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

Performance

INVH vs. VICI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invitation Homes Inc. (INVH) and VICI Properties Inc. (VICI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.46%
16.36%
INVH
VICI

Returns By Period

In the year-to-date period, INVH achieves a 1.57% return, which is significantly lower than VICI's 5.91% return.


INVH

YTD

1.57%

1M

-0.59%

6M

-0.46%

1Y

4.68%

5Y (annualized)

5.34%

10Y (annualized)

N/A

VICI

YTD

5.91%

1M

-1.22%

6M

16.37%

1Y

19.58%

5Y (annualized)

11.61%

10Y (annualized)

N/A

Fundamentals


INVHVICI
Market Cap$20.85B$33.86B
EPS$0.72$2.70
PE Ratio47.2611.90
Total Revenue (TTM)$2.63B$3.81B
Gross Profit (TTM)$1.08B$3.78B
EBITDA (TTM)$2.06B$3.67B

Key characteristics


INVHVICI
Sharpe Ratio0.261.16
Sortino Ratio0.481.65
Omega Ratio1.061.22
Calmar Ratio0.221.30
Martin Ratio1.122.86
Ulcer Index4.77%7.46%
Daily Std Dev20.45%18.44%
Max Drawdown-50.54%-60.21%
Current Drawdown-18.58%-3.73%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for INVH, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.261.16
The chart of Sortino ratio for INVH, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.481.65
The chart of Omega ratio for INVH, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.22
The chart of Calmar ratio for INVH, currently valued at 0.22, compared to the broader market0.002.004.006.000.221.30
The chart of Martin ratio for INVH, currently valued at 1.12, compared to the broader market0.0010.0020.0030.001.122.86
INVH
VICI

The current INVH Sharpe Ratio is 0.26, which is lower than the VICI Sharpe Ratio of 1.16. 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
0.26
1.16
INVH
VICI

Dividends

INVH vs. VICI - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 3.31%, less than VICI's 5.18% yield.


TTM2023202220212020201920182017
INVH
Invitation Homes Inc.
3.31%3.87%2.97%1.50%2.02%1.74%2.19%0.93%
VICI
VICI Properties Inc.
5.18%5.05%4.63%4.58%4.93%4.59%5.32%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
-18.58%
-3.73%
INVH
VICI

Volatility

INVH vs. VICI - Volatility Comparison

Invitation Homes Inc. (INVH) has a higher volatility of 8.09% compared to VICI Properties Inc. (VICI) at 5.40%. 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
8.09%
5.40%
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