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INVH vs. VICI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


INVHVICI
YTD Return-5.70%2.87%
1Y Return2.28%13.91%
3Y Return (Ann)-5.46%8.03%
5Y Return (Ann)3.88%11.20%
Sharpe Ratio0.461.01
Sortino Ratio0.771.52
Omega Ratio1.101.19
Calmar Ratio0.341.17
Martin Ratio2.362.62
Ulcer Index4.19%7.34%
Daily Std Dev21.60%18.96%
Max Drawdown-50.54%-60.21%
Current Drawdown-24.41%-6.49%

Fundamentals


INVHVICI
Market Cap$19.24B$33.14B
EPS$0.72$2.70
PE Ratio43.6111.64
Total Revenue (TTM)$2.63B$3.81B
Gross Profit (TTM)$1.08B$3.78B
EBITDA (TTM)$1.68B$3.46B

Correlation

-0.50.00.51.00.5

The correlation between INVH and VICI is 0.54, 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

INVH vs. VICI - Performance Comparison

In the year-to-date period, INVH achieves a -5.70% return, which is significantly lower than VICI's 2.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%JuneJulyAugustSeptemberOctoberNovember
63.36%
141.67%
INVH
VICI

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Risk-Adjusted Performance

INVH vs. VICI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invitation Homes Inc. (INVH) and VICI Properties Inc. (VICI). 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.


INVH
Sharpe ratio
The chart of Sharpe ratio for INVH, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.46
Sortino ratio
The chart of Sortino ratio for INVH, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.77
Omega ratio
The chart of Omega ratio for INVH, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for INVH, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for INVH, currently valued at 2.36, compared to the broader market0.0010.0020.0030.002.36
VICI
Sharpe ratio
The chart of Sharpe ratio for VICI, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.01
Sortino ratio
The chart of Sortino ratio for VICI, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.52
Omega ratio
The chart of Omega ratio for VICI, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for VICI, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for VICI, currently valued at 2.62, compared to the broader market0.0010.0020.0030.002.62

INVH vs. VICI - Sharpe Ratio Comparison

The current INVH Sharpe Ratio is 0.46, which is lower than the VICI Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of INVH and VICI, 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-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.46
1.01
INVH
VICI

Dividends

INVH vs. VICI - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 4.39%, less than VICI's 5.34% yield.


TTM2023202220212020201920182017
INVH
Invitation Homes Inc.
4.39%3.87%2.97%1.50%2.02%1.74%2.19%0.93%
VICI
VICI Properties Inc.
5.34%5.05%4.63%4.58%4.92%4.58%5.31%0.00%

Drawdowns

INVH vs. VICI - Drawdown Comparison

The maximum INVH drawdown since its inception was -50.54%, smaller than the maximum VICI drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for INVH and VICI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-24.41%
-6.49%
INVH
VICI

Volatility

INVH vs. VICI - Volatility Comparison

Invitation Homes Inc. (INVH) has a higher volatility of 7.84% compared to VICI Properties Inc. (VICI) at 4.30%. This indicates that INVH's price experiences larger fluctuations and is considered to be riskier than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.84%
4.30%
INVH
VICI

Financials

INVH vs. VICI - Financials Comparison

This section allows you to compare key financial metrics between Invitation Homes Inc. and VICI Properties Inc.. 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



Values in USD except per share items