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EWRE vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWRE and O is 0.69, 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.


-0.50.00.51.00.7

Performance

EWRE vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
59.75%
74.17%
EWRE
O

Key characteristics

Returns By Period


EWRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

O

YTD

-3.24%

1M

-6.77%

6M

2.04%

1Y

-2.03%

5Y*

-0.91%

10Y*

5.77%

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Risk-Adjusted Performance

EWRE vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) and Realty Income Corporation (O). 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 EWRE, currently valued at -0.18, compared to the broader market0.002.004.00-0.18-0.09
The chart of Sortino ratio for EWRE, currently valued at -0.20, compared to the broader market-2.000.002.004.006.008.0010.00-0.20-0.01
The chart of Omega ratio for EWRE, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.00
The chart of Calmar ratio for EWRE, currently valued at -0.04, compared to the broader market0.005.0010.0015.00-0.04-0.06
The chart of Martin ratio for EWRE, currently valued at -0.22, compared to the broader market0.0020.0040.0060.0080.00100.00-0.22-0.20
EWRE
O


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.18
-0.09
EWRE
O

Dividends

EWRE vs. O - Dividend Comparison

EWRE has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.93%.


TTM20232022202120202019201820172016201520142013
EWRE
Invesco S&P 500® Equal Weight Real Estate ETF
1.49%2.91%3.07%2.56%3.82%2.55%3.02%2.17%2.01%1.03%0.00%0.00%
O
Realty Income Corporation
5.93%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

EWRE vs. O - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-21.18%
-20.06%
EWRE
O

Volatility

EWRE vs. O - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) is 0.00%, while Realty Income Corporation (O) has a volatility of 5.35%. This indicates that EWRE experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember0
5.35%
EWRE
O
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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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