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EQR vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EQR and VNQ is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

EQR vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equity Residential (EQR) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
465.03%
325.43%
EQR
VNQ

Key characteristics

Sharpe Ratio

EQR:

0.57

VNQ:

0.70

Sortino Ratio

EQR:

0.93

VNQ:

1.05

Omega Ratio

EQR:

1.12

VNQ:

1.14

Calmar Ratio

EQR:

0.49

VNQ:

0.51

Martin Ratio

EQR:

2.12

VNQ:

2.38

Ulcer Index

EQR:

6.03%

VNQ:

5.31%

Daily Std Dev

EQR:

22.49%

VNQ:

18.16%

Max Drawdown

EQR:

-67.40%

VNQ:

-73.07%

Current Drawdown

EQR:

-17.06%

VNQ:

-14.68%

Returns By Period

In the year-to-date period, EQR achieves a -2.65% return, which is significantly lower than VNQ's -1.32% return. Over the past 10 years, EQR has underperformed VNQ with an annualized return of 4.21%, while VNQ has yielded a comparatively higher 4.91% annualized return.


EQR

YTD

-2.65%

1M

-2.89%

6M

-6.44%

1Y

9.25%

5Y*

4.90%

10Y*

4.21%

VNQ

YTD

-1.32%

1M

-3.14%

6M

-7.30%

1Y

13.04%

5Y*

6.98%

10Y*

4.91%

*Annualized

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Risk-Adjusted Performance

EQR vs. VNQ — Risk-Adjusted Performance Rank

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

EQR
The Risk-Adjusted Performance Rank of EQR is 7070
Overall Rank
The Sharpe Ratio Rank of EQR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EQR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EQR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of EQR is 7373
Calmar Ratio Rank
The Martin Ratio Rank of EQR is 7474
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6767
Overall Rank
The Sharpe Ratio Rank of VNQ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6767
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.

EQR vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equity Residential (EQR) and Vanguard Real Estate ETF (VNQ). 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 chart of Sharpe ratio for EQR, currently valued at 0.57, compared to the broader market-2.00-1.000.001.002.003.00
EQR: 0.57
VNQ: 0.70
The chart of Sortino ratio for EQR, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.00
EQR: 0.93
VNQ: 1.05
The chart of Omega ratio for EQR, currently valued at 1.12, compared to the broader market0.501.001.502.00
EQR: 1.12
VNQ: 1.14
The chart of Calmar ratio for EQR, currently valued at 0.49, compared to the broader market0.001.002.003.004.005.00
EQR: 0.49
VNQ: 0.51
The chart of Martin ratio for EQR, currently valued at 2.12, compared to the broader market-5.000.005.0010.0015.0020.00
EQR: 2.12
VNQ: 2.38

The current EQR Sharpe Ratio is 0.57, which is comparable to the VNQ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of EQR and VNQ, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.57
0.70
EQR
VNQ

Dividends

EQR vs. VNQ - Dividend Comparison

EQR's dividend yield for the trailing twelve months is around 3.97%, less than VNQ's 4.18% yield.


TTM20242023202220212020201920182017201620152014
EQR
Equity Residential
3.97%2.82%4.34%4.24%2.67%4.07%2.81%3.27%3.16%20.22%2.71%2.78%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

EQR vs. VNQ - Drawdown Comparison

The maximum EQR drawdown since its inception was -67.40%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for EQR and VNQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-17.06%
-14.68%
EQR
VNQ

Volatility

EQR vs. VNQ - Volatility Comparison

Equity Residential (EQR) has a higher volatility of 13.67% compared to Vanguard Real Estate ETF (VNQ) at 10.36%. This indicates that EQR's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.67%
10.36%
EQR
VNQ