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ARDGX vs. IIPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARDGX and IIPR is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

ARDGX vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer Dividend Growth Fund (ARDGX) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ARDGX:

0.66

IIPR:

-0.99

Sortino Ratio

ARDGX:

1.08

IIPR:

-1.35

Omega Ratio

ARDGX:

1.16

IIPR:

0.79

Calmar Ratio

ARDGX:

0.87

IIPR:

-0.58

Martin Ratio

ARDGX:

3.23

IIPR:

-1.40

Ulcer Index

ARDGX:

3.02%

IIPR:

32.44%

Daily Std Dev

ARDGX:

13.09%

IIPR:

43.78%

Max Drawdown

ARDGX:

-38.17%

IIPR:

-78.14%

Current Drawdown

ARDGX:

-4.82%

IIPR:

-75.14%

Returns By Period

In the year-to-date period, ARDGX achieves a 0.82% return, which is significantly higher than IIPR's -15.53% return.


ARDGX

YTD

0.82%

1M

4.88%

6M

-2.46%

1Y

8.19%

5Y*

11.12%

10Y*

N/A

IIPR

YTD

-15.53%

1M

12.14%

6M

-45.55%

1Y

-42.76%

5Y*

0.34%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ARDGX vs. IIPR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARDGX
The Risk-Adjusted Performance Rank of ARDGX is 7575
Overall Rank
The Sharpe Ratio Rank of ARDGX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ARDGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ARDGX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ARDGX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ARDGX is 7878
Martin Ratio Rank

IIPR
The Risk-Adjusted Performance Rank of IIPR is 99
Overall Rank
The Sharpe Ratio Rank of IIPR is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of IIPR is 88
Sortino Ratio Rank
The Omega Ratio Rank of IIPR is 66
Omega Ratio Rank
The Calmar Ratio Rank of IIPR is 1515
Calmar Ratio Rank
The Martin Ratio Rank of IIPR is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARDGX vs. IIPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer Dividend Growth Fund (ARDGX) and Innovative Industrial Properties, Inc. (IIPR). 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.


The current ARDGX Sharpe Ratio is 0.66, which is higher than the IIPR Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of ARDGX and IIPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ARDGX vs. IIPR - Dividend Comparison

ARDGX's dividend yield for the trailing twelve months is around 2.86%, less than IIPR's 13.92% yield.


TTM202420232022202120202019201820172016
ARDGX
Archer Dividend Growth Fund
2.86%2.74%3.18%2.38%1.93%3.04%2.86%3.07%2.69%0.85%
IIPR
Innovative Industrial Properties, Inc.
13.92%11.28%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%

Drawdowns

ARDGX vs. IIPR - Drawdown Comparison

The maximum ARDGX drawdown since its inception was -38.17%, smaller than the maximum IIPR drawdown of -78.14%. Use the drawdown chart below to compare losses from any high point for ARDGX and IIPR. For additional features, visit the drawdowns tool.


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Volatility

ARDGX vs. IIPR - Volatility Comparison

The current volatility for Archer Dividend Growth Fund (ARDGX) is 4.60%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 11.16%. This indicates that ARDGX experiences smaller price fluctuations and is considered to be less risky than IIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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