Performance

AHR+22.76%VTR+20.08%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AHR	+0.41%	+12.68%	+22.76%	—	-14.47%	0.76
VTR	+1.18%	+11.03%	+20.08%	+10.05%	-20.38%	0.73

Summary

AHR vs VTR

Over the past year, AHR returned +22.76% against +20.08% for VTR. AHR had the higher Sharpe ratio over the past year (0.76 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.47% for AHR and -20.38% for VTR.

Current Drawdown

AHR-7.78%VTR-14.59%

Rolling Volatility

AHR+1.27%VTR+1.28%

METRICS

Correlation Matrix

	AHR	VTR
AHR	1.00	0.67
VTR	0.67	1.00

Metrics

Risk Indicators

AHRVTR

Alpha

19.69%

18.84%

Beta

-0.01x

-0.24x

Sharpe

0.76

0.73

Sortino

1.09

1.05

Omega

1.14

Calmar

1.57

0.99

Martin

3.03

2.43

Comparisons

More AHR comparisons

AHR vs XLRE
AHR vs SPY
AHR vs WELL
AHR vs OHI
AHR vs JAN

More VTR comparisons

VTR vs XLRE
VTR vs SPY
VTR vs WELL
VTR vs OHI
VTR vs ADC

AHR vs VTR: returns, Sharpe ratio and drawdown

AHR vs VTR

More AHR comparisons

More VTR comparisons