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CWH vs. IIPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CWH and IIPR is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CWH vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camping World Holdings, Inc. (CWH) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
13.45%
449.50%
CWH
IIPR

Key characteristics

Sharpe Ratio

CWH:

-0.34

IIPR:

-0.53

Sortino Ratio

CWH:

-0.19

IIPR:

-0.47

Omega Ratio

CWH:

0.98

IIPR:

0.92

Calmar Ratio

CWH:

-0.29

IIPR:

-0.29

Martin Ratio

CWH:

-0.78

IIPR:

-2.05

Ulcer Index

CWH:

20.79%

IIPR:

9.68%

Daily Std Dev

CWH:

47.99%

IIPR:

37.15%

Max Drawdown

CWH:

-90.83%

IIPR:

-75.43%

Current Drawdown

CWH:

-45.73%

IIPR:

-68.39%

Fundamentals

Market Cap

CWH:

$1.31B

IIPR:

$2.87B

EPS

CWH:

-$0.66

IIPR:

$5.61

PEG Ratio

CWH:

1.70

IIPR:

0.00

Total Revenue (TTM)

CWH:

$6.00B

IIPR:

$310.93M

Gross Profit (TTM)

CWH:

$1.75B

IIPR:

$231.15M

EBITDA (TTM)

CWH:

$238.80M

IIPR:

$246.09M

Returns By Period

In the year-to-date period, CWH achieves a -17.04% return, which is significantly higher than IIPR's -23.25% return.


CWH

YTD

-17.04%

1M

-6.11%

6M

19.91%

1Y

-19.22%

5Y*

13.93%

10Y*

N/A

IIPR

YTD

-23.25%

1M

-30.05%

6M

-29.44%

1Y

-20.96%

5Y*

6.57%

10Y*

N/A

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Risk-Adjusted Performance

CWH vs. IIPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Camping World Holdings, Inc. (CWH) and Innovative Industrial Properties, Inc. (IIPR). 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 CWH, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.34-0.53
The chart of Sortino ratio for CWH, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.19-0.47
The chart of Omega ratio for CWH, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.92
The chart of Calmar ratio for CWH, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29-0.29
The chart of Martin ratio for CWH, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.78-2.05
CWH
IIPR

The current CWH Sharpe Ratio is -0.34, which is higher than the IIPR Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of CWH and IIPR, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.34
-0.53
CWH
IIPR

Dividends

CWH vs. IIPR - Dividend Comparison

CWH's dividend yield for the trailing twelve months is around 2.35%, less than IIPR's 10.10% yield.


TTM20232022202120202019201820172016
CWH
Camping World Holdings, Inc.
2.35%5.71%11.20%4.28%5.67%4.15%5.34%1.66%0.25%
IIPR
Innovative Industrial Properties, Inc.
10.10%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%

Drawdowns

CWH vs. IIPR - Drawdown Comparison

The maximum CWH drawdown since its inception was -90.83%, which is greater than IIPR's maximum drawdown of -75.43%. Use the drawdown chart below to compare losses from any high point for CWH and IIPR. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-45.73%
-68.39%
CWH
IIPR

Volatility

CWH vs. IIPR - Volatility Comparison

The current volatility for Camping World Holdings, Inc. (CWH) is 12.40%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 26.56%. This indicates that CWH experiences smaller price fluctuations and is considered to be less risky than IIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.40%
26.56%
CWH
IIPR

Financials

CWH vs. IIPR - Financials Comparison

This section allows you to compare key financial metrics between Camping World Holdings, Inc. and Innovative Industrial Properties, 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
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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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