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

Correlation

The correlation between IIPR and LAMYX is 0.40, 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

IIPR vs. LAMYX - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-41.40%
1.85%
IIPR
LAMYX

Key characteristics

Sharpe Ratio

IIPR:

-0.62

LAMYX:

1.43

Sortino Ratio

IIPR:

-0.60

LAMYX:

1.93

Omega Ratio

IIPR:

0.90

LAMYX:

1.28

Calmar Ratio

IIPR:

-0.32

LAMYX:

1.85

Martin Ratio

IIPR:

-1.55

LAMYX:

6.49

Ulcer Index

IIPR:

15.02%

LAMYX:

2.82%

Daily Std Dev

IIPR:

37.42%

LAMYX:

12.77%

Max Drawdown

IIPR:

-75.43%

LAMYX:

-42.98%

Current Drawdown

IIPR:

-70.79%

LAMYX:

-7.78%

Returns By Period

In the year-to-date period, IIPR achieves a -0.74% return, which is significantly lower than LAMYX's 1.00% return.


IIPR

YTD

-0.74%

1M

-33.33%

6M

-42.55%

1Y

-23.72%

5Y*

1.52%

10Y*

N/A

LAMYX

YTD

1.00%

1M

-5.99%

6M

1.10%

1Y

18.83%

5Y*

8.17%

10Y*

6.20%

*Annualized

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

IIPR vs. LAMYX — Risk-Adjusted Performance Rank

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

IIPR
The Risk-Adjusted Performance Rank of IIPR is 1717
Overall Rank
The Sharpe Ratio Rank of IIPR is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of IIPR is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IIPR is 1616
Omega Ratio Rank
The Calmar Ratio Rank of IIPR is 2828
Calmar Ratio Rank
The Martin Ratio Rank of IIPR is 55
Martin Ratio Rank

LAMYX
The Risk-Adjusted Performance Rank of LAMYX is 8080
Overall Rank
The Sharpe Ratio Rank of LAMYX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of LAMYX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of LAMYX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LAMYX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of LAMYX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IIPR vs. LAMYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovative Industrial Properties, Inc. (IIPR) and Lord Abbett Dividend Growth Fund (LAMYX). 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 IIPR, currently valued at -0.62, compared to the broader market-2.000.002.00-0.621.43
The chart of Sortino ratio for IIPR, currently valued at -0.60, compared to the broader market-4.00-2.000.002.004.00-0.601.93
The chart of Omega ratio for IIPR, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.28
The chart of Calmar ratio for IIPR, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.321.85
The chart of Martin ratio for IIPR, currently valued at -1.55, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.556.49
IIPR
LAMYX

The current IIPR Sharpe Ratio is -0.62, which is lower than the LAMYX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IIPR and LAMYX, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.62
1.43
IIPR
LAMYX

Dividends

IIPR vs. LAMYX - Dividend Comparison

IIPR's dividend yield for the trailing twelve months is around 11.37%, more than LAMYX's 0.89% yield.


TTM20242023202220212020201920182017201620152014
IIPR
Innovative Industrial Properties, Inc.
11.37%11.28%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%0.00%0.00%
LAMYX
Lord Abbett Dividend Growth Fund
0.89%0.90%1.01%1.24%1.03%1.18%1.76%2.02%1.82%2.09%2.20%15.99%

Drawdowns

IIPR vs. LAMYX - Drawdown Comparison

The maximum IIPR drawdown since its inception was -75.43%, which is greater than LAMYX's maximum drawdown of -42.98%. Use the drawdown chart below to compare losses from any high point for IIPR and LAMYX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-70.79%
-7.78%
IIPR
LAMYX

Volatility

IIPR vs. LAMYX - Volatility Comparison

Innovative Industrial Properties, Inc. (IIPR) has a higher volatility of 26.61% compared to Lord Abbett Dividend Growth Fund (LAMYX) at 6.49%. This indicates that IIPR's price experiences larger fluctuations and is considered to be riskier than LAMYX 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%AugustSeptemberOctoberNovemberDecember2025
26.61%
6.49%
IIPR
LAMYX
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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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