PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AIRC vs. VBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AIRCVBK
YTD Return14.16%6.71%
1Y Return12.54%9.83%
3Y Return (Ann)-4.96%-2.34%
Sharpe Ratio0.470.46
Daily Std Dev30.23%18.48%
Max Drawdown-44.34%-58.69%
Current Drawdown-21.55%-14.43%

Correlation

-0.50.00.51.00.5

The correlation between AIRC and VBK is 0.47, 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.

Performance

AIRC vs. VBK - Performance Comparison

In the year-to-date period, AIRC achieves a 14.16% return, which is significantly higher than VBK's 6.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
19.16%
0.23%
AIRC
VBK

Compare stocks, funds, or ETFs

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


Apartment Income REIT Corp.

Vanguard Small-Cap Growth ETF

Risk-Adjusted Performance

AIRC vs. VBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Apartment Income REIT Corp. (AIRC) and Vanguard Small-Cap Growth ETF (VBK). 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.


AIRC
Sharpe ratio
The chart of Sharpe ratio for AIRC, currently valued at 0.44, compared to the broader market-2.00-1.000.001.002.003.000.44
Sortino ratio
The chart of Sortino ratio for AIRC, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22
Omega ratio
The chart of Omega ratio for AIRC, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for AIRC, currently valued at 0.30, compared to the broader market0.001.002.003.004.005.006.000.30
Martin ratio
The chart of Martin ratio for AIRC, currently valued at 1.45, compared to the broader market-30.00-20.00-10.000.0010.0020.001.45
VBK
Sharpe ratio
The chart of Sharpe ratio for VBK, currently valued at 0.46, compared to the broader market-2.00-1.000.001.002.003.000.46
Sortino ratio
The chart of Sortino ratio for VBK, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.78
Omega ratio
The chart of Omega ratio for VBK, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for VBK, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.006.000.24
Martin ratio
The chart of Martin ratio for VBK, currently valued at 1.25, compared to the broader market-30.00-20.00-10.000.0010.0020.001.25

AIRC vs. VBK - Sharpe Ratio Comparison

The current AIRC Sharpe Ratio is 0.47, which roughly equals the VBK Sharpe Ratio of 0.46. The chart below compares the 12-month rolling Sharpe Ratio of AIRC and VBK.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50FebruaryMarchAprilMayJuneJuly
0.44
0.46
AIRC
VBK

Dividends

AIRC vs. VBK - Dividend Comparison

AIRC's dividend yield for the trailing twelve months is around 3.45%, more than VBK's 0.68% yield.


TTM20232022202120202019201820172016201520142013
AIRC
Apartment Income REIT Corp.
3.45%5.18%5.25%3.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBK
Vanguard Small-Cap Growth ETF
0.68%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%

Drawdowns

AIRC vs. VBK - Drawdown Comparison

The maximum AIRC drawdown since its inception was -44.34%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for AIRC and VBK. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%FebruaryMarchAprilMayJuneJuly
-21.55%
-14.43%
AIRC
VBK

Volatility

AIRC vs. VBK - Volatility Comparison

The current volatility for Apartment Income REIT Corp. (AIRC) is 0.16%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 5.05%. This indicates that AIRC experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
0.16%
5.05%
AIRC
VBK