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

Correlation

The correlation between GTY and VNQ is 0.68, 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

GTY vs. VNQ - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.46%
7.78%
GTY
VNQ

Key characteristics

Sharpe Ratio

GTY:

0.55

VNQ:

0.39

Sortino Ratio

GTY:

0.88

VNQ:

0.62

Omega Ratio

GTY:

1.11

VNQ:

1.08

Calmar Ratio

GTY:

0.43

VNQ:

0.24

Martin Ratio

GTY:

1.88

VNQ:

1.32

Ulcer Index

GTY:

5.60%

VNQ:

4.71%

Daily Std Dev

GTY:

19.15%

VNQ:

16.11%

Max Drawdown

GTY:

-63.18%

VNQ:

-73.07%

Current Drawdown

GTY:

-8.29%

VNQ:

-14.13%

Returns By Period

In the year-to-date period, GTY achieves a 9.74% return, which is significantly higher than VNQ's 4.10% return. Over the past 10 years, GTY has outperformed VNQ with an annualized return of 10.94%, while VNQ has yielded a comparatively lower 4.91% annualized return.


GTY

YTD

9.74%

1M

-6.57%

6M

19.33%

1Y

9.97%

5Y*

4.34%

10Y*

10.94%

VNQ

YTD

4.10%

1M

-6.48%

6M

8.61%

1Y

4.87%

5Y*

3.24%

10Y*

4.91%

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

GTY vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Getty Realty Corp. (GTY) 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.


Sharpe ratio
The chart of Sharpe ratio for GTY, currently valued at 0.55, compared to the broader market-4.00-2.000.002.000.550.39
The chart of Sortino ratio for GTY, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.880.62
The chart of Omega ratio for GTY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.08
The chart of Calmar ratio for GTY, currently valued at 0.43, compared to the broader market0.002.004.006.000.430.24
The chart of Martin ratio for GTY, currently valued at 1.88, compared to the broader market-5.000.005.0010.0015.0020.0025.001.881.32
GTY
VNQ

The current GTY Sharpe Ratio is 0.55, which is higher than the VNQ Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of GTY 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.55
0.39
GTY
VNQ

Dividends

GTY vs. VNQ - Dividend Comparison

GTY's dividend yield for the trailing twelve months is around 5.89%, more than VNQ's 2.89% yield.


TTM20232022202120202019201820172016201520142013
GTY
Getty Realty Corp.
5.89%5.95%4.90%4.92%5.45%4.32%4.45%4.27%4.04%6.71%5.27%4.63%
VNQ
Vanguard Real Estate ETF
2.89%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

GTY vs. VNQ - Drawdown Comparison

The maximum GTY drawdown since its inception was -63.18%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for GTY and VNQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.29%
-14.13%
GTY
VNQ

Volatility

GTY vs. VNQ - Volatility Comparison

Getty Realty Corp. (GTY) and Vanguard Real Estate ETF (VNQ) have volatilities of 5.62% and 5.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
5.65%
GTY
VNQ
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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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