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WELL vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WELL and SPY 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.


-0.50.00.51.0
Correlation: 0.5

Performance

WELL vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Welltower Inc. (WELL) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
3,424.40%
560.96%
WELL
SPY

Key characteristics

Sharpe Ratio

WELL:

3.09

SPY:

0.54

Sortino Ratio

WELL:

3.93

SPY:

0.89

Omega Ratio

WELL:

1.52

SPY:

1.13

Calmar Ratio

WELL:

4.99

SPY:

0.58

Martin Ratio

WELL:

15.56

SPY:

2.39

Ulcer Index

WELL:

4.16%

SPY:

4.51%

Daily Std Dev

WELL:

20.94%

SPY:

20.07%

Max Drawdown

WELL:

-63.33%

SPY:

-55.19%

Current Drawdown

WELL:

-5.81%

SPY:

-10.54%

Returns By Period

In the year-to-date period, WELL achieves a 17.76% return, which is significantly higher than SPY's -6.44% return. Over the past 10 years, WELL has underperformed SPY with an annualized return of 11.36%, while SPY has yielded a comparatively higher 11.95% annualized return.


WELL

YTD

17.76%

1M

-0.28%

6M

12.95%

1Y

61.08%

5Y*

31.57%

10Y*

11.36%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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Risk-Adjusted Performance

WELL vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WELL
The Risk-Adjusted Performance Rank of WELL is 9898
Overall Rank
The Sharpe Ratio Rank of WELL is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of WELL is 9898
Sortino Ratio Rank
The Omega Ratio Rank of WELL is 9797
Omega Ratio Rank
The Calmar Ratio Rank of WELL is 9999
Calmar Ratio Rank
The Martin Ratio Rank of WELL is 9898
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WELL vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Welltower Inc. (WELL) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for WELL, currently valued at 3.09, compared to the broader market-2.00-1.000.001.002.003.00
WELL: 3.09
SPY: 0.54
The chart of Sortino ratio for WELL, currently valued at 3.93, compared to the broader market-6.00-4.00-2.000.002.004.00
WELL: 3.93
SPY: 0.89
The chart of Omega ratio for WELL, currently valued at 1.52, compared to the broader market0.501.001.502.00
WELL: 1.52
SPY: 1.13
The chart of Calmar ratio for WELL, currently valued at 4.99, compared to the broader market0.001.002.003.004.005.00
WELL: 4.99
SPY: 0.58
The chart of Martin ratio for WELL, currently valued at 15.56, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WELL: 15.56
SPY: 2.39

The current WELL Sharpe Ratio is 3.09, which is higher than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of WELL and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.09
0.54
WELL
SPY

Dividends

WELL vs. SPY - Dividend Comparison

WELL's dividend yield for the trailing twelve months is around 1.77%, more than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
WELL
Welltower Inc.
1.77%2.03%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

WELL vs. SPY - Drawdown Comparison

The maximum WELL drawdown since its inception was -63.33%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WELL and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.81%
-10.54%
WELL
SPY

Volatility

WELL vs. SPY - Volatility Comparison

The current volatility for Welltower Inc. (WELL) is 9.77%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.13%. This indicates that WELL experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.77%
15.13%
WELL
SPY