COLD vs. ILPT

Last updated Apr 1, 2026

Compare and contrast key facts about Americold Realty Trust (COLD) and Industrial Logistics Properties Trust (ILPT).

Performance

COLD vs. ILPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Americold Realty Trust (COLD) and Industrial Logistics Properties Trust (ILPT). The values are adjusted to include any dividend payments, if applicable.

COLD vs. ILPT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COLD Americold Realty Trust	-9.06%	-36.17%	-26.72%	10.11%	-10.89%	-9.89%	9.03%	40.61%	48.27%
ILPT Industrial Logistics Properties Trust	3.45%	55.52%	-21.55%	45.82%	-86.50%	13.31%	10.72%	21.51%	-10.96%

Fundamentals

Market Cap COLD : $3.28B ILPT : $374.91M
EPS COLD : -$0.40 ILPT : -$1.00
PS Ratio COLD : 1.26 ILPT : 0.84
PB Ratio COLD : 1.14 ILPT : 0.77
Total Revenue (TTM) COLD : $2.60B ILPT : $448.85M
Gross Profit (TTM) COLD : $104.66M ILPT : $387.17M
EBITDA (TTM) COLD : $379.41M ILPT : -$165.62M

Returns By Period

In the year-to-date period, COLD achieves a -9.06% return, which is significantly lower than ILPT's 3.45% return.

COLD

• 1D: 2.05%
• 1M: -12.66%
• YTD: -9.06%
• 6M: -2.78%
• 1Y: -42.73%
• 3Y*: -22.67%
• 5Y*: -18.47%
• 10Y*: —

ILPT

• 1D: -1.73%
• 1M: -3.07%
• YTD: 3.45%
• 6M: -0.87%
• 1Y: 70.28%
• 3Y*: 25.05%
• 5Y*: -22.86%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

COLD vs. ILPT — Risk / Return Rank

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

COLD

COLD Risk / Return Rank: 8
COLD Sharpe Ratio Rank: 5
COLD Sortino Ratio Rank: 5
COLD Omega Ratio Rank: 7
COLD Calmar Ratio Rank: 10
COLD Martin Ratio Rank: 16

ILPT

ILPT Risk / Return Rank: 79
ILPT Sharpe Ratio Rank: 79
ILPT Sortino Ratio Rank: 79
ILPT Omega Ratio Rank: 77
ILPT Calmar Ratio Rank: 81
ILPT Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COLD vs. ILPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Americold Realty Trust (COLD) and Industrial Logistics Properties Trust (ILPT). 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.

	COLD	ILPT	Difference
Sharpe ratio Return per unit of total volatility	-1.01	1.21	-2.22
Sortino ratio Return per unit of downside risk	-1.59	2.05	-3.64
Omega ratio Gain probability vs. loss probability	0.82	1.26	-0.44
Calmar ratio Return relative to maximum drawdown	-0.85	2.38	-3.24
Martin ratio Return relative to average drawdown	-1.32	5.85	-7.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COLD vs. ILPT - Sharpe Ratio Comparison

The current COLD Sharpe Ratio is -1.01, which is lower than the ILPT Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of COLD and ILPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COLD	ILPT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.01	1.21	-2.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.59	-0.41	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	-0.26	+0.20

Correlation

The correlation between COLD and ILPT is 0.43, 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.

Dividends

COLD vs. ILPT - Dividend Comparison

COLD's dividend yield for the trailing twelve months is around 8.03%, more than ILPT's 2.82% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
COLD Americold Realty Trust	8.03%	7.15%	4.11%	2.91%	3.11%	2.68%	2.25%	2.28%	2.75%
ILPT Industrial Logistics Properties Trust	2.82%	2.17%	1.10%	0.85%	20.80%	5.27%	5.67%	5.89%	4.73%

Drawdowns

COLD vs. ILPT - Drawdown Comparison

The maximum COLD drawdown since its inception was -70.76%, smaller than the maximum ILPT drawdown of -93.79%. Use the drawdown chart below to compare losses from any high point for COLD and ILPT.

Drawdown Indicators

	COLD	ILPT	Difference
Max Drawdown Largest peak-to-trough decline	-70.76%	-93.79%	+23.03%
Max Drawdown (1Y) Largest decline over 1 year	-51.32%	-28.49%	-22.83%
Max Drawdown (5Y) Largest decline over 5 years	-70.76%	-93.79%	+23.03%
Current Drawdown Current decline from peak	-65.62%	-78.04%	+12.42%
Average Drawdown Average peak-to-trough decline	-21.48%	-43.79%	+22.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.22%	11.60%	+21.62%

Volatility

COLD vs. ILPT - Volatility Comparison

The current volatility for Americold Realty Trust (COLD) is 11.48%, while Industrial Logistics Properties Trust (ILPT) has a volatility of 12.55%. This indicates that COLD experiences smaller price fluctuations and is considered to be less risky than ILPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COLD	ILPT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.48%	12.55%	-1.07%
Volatility (6M) Calculated over the trailing 6-month period	31.23%	29.29%	+1.94%
Volatility (1Y) Calculated over the trailing 1-year period	42.66%	58.37%	-15.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.32%	56.31%	-24.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.41%	48.45%	-17.04%

Financials