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WELL vs. BKD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

WELL vs. BKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Welltower Inc. (WELL) and Brookdale Senior Living Inc. (BKD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
36.32%
-22.98%
WELL
BKD

Returns By Period

In the year-to-date period, WELL achieves a 55.98% return, which is significantly higher than BKD's -10.31% return. Over the past 10 years, WELL has outperformed BKD with an annualized return of 11.06%, while BKD has yielded a comparatively lower -17.45% annualized return.


WELL

YTD

55.98%

1M

6.17%

6M

36.32%

1Y

58.49%

5Y (annualized)

14.14%

10Y (annualized)

11.06%

BKD

YTD

-10.31%

1M

-16.88%

6M

-23.01%

1Y

-2.06%

5Y (annualized)

-5.98%

10Y (annualized)

-17.45%

Fundamentals


WELLBKD
Market Cap$85.56B$1.04B
EPS$1.58-$0.93
PEG Ratio2.34-0.75
Total Revenue (TTM)$7.44B$3.10B
Gross Profit (TTM)$1.00B$1.19B
EBITDA (TTM)$2.78B$409.33M

Key characteristics


WELLBKD
Sharpe Ratio3.24-0.14
Sortino Ratio4.720.09
Omega Ratio1.571.01
Calmar Ratio8.27-0.06
Martin Ratio27.06-0.46
Ulcer Index2.17%12.54%
Daily Std Dev18.17%41.65%
Max Drawdown-63.33%-96.29%
Current Drawdown-0.56%-88.88%

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Correlation

-0.50.00.51.00.4

The correlation between WELL and BKD is 0.39, 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.

Risk-Adjusted Performance

WELL vs. BKD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Welltower Inc. (WELL) and Brookdale Senior Living Inc. (BKD). 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 WELL, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.24-0.14
The chart of Sortino ratio for WELL, currently valued at 4.72, compared to the broader market-4.00-2.000.002.004.004.720.09
The chart of Omega ratio for WELL, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.01
The chart of Calmar ratio for WELL, currently valued at 8.27, compared to the broader market0.002.004.006.008.27-0.06
The chart of Martin ratio for WELL, currently valued at 27.06, compared to the broader market-10.000.0010.0020.0030.0027.06-0.46
WELL
BKD

The current WELL Sharpe Ratio is 3.24, which is higher than the BKD Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of WELL and BKD, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.24
-0.14
WELL
BKD

Dividends

WELL vs. BKD - Dividend Comparison

WELL's dividend yield for the trailing twelve months is around 1.86%, while BKD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WELL
Welltower Inc.
1.86%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%5.71%
BKD
Brookdale Senior Living Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WELL vs. BKD - Drawdown Comparison

The maximum WELL drawdown since its inception was -63.33%, smaller than the maximum BKD drawdown of -96.29%. Use the drawdown chart below to compare losses from any high point for WELL and BKD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.56%
-88.88%
WELL
BKD

Volatility

WELL vs. BKD - Volatility Comparison

The current volatility for Welltower Inc. (WELL) is 7.26%, while Brookdale Senior Living Inc. (BKD) has a volatility of 15.55%. This indicates that WELL experiences smaller price fluctuations and is considered to be less risky than BKD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.26%
15.55%
WELL
BKD

Financials

WELL vs. BKD - Financials Comparison

This section allows you to compare key financial metrics between Welltower Inc. and Brookdale Senior Living 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