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AFCG vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AFCGVNQ
YTD Return7.68%-4.16%
1Y Return13.48%7.75%
3Y Return (Ann)-3.99%-3.18%
Sharpe Ratio0.310.34
Daily Std Dev29.96%18.52%
Max Drawdown-49.58%-73.07%
Current Drawdown-29.18%-20.94%

Correlation

-0.50.00.51.00.4

The correlation between AFCG and VNQ is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AFCG vs. VNQ - Performance Comparison

In the year-to-date period, AFCG achieves a 7.68% return, which is significantly higher than VNQ's -4.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%2024FebruaryMarchAprilMayJune
-20.17%
4.28%
AFCG
VNQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AFC Gamma, Inc.

Vanguard Real Estate ETF

Risk-Adjusted Performance

AFCG vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AFC Gamma, Inc. (AFCG) and Vanguard Real Estate ETF (VNQ). 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.


AFCG
Sharpe ratio
The chart of Sharpe ratio for AFCG, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.000.31
Sortino ratio
The chart of Sortino ratio for AFCG, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.66
Omega ratio
The chart of Omega ratio for AFCG, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for AFCG, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for AFCG, currently valued at 0.84, compared to the broader market0.0010.0020.000.84
VNQ
Sharpe ratio
The chart of Sharpe ratio for VNQ, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.000.42
Sortino ratio
The chart of Sortino ratio for VNQ, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.73
Omega ratio
The chart of Omega ratio for VNQ, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for VNQ, currently valued at 0.22, compared to the broader market0.002.004.006.000.22
Martin ratio
The chart of Martin ratio for VNQ, currently valued at 1.07, compared to the broader market0.0010.0020.001.07

AFCG vs. VNQ - Sharpe Ratio Comparison

The current AFCG Sharpe Ratio is 0.31, which roughly equals the VNQ Sharpe Ratio of 0.34. The chart below compares the 12-month rolling Sharpe Ratio of AFCG and VNQ.


Rolling 12-month Sharpe Ratio-0.500.000.501.002024FebruaryMarchAprilMayJune
0.31
0.42
AFCG
VNQ

Dividends

AFCG vs. VNQ - Dividend Comparison

AFCG's dividend yield for the trailing twelve months is around 19.23%, more than VNQ's 4.11% yield.


TTM20232022202120202019201820172016201520142013
AFCG
AFC Gamma, Inc.
19.23%16.63%14.18%5.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.11%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

AFCG vs. VNQ - Drawdown Comparison

The maximum AFCG drawdown since its inception was -49.58%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for AFCG and VNQ. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%2024FebruaryMarchAprilMayJune
-29.18%
-20.94%
AFCG
VNQ

Volatility

AFCG vs. VNQ - Volatility Comparison

AFC Gamma, Inc. (AFCG) has a higher volatility of 8.53% compared to Vanguard Real Estate ETF (VNQ) at 3.96%. This indicates that AFCG's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%2024FebruaryMarchAprilMayJune
8.53%
3.96%
AFCG
VNQ