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BLDG vs. VNQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

BLDG vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Real Estate ETF (BLDG) and undefined (VNQ). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%OctoberNovemberDecember2025FebruaryMarch
31.29%
42.89%
BLDG
VNQ

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Risk-Adjusted Performance

BLDG vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for BLDG, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.005.000.800.71
The chart of Sortino ratio for BLDG, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.0012.001.141.03
The chart of Omega ratio for BLDG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.13
The chart of Calmar ratio for BLDG, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.540.44
The chart of Martin ratio for BLDG, currently valued at 2.58, compared to the broader market0.0020.0040.0060.0080.00100.002.582.38
BLDG
VNQ


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
0.80
0.71
BLDG
VNQ

Drawdowns

BLDG vs. VNQ - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-8.64%
-10.30%
BLDG
VNQ

Volatility

BLDG vs. VNQ - Volatility Comparison

The current volatility for Cambria Global Real Estate ETF (BLDG) is 3.24%, while undefined (VNQ) has a volatility of 4.15%. This indicates that BLDG experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
3.24%
4.15%
BLDG
VNQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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