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IIP-UN.TO vs. CRT-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IIP-UN.TO vs. CRT-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in InterRent Real Estate Investment Trust (IIP-UN.TO) and CT Real Estate Investment Trust (CRT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IIP-UN.TO achieves a -1.74% return, which is significantly lower than CRT-UN.TO's 11.40% return. Over the past 10 years, IIP-UN.TO has outperformed CRT-UN.TO with an annualized return of 7.78%, while CRT-UN.TO has yielded a comparatively lower 7.39% annualized return.


IIP-UN.TO

1D
-0.78%
1M
-2.27%
YTD
-1.74%
6M
-1.57%
1Y
-3.10%
3Y*
1.55%
5Y*
-1.17%
10Y*
7.78%

CRT-UN.TO

1D
0.11%
1M
1.77%
YTD
11.40%
6M
13.62%
1Y
18.22%
3Y*
11.99%
5Y*
7.39%
10Y*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIP-UN.TO vs. CRT-UN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIP-UN.TO
InterRent Real Estate Investment Trust
-1.74%34.25%-20.84%6.33%-24.09%29.06%-10.48%22.25%46.53%26.20%
CRT-UN.TO
CT Real Estate Investment Trust
11.40%20.98%3.91%-0.26%-5.16%16.13%2.73%47.58%-15.83%1.42%

Correlation

The correlation between IIP-UN.TO and CRT-UN.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2013

0.42

The correlation between IIP-UN.TO and CRT-UN.TO shifts across timeframes, from 0.25 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IIP-UN.TO:

CA$1.79B

CRT-UN.TO:

CA$3.51B

EPS

IIP-UN.TO:

CA$0.03

CRT-UN.TO:

CA$1.34

PE Ratio

IIP-UN.TO:

385.90

CRT-UN.TO:

13.21

PS Ratio

IIP-UN.TO:

7.24

CRT-UN.TO:

6.46

PB Ratio

IIP-UN.TO:

0.79

CRT-UN.TO:

1.74

Total Revenue (TTM)

IIP-UN.TO:

CA$247.25M

CRT-UN.TO:

CA$611.41M

Gross Profit (TTM)

IIP-UN.TO:

CA$169.56M

CRT-UN.TO:

CA$477.02M

EBITDA (TTM)

IIP-UN.TO:

CA$67.56M

CRT-UN.TO:

CA$623.97M

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Return for Risk

IIP-UN.TO vs. CRT-UN.TO — Risk / Return Rank

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

IIP-UN.TO
IIP-UN.TO Risk / Return Rank: 88
Overall Rank
IIP-UN.TO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IIP-UN.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
IIP-UN.TO Omega Ratio Rank: 1111
Omega Ratio Rank
IIP-UN.TO Calmar Ratio Rank: 1212
Calmar Ratio Rank
IIP-UN.TO Martin Ratio Rank: 00
Martin Ratio Rank

CRT-UN.TO
CRT-UN.TO Risk / Return Rank: 7878
Overall Rank
CRT-UN.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CRT-UN.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
CRT-UN.TO Omega Ratio Rank: 7272
Omega Ratio Rank
CRT-UN.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
CRT-UN.TO Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IIP-UN.TO vs. CRT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InterRent Real Estate Investment Trust (IIP-UN.TO) and CT Real Estate Investment Trust (CRT-UN.TO). 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.


IIP-UN.TOCRT-UN.TODifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-3.30

Omega ratioGain probability vs. loss probability

0.86

1.24

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.78

2.94

-3.71

Martin ratioReturn relative to average drawdown

-2.42

7.67

-10.09

IIP-UN.TO vs. CRT-UN.TO - Sharpe Ratio Comparison

The current IIP-UN.TO Sharpe Ratio is -0.84, which is lower than the CRT-UN.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IIP-UN.TO and CRT-UN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IIP-UN.TOCRT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

1.42

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.42

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.37

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.54

-0.44

Drawdowns

IIP-UN.TO vs. CRT-UN.TO - Drawdown Comparison

The maximum IIP-UN.TO drawdown since its inception was -79.60%, which is greater than CRT-UN.TO's maximum drawdown of -45.88%. Use the drawdown chart below to compare losses from any high point for IIP-UN.TO and CRT-UN.TO.


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Drawdown Indicators


IIP-UN.TOCRT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.60%

-45.88%

-33.72%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-6.24%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-30.80%

-17.37%

-13.43%

Max Drawdown (5Y)

Largest decline over 5 years

-42.92%

-24.70%

-18.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-45.88%

+2.96%

Current Drawdown

Current decline from peak

-21.04%

-1.01%

-20.03%

Average Drawdown

Average peak-to-trough decline

-27.47%

-6.27%

-21.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.38%

-1.10%

Volatility

IIP-UN.TO vs. CRT-UN.TO - Volatility Comparison

The current volatility for InterRent Real Estate Investment Trust (IIP-UN.TO) is 1.68%, while CT Real Estate Investment Trust (CRT-UN.TO) has a volatility of 2.86%. This indicates that IIP-UN.TO experiences smaller price fluctuations and is considered to be less risky than CRT-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIP-UN.TOCRT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

2.86%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

9.40%

-6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

12.88%

-9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

17.64%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

20.26%

+2.14%

Dividends

IIP-UN.TO vs. CRT-UN.TO - Dividend Comparison

IIP-UN.TO's dividend yield for the trailing twelve months is around 3.10%, less than CRT-UN.TO's 5.35% yield.


PositionTTM20252024202320222021202020192018201720162015
CRT-UN.TO
CT Real Estate Investment Trust
5.35%5.77%6.40%6.04%5.48%4.76%5.09%4.70%6.37%4.82%4.57%5.09%
IIP-UN.TO
InterRent Real Estate Investment Trust
3.10%3.01%3.76%2.74%2.70%1.90%2.28%1.88%2.09%2.71%3.12%3.38%

Financials

IIP-UN.TO vs. CRT-UN.TO - Financials Comparison

This section allows you to compare key financial metrics between InterRent Real Estate Investment Trust and CT Real Estate Investment Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


40.00M60.00M80.00M100.00M120.00M140.00M160.00M20222023202420252026
60.89M
157.56M
(IIP-UN.TO) Total Revenue
(CRT-UN.TO) Total Revenue
Values in CAD except per share items

IIP-UN.TO vs. CRT-UN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between InterRent Real Estate Investment Trust and CT Real Estate Investment Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%20222023202420252026
63.4%
77.5%
Portfolio components
IIP-UN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, InterRent Real Estate Investment Trust reported a gross profit of 38.58M and revenue of 60.89M. Therefore, the gross margin over that period was 63.4%.

CRT-UN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported a gross profit of 122.17M and revenue of 157.56M. Therefore, the gross margin over that period was 77.5%.

IIP-UN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, InterRent Real Estate Investment Trust reported an operating income of 18.73M and revenue of 60.89M, resulting in an operating margin of 30.8%.

CRT-UN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported an operating income of 118.00M and revenue of 157.56M, resulting in an operating margin of 74.9%.

IIP-UN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, InterRent Real Estate Investment Trust reported a net income of -4.05M and revenue of 60.89M, resulting in a net margin of -6.6%.

CRT-UN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CT Real Estate Investment Trust reported a net income of 53.53M and revenue of 157.56M, resulting in a net margin of 34.0%.


Frequently Asked Questions


IIP-UN.TO and CRT-UN.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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