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DDDIX vs. IIPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DDDIX and IIPR is 0.42, 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.


-0.50.00.51.00.4

Performance

DDDIX vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 13D Activist Fund (DDDIX) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
1.85%
-37.09%
DDDIX
IIPR

Key characteristics

Sharpe Ratio

DDDIX:

-0.11

IIPR:

-0.37

Sortino Ratio

DDDIX:

-0.03

IIPR:

-0.24

Omega Ratio

DDDIX:

1.00

IIPR:

0.96

Calmar Ratio

DDDIX:

-0.06

IIPR:

-0.20

Martin Ratio

DDDIX:

-0.32

IIPR:

-0.70

Ulcer Index

DDDIX:

5.60%

IIPR:

20.59%

Daily Std Dev

DDDIX:

16.91%

IIPR:

38.52%

Max Drawdown

DDDIX:

-46.00%

IIPR:

-75.43%

Current Drawdown

DDDIX:

-29.32%

IIPR:

-67.82%

Returns By Period

In the year-to-date period, DDDIX achieves a 1.56% return, which is significantly lower than IIPR's 9.35% return.


DDDIX

YTD

1.56%

1M

-2.50%

6M

1.85%

1Y

-1.42%

5Y*

-0.26%

10Y*

2.11%

IIPR

YTD

9.35%

1M

4.32%

6M

-37.09%

1Y

-12.85%

5Y*

-1.49%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DDDIX vs. IIPR — Risk-Adjusted Performance Rank

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

DDDIX
The Risk-Adjusted Performance Rank of DDDIX is 55
Overall Rank
The Sharpe Ratio Rank of DDDIX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DDDIX is 55
Sortino Ratio Rank
The Omega Ratio Rank of DDDIX is 55
Omega Ratio Rank
The Calmar Ratio Rank of DDDIX is 55
Calmar Ratio Rank
The Martin Ratio Rank of DDDIX is 55
Martin Ratio Rank

IIPR
The Risk-Adjusted Performance Rank of IIPR is 2929
Overall Rank
The Sharpe Ratio Rank of IIPR is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of IIPR is 2626
Sortino Ratio Rank
The Omega Ratio Rank of IIPR is 2525
Omega Ratio Rank
The Calmar Ratio Rank of IIPR is 3434
Calmar Ratio Rank
The Martin Ratio Rank of IIPR is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DDDIX vs. IIPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 13D Activist Fund (DDDIX) 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 DDDIX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.11-0.37
The chart of Sortino ratio for DDDIX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.03-0.24
The chart of Omega ratio for DDDIX, currently valued at 1.00, compared to the broader market1.002.003.004.001.000.96
The chart of Calmar ratio for DDDIX, currently valued at -0.06, compared to the broader market0.005.0010.0015.0020.00-0.06-0.20
The chart of Martin ratio for DDDIX, currently valued at -0.32, compared to the broader market0.0020.0040.0060.0080.00-0.32-0.70
DDDIX
IIPR

The current DDDIX Sharpe Ratio is -0.11, which is higher than the IIPR Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of DDDIX 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.11
-0.37
DDDIX
IIPR

Dividends

DDDIX vs. IIPR - Dividend Comparison

DDDIX has not paid dividends to shareholders, while IIPR's dividend yield for the trailing twelve months is around 10.32%.


TTM20242023202220212020201920182017
DDDIX
13D Activist Fund
0.00%0.00%0.00%0.00%0.00%2.58%0.00%0.00%0.00%
IIPR
Innovative Industrial Properties, Inc.
10.32%11.28%7.16%7.01%2.18%2.44%3.73%2.64%1.70%

Drawdowns

DDDIX vs. IIPR - Drawdown Comparison

The maximum DDDIX drawdown since its inception was -46.00%, smaller than the maximum IIPR drawdown of -75.43%. Use the drawdown chart below to compare losses from any high point for DDDIX and IIPR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-29.32%
-67.82%
DDDIX
IIPR

Volatility

DDDIX vs. IIPR - Volatility Comparison

The current volatility for 13D Activist Fund (DDDIX) is 4.75%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 12.58%. This indicates that DDDIX 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%SeptemberOctoberNovemberDecember2025February
4.75%
12.58%
DDDIX
IIPR
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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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