CBRE vs. USRT

In the year-to-date period, CBRE achieves a -5.04% return, which is significantly lower than USRT's 0.15% return. Over the past 10 years, CBRE has outperformed USRT with an annualized return of 12.47%, while USRT has yielded a comparatively lower 5.74% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for CBRE Group, Inc. (CBRE) and iShares Core U.S. REIT ETF (USRT). 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 CBRE Sharpe Ratio is 1.45, which is higher than the USRT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CBRE and USRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CBRE has not paid dividends to shareholders, while USRT's dividend yield for the trailing twelve months is around 2.81%.

The maximum CBRE drawdown since its inception was -94.31%, which is greater than USRT's maximum drawdown of -69.89%. Use the drawdown chart below to compare losses from any high point for CBRE and USRT.

CBRE Group, Inc. (CBRE) has a higher volatility of 9.48% compared to iShares Core U.S. REIT ETF (USRT) at 4.93%. This indicates that CBRE's price experiences larger fluctuations and is considered to be riskier than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.