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

Correlation

The correlation between IIPR and SCHD is 0.42, 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.


Performance

IIPR vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovative Industrial Properties, Inc. (IIPR) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
319.36%
138.02%
IIPR
SCHD

Key characteristics

Sharpe Ratio

IIPR:

-1.07

SCHD:

0.19

Sortino Ratio

IIPR:

-1.40

SCHD:

0.37

Omega Ratio

IIPR:

0.78

SCHD:

1.05

Calmar Ratio

IIPR:

-0.59

SCHD:

0.19

Martin Ratio

IIPR:

-1.46

SCHD:

0.63

Ulcer Index

IIPR:

31.83%

SCHD:

4.80%

Daily Std Dev

IIPR:

43.57%

SCHD:

16.02%

Max Drawdown

IIPR:

-78.14%

SCHD:

-33.37%

Current Drawdown

IIPR:

-75.87%

SCHD:

-11.88%

Returns By Period

In the year-to-date period, IIPR achieves a -18.03% return, which is significantly lower than SCHD's -5.64% return.


IIPR

YTD

-18.03%

1M

-0.80%

6M

-57.52%

1Y

-46.23%

5Y*

-0.94%

10Y*

N/A

SCHD

YTD

-5.64%

1M

1.07%

6M

-8.31%

1Y

1.88%

5Y*

13.00%

10Y*

10.24%

*Annualized

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Risk-Adjusted Performance

IIPR vs. SCHD — 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 77
Overall Rank
The Sharpe Ratio Rank of IIPR is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of IIPR is 77
Sortino Ratio Rank
The Omega Ratio Rank of IIPR is 55
Omega Ratio Rank
The Calmar Ratio Rank of IIPR is 1414
Calmar Ratio Rank
The Martin Ratio Rank of IIPR is 88
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2828
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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovative Industrial Properties, Inc. (IIPR) and Schwab US Dividend Equity ETF (SCHD). 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.


The current IIPR Sharpe Ratio is -1.07, which is lower than the SCHD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of IIPR and SCHD, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-1.07
0.19
IIPR
SCHD

Dividends

IIPR vs. SCHD - Dividend Comparison

IIPR's dividend yield for the trailing twelve months is around 14.34%, more than SCHD's 4.07% yield.


TTM20242023202220212020201920182017201620152014
IIPR
Innovative Industrial Properties, Inc.
14.34%11.28%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.07%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

IIPR vs. SCHD - Drawdown Comparison

The maximum IIPR drawdown since its inception was -78.14%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IIPR and SCHD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-75.87%
-11.88%
IIPR
SCHD

Volatility

IIPR vs. SCHD - Volatility Comparison

Innovative Industrial Properties, Inc. (IIPR) has a higher volatility of 15.48% compared to Schwab US Dividend Equity ETF (SCHD) at 8.93%. This indicates that IIPR's price experiences larger fluctuations and is considered to be riskier than SCHD 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%December2025FebruaryMarchAprilMay
15.48%
8.93%
IIPR
SCHD