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

Correlation

The correlation between WY and MPW 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.


-0.50.00.51.00.5

Performance

WY vs. MPW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weyerhaeuser Company (WY) and Medical Properties Trust, Inc. (MPW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-4.04%
11.94%
WY
MPW

Key characteristics

Sharpe Ratio

WY:

-0.34

MPW:

0.79

Sortino Ratio

WY:

-0.35

MPW:

1.64

Omega Ratio

WY:

0.96

MPW:

1.18

Calmar Ratio

WY:

-0.26

MPW:

0.60

Martin Ratio

WY:

-0.58

MPW:

2.29

Ulcer Index

WY:

13.51%

MPW:

21.26%

Daily Std Dev

WY:

22.95%

MPW:

61.84%

Max Drawdown

WY:

-72.53%

MPW:

-84.50%

Current Drawdown

WY:

-22.53%

MPW:

-72.97%

Fundamentals

Market Cap

WY:

$21.56B

MPW:

$2.92B

EPS

WY:

$0.54

MPW:

-$4.44

PEG Ratio

WY:

1.50

MPW:

1.93

Total Revenue (TTM)

WY:

$7.12B

MPW:

$763.70M

Gross Profit (TTM)

WY:

$1.56B

MPW:

$57.27M

EBITDA (TTM)

WY:

$1.47B

MPW:

-$346.46M

Returns By Period

In the year-to-date period, WY achieves a 5.54% return, which is significantly lower than MPW's 23.29% return. Over the past 10 years, WY has outperformed MPW with an annualized return of 2.32%, while MPW has yielded a comparatively lower -3.96% annualized return.


WY

YTD

5.54%

1M

-0.17%

6M

-4.04%

1Y

-9.55%

5Y*

3.12%

10Y*

2.32%

MPW

YTD

23.29%

1M

12.21%

6M

11.94%

1Y

45.11%

5Y*

-21.42%

10Y*

-3.96%

*Annualized

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

WY vs. MPW — Risk-Adjusted Performance Rank

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

WY
The Risk-Adjusted Performance Rank of WY is 2929
Overall Rank
The Sharpe Ratio Rank of WY is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of WY is 2323
Sortino Ratio Rank
The Omega Ratio Rank of WY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of WY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of WY is 3535
Martin Ratio Rank

MPW
The Risk-Adjusted Performance Rank of MPW is 7171
Overall Rank
The Sharpe Ratio Rank of MPW is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of MPW is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MPW is 6868
Omega Ratio Rank
The Calmar Ratio Rank of MPW is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MPW is 6969
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.

WY vs. MPW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) and Medical Properties Trust, Inc. (MPW). 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 WY, currently valued at -0.34, compared to the broader market-2.000.002.00-0.340.79
The chart of Sortino ratio for WY, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.006.00-0.351.64
The chart of Omega ratio for WY, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.18
The chart of Calmar ratio for WY, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.60
The chart of Martin ratio for WY, currently valued at -0.58, compared to the broader market-10.000.0010.0020.0030.00-0.582.29
WY
MPW

The current WY Sharpe Ratio is -0.34, which is lower than the MPW Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of WY and MPW, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.34
0.79
WY
MPW

Dividends

WY vs. MPW - Dividend Comparison

WY's dividend yield for the trailing twelve months is around 2.69%, less than MPW's 9.45% yield.


TTM20242023202220212020201920182017201620152014
WY
Weyerhaeuser Company
2.69%3.34%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%
MPW
Medical Properties Trust, Inc.
9.45%11.65%17.92%10.41%4.74%4.96%4.83%6.22%6.97%7.40%7.65%6.10%

Drawdowns

WY vs. MPW - Drawdown Comparison

The maximum WY drawdown since its inception was -72.53%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for WY and MPW. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-22.53%
-72.97%
WY
MPW

Volatility

WY vs. MPW - Volatility Comparison

The current volatility for Weyerhaeuser Company (WY) is 5.77%, while Medical Properties Trust, Inc. (MPW) has a volatility of 11.78%. This indicates that WY experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.77%
11.78%
WY
MPW

Financials

WY vs. MPW - Financials Comparison

This section allows you to compare key financial metrics between Weyerhaeuser Company and Medical Properties Trust, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab