AP-UN.TO vs. ZSP.TO
Compare and contrast key facts about Allied Properties Real Estate Investment Trust (AP-UN.TO) and BMO S&P 500 Index ETF (ZSP.TO).
ZSP.TO is a passively managed fund by BMO that tracks the performance of the S&P 500 Index. It was launched on Nov 14, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AP-UN.TO or ZSP.TO.
Key characteristics
| AP-UN.TO | ZSP.TO | |
|---|---|---|
| YTD Return | -2.29% | 33.74% |
| 1Y Return | 18.47% | 37.61% |
| 3Y Return (Ann) | -20.03% | 13.99% |
| 5Y Return (Ann) | -14.64% | 16.80% |
| 10Y Return (Ann) | -2.13% | 15.59% |
| Sharpe Ratio | 0.82 | 3.56 |
| Sortino Ratio | 1.29 | 4.93 |
| Omega Ratio | 1.17 | 1.69 |
| Calmar Ratio | 0.36 | 5.08 |
| Martin Ratio | 1.75 | 25.03 |
| Ulcer Index | 13.58% | 1.57% |
| Daily Std Dev | 29.01% | 11.02% |
| Max Drawdown | -69.58% | -26.94% |
| Current Drawdown | -59.29% | 0.00% |
Correlation
The correlation between AP-UN.TO and ZSP.TO is 0.41, 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
AP-UN.TO vs. ZSP.TO - Performance Comparison
In the year-to-date period, AP-UN.TO achieves a -2.29% return, which is significantly lower than ZSP.TO's 33.74% return. Over the past 10 years, AP-UN.TO has underperformed ZSP.TO with an annualized return of -2.13%, while ZSP.TO has yielded a comparatively higher 15.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AP-UN.TO vs. ZSP.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allied Properties Real Estate Investment Trust (AP-UN.TO) and BMO S&P 500 Index ETF (ZSP.TO). 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.
Dividends
AP-UN.TO vs. ZSP.TO - Dividend Comparison
AP-UN.TO's dividend yield for the trailing twelve months is around 9.04%, more than ZSP.TO's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AP-UN.TO Allied Properties Real Estate Investment Trust | 9.04% | 8.92% | 6.83% | 3.87% | 4.36% | 3.07% | 3.53% | 3.64% | 4.18% | 4.63% | 4.05% | 4.16% |
ZSP.TO BMO S&P 500 Index ETF | 0.97% | 1.33% | 1.44% | 1.15% | 1.45% | 1.48% | 1.64% | 1.64% | 2.20% | 1.54% | 1.46% | 1.52% |
Drawdowns
AP-UN.TO vs. ZSP.TO - Drawdown Comparison
The maximum AP-UN.TO drawdown since its inception was -69.58%, which is greater than ZSP.TO's maximum drawdown of -26.94%. Use the drawdown chart below to compare losses from any high point for AP-UN.TO and ZSP.TO. For additional features, visit the drawdowns tool.
Volatility
AP-UN.TO vs. ZSP.TO - Volatility Comparison
Allied Properties Real Estate Investment Trust (AP-UN.TO) has a higher volatility of 9.02% compared to BMO S&P 500 Index ETF (ZSP.TO) at 3.77%. This indicates that AP-UN.TO's price experiences larger fluctuations and is considered to be riskier than ZSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.