHI, currently valued at 2.38, compared to the broader market-4.00-2.000.002.004.002.38
Sortino ratio
The chart of Sortino ratio for OHI, currently valued at 3.41, compared to the broader market-4.00-2.000.002.004.006.003.41
Omega ratio
The chart of Omega ratio for OHI, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for OHI, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Martin ratio
The chart of Martin ratio for OHI, currently valued at 13.48, compared to the broader market0.0010.0020.0030.0013.48

USAC vs. OHI - Sharpe Ratio Comparison

The current USAC Sharpe Ratio is -0.12, which is lower than the OHI Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of USAC and OHI, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.12
2.38
USAC
OHI

Dividends

USAC vs. OHI - Dividend Comparison

USAC's dividend yield for the trailing twelve months is around 9.11%, more than OHI's 6.48% yield.


TTM20232022202120202019201820172016201520142013
USAC
USA Compression Partners, LP
9.11%9.20%10.75%12.03%15.44%11.58%16.18%12.70%12.14%18.06%11.90%4.66%
OHI
Omega Healthcare Investors, Inc.
6.48%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%6.24%

Drawdowns

USAC vs. OHI - Drawdown Comparison

The maximum USAC drawdown since its inception was -78.96%, smaller than the maximum OHI drawdown of -94.62%. Use the drawdown chart below to compare losses from any high point for USAC and OHI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.74%
-1.17%
USAC
OHI

Volatility

USAC vs. OHI - Volatility Comparison

USA Compression Partners, LP (USAC) has a higher volatility of 7.05% compared to Omega Healthcare Investors, Inc. (OHI) at 6.63%. This indicates that USAC's price experiences larger fluctuations and is considered to be riskier than OHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.05%
6.63%
USAC
OHI

Financials

USAC vs. OHI - Financials Comparison

This section allows you to compare key financial metrics between USA Compression Partners, LP and Omega Healthcare 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