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

Correlation

The correlation between IGIAX and IIPR is 0.41, 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

IGIAX vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity ESG Growth & Income Fund (IGIAX) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.66%
-33.59%
IGIAX
IIPR

Key characteristics

Sharpe Ratio

IGIAX:

1.53

IIPR:

-0.68

Sortino Ratio

IGIAX:

2.18

IIPR:

-0.68

Omega Ratio

IGIAX:

1.28

IIPR:

0.89

Calmar Ratio

IGIAX:

2.25

IIPR:

-0.36

Martin Ratio

IGIAX:

8.49

IIPR:

-2.39

Ulcer Index

IGIAX:

2.41%

IIPR:

10.59%

Daily Std Dev

IGIAX:

13.40%

IIPR:

37.35%

Max Drawdown

IGIAX:

-43.45%

IIPR:

-75.43%

Current Drawdown

IGIAX:

-3.05%

IIPR:

-69.81%

Returns By Period

In the year-to-date period, IGIAX achieves a 22.18% return, which is significantly higher than IIPR's -26.70% return.


IGIAX

YTD

22.18%

1M

-1.68%

6M

5.66%

1Y

20.46%

5Y*

12.45%

10Y*

11.51%

IIPR

YTD

-26.70%

1M

-34.33%

6M

-33.59%

1Y

-25.33%

5Y*

3.53%

10Y*

N/A

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

IGIAX vs. IIPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) 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 IGIAX, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.001.53-0.68
The chart of Sortino ratio for IGIAX, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.002.18-0.68
The chart of Omega ratio for IGIAX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.280.89
The chart of Calmar ratio for IGIAX, currently valued at 2.25, compared to the broader market0.002.004.006.008.0010.0012.0014.002.25-0.36
The chart of Martin ratio for IGIAX, currently valued at 8.49, compared to the broader market0.0020.0040.0060.008.49-2.39
IGIAX
IIPR

The current IGIAX Sharpe Ratio is 1.53, which is higher than the IIPR Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of IGIAX 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.53
-0.68
IGIAX
IIPR

Dividends

IGIAX vs. IIPR - Dividend Comparison

IGIAX's dividend yield for the trailing twelve months is around 0.55%, less than IIPR's 10.58% yield.


TTM20232022202120202019201820172016201520142013
IGIAX
Integrity ESG Growth & Income Fund
0.55%0.67%0.54%0.09%0.60%1.39%0.66%1.08%1.46%0.79%0.67%0.37%
IIPR
Innovative Industrial Properties, Inc.
10.58%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%0.00%0.00%0.00%

Drawdowns

IGIAX vs. IIPR - Drawdown Comparison

The maximum IGIAX drawdown since its inception was -43.45%, smaller than the maximum IIPR drawdown of -75.43%. Use the drawdown chart below to compare losses from any high point for IGIAX and IIPR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.05%
-69.81%
IGIAX
IIPR

Volatility

IGIAX vs. IIPR - Volatility Comparison

The current volatility for Integrity ESG Growth & Income Fund (IGIAX) is 3.49%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 26.46%. This indicates that IGIAX 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%JulyAugustSeptemberOctoberNovemberDecember
3.49%
26.46%
IGIAX
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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