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

Correlation

The correlation between MPW and WELL is 0.48, 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

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.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
128.27%
907.58%
MPW
WELL

Key characteristics

Sharpe Ratio

MPW:

0.53

WELL:

3.09

Sortino Ratio

MPW:

1.25

WELL:

3.93

Omega Ratio

MPW:

1.14

WELL:

1.52

Calmar Ratio

MPW:

0.39

WELL:

4.99

Martin Ratio

MPW:

1.42

WELL:

15.56

Ulcer Index

MPW:

21.55%

WELL:

4.16%

Daily Std Dev

MPW:

57.32%

WELL:

20.94%

Max Drawdown

MPW:

-84.50%

WELL:

-63.33%

Current Drawdown

MPW:

-69.29%

WELL:

-5.81%

Fundamentals

Market Cap

MPW:

$3.23B

WELL:

$96.20B

EPS

MPW:

-$4.12

WELL:

$1.61

PEG Ratio

MPW:

1.93

WELL:

3.34

PS Ratio

MPW:

3.11

WELL:

12.04

PB Ratio

MPW:

0.65

WELL:

3.01

Total Revenue (TTM)

MPW:

$724.23M

WELL:

$6.05B

Gross Profit (TTM)

MPW:

$98.20M

WELL:

$1.95B

EBITDA (TTM)

MPW:

$1.73B

WELL:

$2.15B

Returns By Period

In the year-to-date period, MPW achieves a 40.09% return, which is significantly higher than WELL's 17.76% return. Over the past 10 years, MPW has underperformed WELL with an annualized return of -2.50%, while WELL has yielded a comparatively higher 11.36% annualized return.


MPW

YTD

40.09%

1M

-11.51%

6M

14.47%

1Y

29.13%

5Y*

-12.53%

10Y*

-2.50%

WELL

YTD

17.76%

1M

-0.28%

6M

12.95%

1Y

61.08%

5Y*

31.57%

10Y*

11.36%

*Annualized

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Risk-Adjusted Performance

MPW vs. WELL — Risk-Adjusted Performance Rank

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

MPW
The Risk-Adjusted Performance Rank of MPW is 7070
Overall Rank
The Sharpe Ratio Rank of MPW is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 6868
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 6969
Martin Ratio Rank

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
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.

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.


The chart of Sharpe ratio for MPW, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.00
MPW: 0.53
WELL: 3.09
The chart of Sortino ratio for MPW, currently valued at 1.25, compared to the broader market-6.00-4.00-2.000.002.004.00
MPW: 1.25
WELL: 3.93
The chart of Omega ratio for MPW, currently valued at 1.14, compared to the broader market0.501.001.502.00
MPW: 1.14
WELL: 1.52
The chart of Calmar ratio for MPW, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
MPW: 0.39
WELL: 4.99
The chart of Martin ratio for MPW, currently valued at 1.42, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MPW: 1.42
WELL: 15.56

The current MPW Sharpe Ratio is 0.53, which is lower than the WELL Sharpe Ratio of 3.09. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.53
3.09
MPW
WELL

Dividends

MPW vs. WELL - Dividend Comparison

MPW's dividend yield for the trailing twelve months is around 7.14%, more than WELL's 1.77% yield.


TTM20242023202220212020201920182017201620152014
MPW
Medical Properties Trust, Inc.
7.14%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%
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%

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%NovemberDecember2025FebruaryMarchApril
-69.29%
-5.81%
MPW
WELL

Volatility

MPW vs. WELL - Volatility Comparison

Medical Properties Trust, Inc. (MPW) has a higher volatility of 15.27% compared to Welltower Inc. (WELL) at 9.77%. 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%NovemberDecember2025FebruaryMarchApril
15.27%
9.77%
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