IVT vs. CPT
IVT (Inventrust Properties Corp) and CPT (Camden Property Trust) are both stocks. Both are in the Real Estate sector — IVT in REIT - Retail, CPT in REIT - Residential. Over the past 10 years, IVT returned 37.48%/yr vs 7.55%/yr for CPT. At a 0.26 correlation, their price movements are largely independent.
Performance
IVT vs. CPT - Performance Comparison
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Returns By Period
In the year-to-date period, IVT achieves a 22.51% return, which is significantly higher than CPT's 3.75% return. Over the past 10 years, IVT has outperformed CPT with an annualized return of 37.48%, while CPT has yielded a comparatively lower 7.55% 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%
CPT
- 1D
- 0.33%
- 1M
- 8.87%
- YTD
- 3.75%
- 6M
- 12.33%
- 1Y
- 1.52%
- 3Y*
- 3.86%
- 5Y*
- 0.18%
- 10Y*
- 7.55%
IVT vs. CPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CPT Camden Property Trust | 3.75% | -1.48% | 21.31% | -7.64% | -35.58% | 83.40% | -2.28% | 24.21% | -0.98% | 13.33% |
Correlation
The correlation between IVT and CPT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2014 | 0.26 |
The correlation between IVT and CPT shifts across timeframes, from 0.26 (all time) to 0.50 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
IVT:
$2.69B
CPT:
$11.85B
IVT:
$1.40
CPT:
$3.60
IVT:
24.46
CPT:
31.40
IVT:
0.14
CPT:
0.88
IVT:
8.75
CPT:
10.30
IVT:
1.51
CPT:
2.94
IVT:
$307.06M
CPT:
$1.18B
IVT:
$152.08M
CPT:
$725.73M
IVT:
$312.91M
CPT:
$1.12B
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Return for Risk
IVT vs. CPT — Risk / Return Rank
IVT
CPT
IVT vs. CPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inventrust Properties Corp (IVT) and Camden Property Trust (CPT). 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.
| IVT | CPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.03 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 0.10 | +2.94 |
| Martin ratioReturn relative to average drawdown | 7.33 | 0.18 | +7.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVT | CPT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.08 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.01 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.31 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.39 | -0.39 |
Drawdowns
IVT vs. CPT - Drawdown Comparison
The maximum IVT drawdown since its inception was -100.00%, which is greater than CPT's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for IVT and CPT.
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Drawdown Indicators
| IVT | CPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -75.31% | -24.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -16.05% | +7.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.71% | -24.87% | +9.16% |
Max Drawdown (5Y)Largest decline over 5 years | -74.53% | -50.22% | -24.31% |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | -50.22% | -49.77% |
Current DrawdownCurrent decline from peak | 0.00% | -26.22% | +26.22% |
Average DrawdownAverage peak-to-trough decline | -41.13% | -12.91% | -28.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 8.58% | -5.02% |
Volatility
IVT vs. CPT - Volatility Comparison
Inventrust Properties Corp (IVT) has a higher volatility of 5.52% compared to Camden Property Trust (CPT) at 5.21%. This indicates that IVT's price experiences larger fluctuations and is considered to be riskier than CPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVT | CPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.21% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 14.28% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 19.39% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 423.74% | 22.69% | +401.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 297,920.06% | 24.37% | +297,895.69% |
Dividends
IVT vs. CPT - Dividend Comparison
IVT's dividend yield for the trailing twelve months is around 2.81%, less than CPT's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPT Camden Property Trust | 3.73% | 3.82% | 3.55% | 4.03% | 3.36% | 1.93% | 3.32% | 3.02% | 3.50% | 3.26% | 8.62% | 3.65% |
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. CPT - Financials Comparison
This section allows you to compare key financial metrics between Inventrust Properties Corp and Camden Property Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IVT and CPT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVT has higher volatility (5.52%) compared to CPT (5.21%). In terms of maximum drawdown, IVT dropped -100.00% vs CPT's -75.31%.
IVT currently has the higher Sharpe Ratio (1.59 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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