AVB vs. REZ
Compare and contrast key facts about AvalonBay Communities, Inc. (AVB) and iShares Residential Real Estate ETF (REZ).
REZ is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT All Residential Capped Index. It was launched on May 4, 2007.
Performance
AVB vs. REZ - Performance Comparison
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AVB vs. REZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVB AvalonBay Communities, Inc. | -8.90% | -14.60% | 21.44% | 20.34% | -33.92% | 62.17% | -20.27% | 24.10% | 1.00% | 3.89% |
REZ iShares Residential Real Estate ETF | 0.69% | 4.80% | 12.73% | 10.97% | -28.31% | 47.86% | -6.62% | 24.49% | 3.89% | 3.87% |
Returns By Period
In the year-to-date period, AVB achieves a -8.90% return, which is significantly lower than REZ's 0.69% return. Over the past 10 years, AVB has underperformed REZ with an annualized return of 1.90%, while REZ has yielded a comparatively higher 5.55% annualized return.
AVB
- 1D
- 2.23%
- 1M
- -6.80%
- YTD
- -8.90%
- 6M
- -13.68%
- 1Y
- -20.92%
- 3Y*
- 2.65%
- 5Y*
- 0.73%
- 10Y*
- 1.90%
REZ
- 1D
- 1.02%
- 1M
- -7.10%
- YTD
- 0.69%
- 6M
- -1.00%
- 1Y
- -1.49%
- 3Y*
- 8.30%
- 5Y*
- 4.57%
- 10Y*
- 5.55%
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Return for Risk
AVB vs. REZ — Risk / Return Rank
AVB
REZ
AVB vs. REZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AvalonBay Communities, Inc. (AVB) and iShares Residential Real Estate ETF (REZ). 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.
| AVB | REZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.92 | -0.09 | -0.83 |
Sortino ratioReturn per unit of downside risk | -1.19 | -0.01 | -1.18 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.00 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.07 | -0.78 |
Martin ratioReturn relative to average drawdown | -1.61 | -0.22 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVB | REZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | -0.09 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.24 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.26 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.23 | +0.18 |
Correlation
The correlation between AVB and REZ is 0.85, 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.
Dividends
AVB vs. REZ - Dividend Comparison
AVB's dividend yield for the trailing twelve months is around 4.30%, more than REZ's 2.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVB AvalonBay Communities, Inc. | 4.30% | 3.86% | 3.09% | 3.53% | 3.94% | 2.52% | 3.96% | 2.90% | 3.38% | 3.18% | 3.05% | 2.72% |
REZ iShares Residential Real Estate ETF | 2.28% | 2.74% | 2.26% | 2.94% | 3.37% | 1.81% | 3.17% | 2.90% | 3.63% | 3.57% | 5.55% | 3.18% |
Drawdowns
AVB vs. REZ - Drawdown Comparison
The maximum AVB drawdown since its inception was -70.04%, roughly equal to the maximum REZ drawdown of -66.87%. Use the drawdown chart below to compare losses from any high point for AVB and REZ.
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Drawdown Indicators
| AVB | REZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.04% | -66.87% | -3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -23.36% | -11.82% | -11.54% |
Max Drawdown (5Y)Largest decline over 5 years | -38.36% | -35.05% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -46.91% | -44.15% | -2.76% |
Current DrawdownCurrent decline from peak | -27.48% | -7.70% | -19.78% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -12.79% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.36% | 3.84% | +8.52% |
Volatility
AVB vs. REZ - Volatility Comparison
AvalonBay Communities, Inc. (AVB) has a higher volatility of 5.41% compared to iShares Residential Real Estate ETF (REZ) at 4.65%. This indicates that AVB's price experiences larger fluctuations and is considered to be riskier than REZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVB | REZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.65% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 10.18% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 16.81% | +6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 18.88% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 21.52% | +3.13% |