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

Correlation

The correlation between MPW and WELL is 0.60, 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

MPW vs. WELL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medical Properties Trust, Inc. (MPW) and Welltower Inc. (WELL). 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%JulyAugustSeptemberOctoberNovemberDecember
-17.02%
26.77%
MPW
WELL

Key characteristics

Sharpe Ratio

MPW:

-0.22

WELL:

2.39

Sortino Ratio

MPW:

0.16

WELL:

3.57

Omega Ratio

MPW:

1.02

WELL:

1.43

Calmar Ratio

MPW:

-0.19

WELL:

3.95

Martin Ratio

MPW:

-0.71

WELL:

15.26

Ulcer Index

MPW:

22.29%

WELL:

2.89%

Daily Std Dev

MPW:

70.13%

WELL:

18.42%

Max Drawdown

MPW:

-84.50%

WELL:

-63.33%

Current Drawdown

MPW:

-79.08%

WELL:

-9.12%

Fundamentals

Market Cap

MPW:

$2.38B

WELL:

$80.47B

EPS

MPW:

-$4.44

WELL:

$1.57

PEG Ratio

MPW:

1.93

WELL:

2.19

Total Revenue (TTM)

MPW:

$641.32M

WELL:

$7.44B

Gross Profit (TTM)

MPW:

-$68.41M

WELL:

$1.00B

EBITDA (TTM)

MPW:

-$487.13M

WELL:

$2.78B

Returns By Period

In the year-to-date period, MPW achieves a -15.58% return, which is significantly lower than WELL's 43.70% return. Over the past 10 years, MPW has underperformed WELL with an annualized return of -5.55%, while WELL has yielded a comparatively higher 9.56% annualized return.


MPW

YTD

-15.58%

1M

-10.79%

6M

-17.02%

1Y

-15.75%

5Y*

-23.01%

10Y*

-5.55%

WELL

YTD

43.70%

1M

-8.21%

6M

26.77%

1Y

44.04%

5Y*

13.14%

10Y*

9.56%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MPW vs. WELL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc. (MPW) and Welltower Inc. (WELL). 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 MPW, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.222.39
The chart of Sortino ratio for MPW, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.163.57
The chart of Omega ratio for MPW, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.43
The chart of Calmar ratio for MPW, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.193.95
The chart of Martin ratio for MPW, currently valued at -0.71, compared to the broader market0.0010.0020.00-0.7115.26
MPW
WELL

The current MPW Sharpe Ratio is -0.22, which is lower than the WELL Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MPW and WELL, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
2.39
MPW
WELL

Dividends

MPW vs. WELL - Dividend Comparison

MPW's dividend yield for the trailing twelve months is around 12.20%, more than WELL's 2.02% yield.


TTM20232022202120202019201820172016201520142013
MPW
Medical Properties Trust, Inc.
12.20%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%6.63%
WELL
Welltower Inc.
2.02%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%5.71%

Drawdowns

MPW vs. WELL - Drawdown Comparison

The maximum MPW drawdown since its inception was -84.50%, which is greater than WELL's maximum drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for MPW and WELL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-79.08%
-9.12%
MPW
WELL

Volatility

MPW vs. WELL - Volatility Comparison

Medical Properties Trust, Inc. (MPW) has a higher volatility of 9.84% compared to Welltower Inc. (WELL) at 5.79%. This indicates that MPW's price experiences larger fluctuations and is considered to be riskier than WELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.84%
5.79%
MPW
WELL

Financials

MPW vs. WELL - Financials Comparison

This section allows you to compare key financial metrics between Medical Properties Trust, Inc. and Welltower 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
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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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