AFCG vs. VNQ
AFCG (AFC Gamma, Inc.) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 5 years, AFCG returned -15.89%/yr vs 2.74%/yr for VNQ. At a 0.33 correlation, their price movements are largely independent.
Performance
AFCG vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, AFCG achieves a 13.38% return, which is significantly higher than VNQ's 11.98% return.
AFCG
- 1D
- 0.63%
- 1M
- -12.91%
- YTD
- 13.38%
- 6M
- 10.66%
- 1Y
- -26.48%
- 3Y*
- -19.56%
- 5Y*
- -15.89%
- 10Y*
- —
VNQ
- 1D
- 0.19%
- 1M
- 0.85%
- YTD
- 11.98%
- 6M
- 11.64%
- 1Y
- 14.26%
- 3Y*
- 10.52%
- 5Y*
- 2.74%
- 10Y*
- 5.46%
AFCG vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AFCG AFC Gamma, Inc. | 13.38% | -61.90% | 18.70% | -10.49% | -21.23% | 14.82% |
VNQ Vanguard Real Estate ETF | 11.98% | 3.24% | 4.81% | 11.85% | -26.25% | 30.11% |
Correlation
The correlation between AFCG and VNQ is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2021 | 0.33 |
The correlation between AFCG and VNQ shifts across timeframes, from 0.22 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AFCG vs. VNQ — Risk / Return Rank
AFCG
VNQ
AFCG vs. VNQ - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AFCG | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.72 | -2.18 |
| Martin ratioReturn relative to average drawdown | -0.77 | 5.42 | -6.18 |
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Drawdowns
AFCG vs. VNQ - Drawdown Comparison
The maximum AFCG drawdown since its inception was -78.25%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for AFCG and VNQ.
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Drawdown Indicators
| AFCG | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.25% | -73.07% | -5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -56.88% | -8.34% | -48.54% |
Max Drawdown (3Y)Largest decline over 3 years | -76.86% | -17.46% | -59.40% |
Max Drawdown (5Y)Largest decline over 5 years | -78.25% | -34.48% | -43.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.40% | — |
Current DrawdownCurrent decline from peak | -66.37% | -0.47% | -65.90% |
Average DrawdownAverage peak-to-trough decline | -33.29% | -13.59% | -19.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.66% | 2.64% | +32.02% |
Volatility
AFCG vs. VNQ - Volatility Comparison
AFC Gamma, Inc. (AFCG) has a higher volatility of 11.36% compared to Vanguard Real Estate ETF (VNQ) at 5.18%. 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.
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Volatility by Period
| AFCG | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.36% | 5.18% | +6.18% |
Volatility (6M)Calculated over the trailing 6-month period | 42.78% | 10.18% | +32.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.74% | 13.76% | +47.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.60% | 18.86% | +23.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.88% | 20.74% | +22.14% |
Dividends
AFCG vs. VNQ - Dividend Comparison
AFCG's dividend yield for the trailing twelve months is around 11.04%, more than VNQ's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFCG AFC Gamma, Inc. | 11.04% | 18.60% | 17.04% | 16.63% | 14.18% | 5.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.47% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
AFCG and VNQ have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AFCG has higher volatility (11.36%) compared to VNQ (5.18%). In terms of maximum drawdown, AFCG dropped -78.25% vs VNQ's -73.07%.
VNQ currently has the higher Sharpe Ratio (1.06 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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