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COLD vs. REXR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


COLDREXR
YTD Return-22.87%-21.11%
1Y Return-6.34%0.04%
3Y Return (Ann)-5.14%-12.33%
5Y Return (Ann)-5.81%0.92%
Sharpe Ratio-0.28-0.09
Sortino Ratio-0.220.05
Omega Ratio0.971.01
Calmar Ratio-0.18-0.05
Martin Ratio-0.57-0.18
Ulcer Index12.76%13.94%
Daily Std Dev25.95%26.48%
Max Drawdown-43.13%-48.35%
Current Drawdown-37.66%-44.75%

Fundamentals


COLDREXR
Market Cap$7.20B$9.85B
EPS-$1.01$1.23
PEG Ratio4.039.31
Total Revenue (TTM)$2.01B$904.70M
Gross Profit (TTM)$360.31M$567.05M
EBITDA (TTM)$438.57M$621.16M

Correlation

-0.50.00.51.00.6

The correlation between COLD and REXR is 0.57, 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.

Performance

COLD vs. REXR - Performance Comparison

In the year-to-date period, COLD achieves a -22.87% return, which is significantly lower than REXR's -21.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-4.14%
-2.72%
COLD
REXR

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Risk-Adjusted Performance

COLD vs. REXR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Americold Realty Trust (COLD) and Rexford Industrial Realty, Inc. (REXR). 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
Sharpe ratio
The chart of Sharpe ratio for COLD, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.28
Sortino ratio
The chart of Sortino ratio for COLD, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.006.00-0.22
Omega ratio
The chart of Omega ratio for COLD, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for COLD, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.18
Martin ratio
The chart of Martin ratio for COLD, currently valued at -0.57, compared to the broader market0.0010.0020.0030.00-0.57
REXR
Sharpe ratio
The chart of Sharpe ratio for REXR, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.09
Sortino ratio
The chart of Sortino ratio for REXR, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.006.000.05
Omega ratio
The chart of Omega ratio for REXR, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for REXR, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.05
Martin ratio
The chart of Martin ratio for REXR, currently valued at -0.17, compared to the broader market0.0010.0020.0030.00-0.18

COLD vs. REXR - Sharpe Ratio Comparison

The current COLD Sharpe Ratio is -0.28, which is lower than the REXR Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of COLD and REXR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.40JuneJulyAugustSeptemberOctoberNovember
-0.28
-0.09
COLD
REXR

Dividends

COLD vs. REXR - Dividend Comparison

COLD's dividend yield for the trailing twelve months is around 3.87%, more than REXR's 3.79% yield.


TTM20232022202120202019201820172016201520142013
COLD
Americold Realty Trust
3.87%2.91%3.11%2.68%2.25%2.28%2.76%0.00%0.00%0.00%0.00%0.00%
REXR
Rexford Industrial Realty, Inc.
3.79%2.71%2.31%1.18%1.75%1.62%2.17%1.99%2.33%3.12%3.06%1.59%

Drawdowns

COLD vs. REXR - Drawdown Comparison

The maximum COLD drawdown since its inception was -43.13%, smaller than the maximum REXR drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for COLD and REXR. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-37.66%
-44.75%
COLD
REXR

Volatility

COLD vs. REXR - Volatility Comparison

The current volatility for Americold Realty Trust (COLD) is 10.09%, while Rexford Industrial Realty, Inc. (REXR) has a volatility of 12.58%. This indicates that COLD experiences smaller price fluctuations and is considered to be less risky than REXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.09%
12.58%
COLD
REXR

Financials

COLD vs. REXR - Financials Comparison

This section allows you to compare key financial metrics between Americold Realty Trust and Rexford Industrial Realty, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items