ILPT vs. COLD

Last updated Apr 1, 2026

Compare and contrast key facts about Industrial Logistics Properties Trust (ILPT) and Americold Realty Trust (COLD).

Performance

ILPT vs. COLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial Logistics Properties Trust (ILPT) and Americold Realty Trust (COLD). The values are adjusted to include any dividend payments, if applicable.

ILPT vs. COLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ILPT Industrial Logistics Properties Trust	3.45%	55.52%	-21.55%	45.82%	-86.50%	13.31%	10.72%	21.51%	-10.96%
COLD Americold Realty Trust	-9.06%	-36.17%	-26.72%	10.11%	-10.89%	-9.89%	9.03%	40.61%	48.27%

Fundamentals

Market Cap ILPT : $374.91M COLD : $3.28B
EPS ILPT : -$1.00 COLD : -$0.40
PS Ratio ILPT : 0.84 COLD : 1.26
PB Ratio ILPT : 0.77 COLD : 1.14
Total Revenue (TTM) ILPT : $448.85M COLD : $2.60B
Gross Profit (TTM) ILPT : $387.17M COLD : $104.66M
EBITDA (TTM) ILPT : -$165.62M COLD : $379.41M

Returns By Period

In the year-to-date period, ILPT achieves a 3.45% return, which is significantly higher than COLD's -9.06% return.

ILPT

• 1D: -1.73%
• 1M: -3.07%
• YTD: 3.45%
• 6M: -0.87%
• 1Y: 70.28%
• 3Y*: 25.05%
• 5Y*: -22.86%
• 10Y*: —

COLD

• 1D: 2.05%
• 1M: -12.66%
• YTD: -9.06%
• 6M: -2.78%
• 1Y: -42.73%
• 3Y*: -22.67%
• 5Y*: -18.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ILPT vs. COLD — Risk / Return Rank

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

ILPT

ILPT Risk / Return Rank: 79
ILPT Sharpe Ratio Rank: 79
ILPT Sortino Ratio Rank: 79
ILPT Omega Ratio Rank: 77
ILPT Calmar Ratio Rank: 81
ILPT Martin Ratio Rank: 80

COLD

COLD Risk / Return Rank: 8
COLD Sharpe Ratio Rank: 5
COLD Sortino Ratio Rank: 5
COLD Omega Ratio Rank: 7
COLD Calmar Ratio Rank: 10
COLD Martin Ratio Rank: 16

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.

ILPT vs. COLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrial Logistics Properties Trust (ILPT) and Americold Realty Trust (COLD). 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.

	ILPT	COLD	Difference
Sharpe ratio Return per unit of total volatility	1.21	-1.01	+2.22
Sortino ratio Return per unit of downside risk	2.05	-1.59	+3.64
Omega ratio Gain probability vs. loss probability	1.26	0.82	+0.44
Calmar ratio Return relative to maximum drawdown	2.38	-0.85	+3.24
Martin ratio Return relative to average drawdown	5.85	-1.32	+7.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILPT vs. COLD - Sharpe Ratio Comparison

The current ILPT Sharpe Ratio is 1.21, which is higher than the COLD Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of ILPT and COLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ILPT	COLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	-1.01	+2.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	-0.59	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	-0.06	-0.20

Correlation

The correlation between ILPT and COLD is 0.43, 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.

Dividends

ILPT vs. COLD - Dividend Comparison

ILPT's dividend yield for the trailing twelve months is around 2.82%, less than COLD's 8.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ILPT Industrial Logistics Properties Trust	2.82%	2.17%	1.10%	0.85%	20.80%	5.27%	5.67%	5.89%	4.73%
COLD Americold Realty Trust	8.03%	7.15%	4.11%	2.91%	3.11%	2.68%	2.25%	2.28%	2.75%

Drawdowns

ILPT vs. COLD - Drawdown Comparison

The maximum ILPT drawdown since its inception was -93.79%, which is greater than COLD's maximum drawdown of -70.76%. Use the drawdown chart below to compare losses from any high point for ILPT and COLD.

Drawdown Indicators

	ILPT	COLD	Difference
Max Drawdown Largest peak-to-trough decline	-93.79%	-70.76%	-23.03%
Max Drawdown (1Y) Largest decline over 1 year	-28.49%	-51.32%	+22.83%
Max Drawdown (5Y) Largest decline over 5 years	-93.79%	-70.76%	-23.03%
Current Drawdown Current decline from peak	-78.04%	-65.62%	-12.42%
Average Drawdown Average peak-to-trough decline	-43.79%	-21.48%	-22.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.60%	33.22%	-21.62%

Volatility

ILPT vs. COLD - Volatility Comparison

Industrial Logistics Properties Trust (ILPT) has a higher volatility of 12.55% compared to Americold Realty Trust (COLD) at 11.48%. This indicates that ILPT's price experiences larger fluctuations and is considered to be riskier than COLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILPT	COLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.55%	11.48%	+1.07%
Volatility (6M) Calculated over the trailing 6-month period	29.29%	31.23%	-1.94%
Volatility (1Y) Calculated over the trailing 1-year period	58.37%	42.66%	+15.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.31%	31.32%	+24.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.45%	31.41%	+17.04%

Financials