IIPR vs. VT
Compare and contrast key facts about Innovative Industrial Properties, Inc. (IIPR) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IIPR or VT.
Performance
IIPR vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, IIPR achieves a 7.04% return, which is significantly lower than VT's 16.65% return.
IIPR
7.04%
-22.86%
-6.94%
39.55%
10.48%
N/A
VT
16.65%
-1.27%
6.28%
24.82%
10.82%
9.20%
Key characteristics
| IIPR | VT | |
|---|---|---|
| Sharpe Ratio | 1.34 | 2.11 |
| Sortino Ratio | 1.82 | 2.90 |
| Omega Ratio | 1.25 | 1.38 |
| Calmar Ratio | 0.59 | 3.03 |
| Martin Ratio | 6.19 | 13.62 |
| Ulcer Index | 6.55% | 1.80% |
| Daily Std Dev | 30.24% | 11.64% |
| Max Drawdown | -75.43% | -50.27% |
| Current Drawdown | -55.91% | -2.65% |
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Correlation
The correlation between IIPR and VT is 0.44, 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.
Risk-Adjusted Performance
IIPR vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovative Industrial Properties, Inc. (IIPR) and Vanguard Total World Stock ETF (VT). 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
IIPR vs. VT - Dividend Comparison
IIPR's dividend yield for the trailing twelve months is around 7.24%, more than VT's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIPR Innovative Industrial Properties, Inc. | 7.24% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
IIPR vs. VT - Drawdown Comparison
The maximum IIPR drawdown since its inception was -75.43%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IIPR and VT. For additional features, visit the drawdowns tool.
Volatility
IIPR vs. VT - Volatility Comparison
Innovative Industrial Properties, Inc. (IIPR) has a higher volatility of 14.49% compared to Vanguard Total World Stock ETF (VT) at 3.25%. This indicates that IIPR's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.