ICF vs. O
Compare and contrast key facts about iShares Cohen & Steers REIT ETF (ICF) and Realty Income Corporation (O).
ICF is a passively managed fund by iShares that tracks the performance of the Cohen & Steers Realty Majors Index. It was launched on Jan 29, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICF or O.
Key characteristics
| ICF | O | |
|---|---|---|
| YTD Return | 9.81% | 4.03% |
| 1Y Return | 29.54% | 20.81% |
| 3Y Return (Ann) | -1.02% | -2.02% |
| 5Y Return (Ann) | 4.30% | -0.68% |
| 10Y Return (Ann) | 6.22% | 7.35% |
| Sharpe Ratio | 1.70 | 1.13 |
| Sortino Ratio | 2.45 | 1.67 |
| Omega Ratio | 1.31 | 1.21 |
| Calmar Ratio | 0.93 | 0.71 |
| Martin Ratio | 6.91 | 2.98 |
| Ulcer Index | 4.14% | 6.85% |
| Daily Std Dev | 16.87% | 18.15% |
| Max Drawdown | -76.74% | -48.45% |
| Current Drawdown | -10.47% | -14.06% |
Correlation
The correlation between ICF and O is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ICF vs. O - Performance Comparison
In the year-to-date period, ICF achieves a 9.81% return, which is significantly higher than O's 4.03% return. Over the past 10 years, ICF has underperformed O with an annualized return of 6.22%, while O has yielded a comparatively higher 7.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICF vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) 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.
Dividends
ICF vs. O - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.60%, less than O's 5.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.60% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.32% | 3.30% | 3.00% | 3.41% |
O Realty Income Corporation | 5.47% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
ICF vs. O - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for ICF and O. For additional features, visit the drawdowns tool.
Volatility
ICF vs. O - Volatility Comparison
The current volatility for iShares Cohen & Steers REIT ETF (ICF) is 5.55%, while Realty Income Corporation (O) has a volatility of 6.69%. This indicates that ICF 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.