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IOR vs. ICOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IOR and ICOW is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

IOR vs. ICOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Income Opportunity Realty Investors, Inc. (IOR) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-7.01%
2.71%
IOR
ICOW

Key characteristics

Sharpe Ratio

IOR:

0.99

ICOW:

0.62

Sortino Ratio

IOR:

1.65

ICOW:

0.90

Omega Ratio

IOR:

1.28

ICOW:

1.11

Calmar Ratio

IOR:

1.45

ICOW:

0.87

Martin Ratio

IOR:

7.15

ICOW:

1.94

Ulcer Index

IOR:

6.96%

ICOW:

4.17%

Daily Std Dev

IOR:

53.54%

ICOW:

13.10%

Max Drawdown

IOR:

-90.94%

ICOW:

-43.49%

Current Drawdown

IOR:

-10.53%

ICOW:

-1.36%

Returns By Period

In the year-to-date period, IOR achieves a -5.56% return, which is significantly lower than ICOW's 7.30% return.


IOR

YTD

-5.56%

1M

-4.66%

6M

-7.00%

1Y

21.00%

5Y*

4.83%

10Y*

15.64%

ICOW

YTD

7.30%

1M

5.70%

6M

2.70%

1Y

6.03%

5Y*

7.25%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IOR vs. ICOW — Risk-Adjusted Performance Rank

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

IOR
The Risk-Adjusted Performance Rank of IOR is 8080
Overall Rank
The Sharpe Ratio Rank of IOR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of IOR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IOR is 8080
Omega Ratio Rank
The Calmar Ratio Rank of IOR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IOR is 8686
Martin Ratio Rank

ICOW
The Risk-Adjusted Performance Rank of ICOW is 2424
Overall Rank
The Sharpe Ratio Rank of ICOW is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ICOW is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ICOW is 1919
Omega Ratio Rank
The Calmar Ratio Rank of ICOW is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ICOW is 2121
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.

IOR vs. ICOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Income Opportunity Realty Investors, Inc. (IOR) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). 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 IOR, currently valued at 0.38, compared to the broader market-2.000.002.004.000.380.62
The chart of Sortino ratio for IOR, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.006.000.910.90
The chart of Omega ratio for IOR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.11
The chart of Calmar ratio for IOR, currently valued at 0.96, compared to the broader market0.002.004.006.000.960.87
The chart of Martin ratio for IOR, currently valued at 2.04, compared to the broader market-10.000.0010.0020.0030.002.041.94
IOR
ICOW

The current IOR Sharpe Ratio is 0.99, which is higher than the ICOW Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IOR and ICOW, 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 Ratio0.000.501.00SeptemberOctoberNovemberDecember2025February
0.38
0.62
IOR
ICOW

Dividends

IOR vs. ICOW - Dividend Comparison

IOR has not paid dividends to shareholders, while ICOW's dividend yield for the trailing twelve months is around 4.09%.


TTM20242023202220212020201920182017
IOR
Income Opportunity Realty Investors, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
4.09%4.39%3.61%5.26%2.11%2.46%3.10%2.62%0.80%

Drawdowns

IOR vs. ICOW - Drawdown Comparison

The maximum IOR drawdown since its inception was -90.94%, which is greater than ICOW's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for IOR and ICOW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.53%
-1.36%
IOR
ICOW

Volatility

IOR vs. ICOW - Volatility Comparison

Income Opportunity Realty Investors, Inc. (IOR) has a higher volatility of 13.63% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 3.86%. This indicates that IOR's price experiences larger fluctuations and is considered to be riskier than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
13.63%
3.86%
IOR
ICOW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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