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IVT vs. CHC.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IVT vs. CHC.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inventrust Properties Corp (IVT) and Charter Hall Group (CHC.AX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IVT is traded in USD, while CHC.AX is traded in AUD. To make them comparable, the CHC.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IVT achieves a 22.51% return, which is significantly higher than CHC.AX's -11.82% return. Over the past 10 years, IVT has outperformed CHC.AX with an annualized return of 37.48%, while CHC.AX has yielded a comparatively lower 18.43% annualized return.


IVT

1D
2.48%
1M
9.38%
YTD
22.51%
6M
24.07%
1Y
26.05%
3Y*
17.40%
5Y*
96.59%
10Y*
37.48%

CHC.AX

1D
0.28%
1M
0.48%
YTD
-11.82%
6M
-10.69%
1Y
17.20%
3Y*
26.75%
5Y*
8.10%
10Y*
18.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVT vs. CHC.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVT
Inventrust Properties Corp
22.51%-3.19%23.02%11.01%-10.31%2,399.18%-28.43%3.60%3.33%-26.47%
CHC.AX
Charter Hall Group
-11.82%87.90%12.15%4.37%-43.50%35.05%50.28%53.41%16.60%45.18%

Correlation

The correlation between IVT and CHC.AX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2014

0.09

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Return for Risk

IVT vs. CHC.AX — Risk / Return Rank

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

IVT
IVT Risk / Return Rank: 8282
Overall Rank
IVT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IVT Sortino Ratio Rank: 8181
Sortino Ratio Rank
IVT Omega Ratio Rank: 7878
Omega Ratio Rank
IVT Calmar Ratio Rank: 8484
Calmar Ratio Rank
IVT Martin Ratio Rank: 8383
Martin Ratio Rank

CHC.AX
CHC.AX Risk / Return Rank: 4949
Overall Rank
CHC.AX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CHC.AX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CHC.AX Omega Ratio Rank: 4747
Omega Ratio Rank
CHC.AX Calmar Ratio Rank: 4949
Calmar Ratio Rank
CHC.AX Martin Ratio Rank: 4949
Martin Ratio Rank
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.

IVT vs. CHC.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inventrust Properties Corp (IVT) and Charter Hall Group (CHC.AX). 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.


IVTCHC.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratioReturn relative to maximum drawdown

3.03

0.79

+2.24

Martin ratioReturn relative to average drawdown

7.33

2.13

+5.20

IVT vs. CHC.AX - Sharpe Ratio Comparison

The current IVT Sharpe Ratio is 1.59, which is higher than the CHC.AX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IVT and CHC.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IVTCHC.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

0.74

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.24

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.55

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.20

-0.20

Drawdowns

IVT vs. CHC.AX - Drawdown Comparison

The maximum IVT drawdown since its inception was -100.00%, roughly equal to the maximum CHC.AX drawdown of -95.37%. Use the drawdown chart below to compare losses from any high point for IVT and CHC.AX.


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Drawdown Indicators


IVTCHC.AXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-95.37%

-4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-25.19%

+16.56%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-30.72%

+15.01%

Max Drawdown (5Y)

Largest decline over 5 years

-74.53%

-62.43%

-12.10%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-67.10%

-32.89%

Current Drawdown

Current decline from peak

0.00%

-14.96%

+14.96%

Average Drawdown

Average peak-to-trough decline

-41.13%

-37.07%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

9.43%

-5.87%

Volatility

IVT vs. CHC.AX - Volatility Comparison

The current volatility for Inventrust Properties Corp (IVT) is 5.52%, while Charter Hall Group (CHC.AX) has a volatility of 11.14%. This indicates that IVT experiences smaller price fluctuations and is considered to be less risky than CHC.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVTCHC.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

11.14%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

22.42%

-11.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

27.24%

-10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

423.74%

34.22%

+389.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

297,920.06%

33.62%

+297,886.44%

Dividends

IVT vs. CHC.AX - Dividend Comparison

IVT's dividend yield for the trailing twelve months is around 2.81%, more than CHC.AX's 2.44% yield.


PositionTTM20252024202320222021202020192018201720162015
CHC.AX
Charter Hall Group
2.44%2.01%3.23%3.64%3.45%1.89%2.50%3.13%4.41%5.18%5.91%5.59%
IVT
Inventrust Properties Corp
2.81%3.37%3.00%3.40%3.47%0.82%1.72%3.51%0.00%1.13%4.18%0.77%

Financials

IVT vs. CHC.AX - Financials Comparison

This section allows you to compare key financial metrics between Inventrust Properties Corp and Charter Hall Group. 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


Please note, different currencies. IVT values in USD, CHC.AX values in AUD

Frequently Asked Questions


IVT and CHC.AX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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