IOR vs. ICOW

In the year-to-date period, IOR achieves a 2.72% return, which is significantly lower than ICOW's 14.60% return.

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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.

The current IOR Sharpe Ratio is 0.43, which is comparable to the ICOW Sharpe Ratio of 0.40. 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.

IOR has not paid dividends to shareholders, while ICOW's dividend yield for the trailing twelve months is around 4.44%.

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.

Income Opportunity Realty Investors, Inc. (IOR) has a higher volatility of 7.33% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 3.21%. 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.