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JRE vs. VICI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRE vs. VICI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson U.S. Real Estate ETF (JRE) and VICI Properties Inc. (VICI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JRE achieves a 18.21% return, which is significantly higher than VICI's -2.18% return.


JRE

1D
1.44%
1M
2.25%
YTD
18.21%
6M
18.49%
1Y
19.43%
3Y*
12.61%
5Y*
4.91%
10Y*

VICI

1D
2.03%
1M
-5.03%
YTD
-2.18%
6M
-0.91%
1Y
-13.61%
3Y*
1.08%
5Y*
2.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRE vs. VICI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JRE
Janus Henderson U.S. Real Estate ETF
18.21%2.97%7.65%8.79%-23.47%16.20%
VICI
VICI Properties Inc.
-2.18%1.90%-3.07%3.58%13.01%-2.23%

Correlation

The correlation between JRE and VICI is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.68

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2021

0.72

The correlation between JRE and VICI shifts across timeframes, from 0.59 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JRE vs. VICI — Risk / Return Rank

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

JRE
JRE Risk / Return Rank: 4848
Overall Rank
JRE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JRE Sortino Ratio Rank: 4141
Sortino Ratio Rank
JRE Omega Ratio Rank: 4242
Omega Ratio Rank
JRE Calmar Ratio Rank: 6060
Calmar Ratio Rank
JRE Martin Ratio Rank: 5353
Martin Ratio Rank

VICI
VICI Risk / Return Rank: 1212
Overall Rank
VICI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VICI Sortino Ratio Rank: 1111
Sortino Ratio Rank
VICI Omega Ratio Rank: 1313
Omega Ratio Rank
VICI Calmar Ratio Rank: 1414
Calmar Ratio Rank
VICI Martin Ratio Rank: 1313
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.

JRE vs. VICI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson U.S. Real Estate ETF (JRE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JREVICIDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+2.98

Omega ratioGain probability vs. loss probability

1.25

0.88

+0.37

Calmar ratioReturn relative to maximum drawdown

2.73

-0.75

+3.49

Martin ratioReturn relative to average drawdown

8.44

-1.25

+9.69

JRE vs. VICI - Sharpe Ratio Comparison

The current JRE Sharpe Ratio is 1.41, which is higher than the VICI Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of JRE and VICI, 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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Drawdowns

JRE vs. VICI - Drawdown Comparison

The maximum JRE drawdown since its inception was -31.69%, smaller than the maximum VICI drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for JRE and VICI.


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Drawdown Indicators


JREVICIDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-60.21%

+28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-18.13%

+10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

-18.13%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-31.69%

-18.61%

-13.08%

Current Drawdown

Current decline from peak

0.00%

-16.47%

+16.47%

Average Drawdown

Average peak-to-trough decline

-12.50%

-8.20%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

10.89%

-8.58%

Volatility

JRE vs. VICI - Volatility Comparison

The current volatility for Janus Henderson U.S. Real Estate ETF (JRE) is 5.52%, while VICI Properties Inc. (VICI) has a volatility of 6.71%. This indicates that JRE experiences smaller price fluctuations and is considered to be less risky than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREVICIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

6.71%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

13.24%

-2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

17.26%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.74%

21.01%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

29.27%

-10.53%

Dividends

JRE vs. VICI - Dividend Comparison

JRE's dividend yield for the trailing twelve months is around 4.78%, less than VICI's 6.76% yield.


PositionTTM20252024202320222021202020192018
JRE
Janus Henderson U.S. Real Estate ETF
4.78%5.81%2.20%2.77%2.87%0.90%0.00%0.00%0.00%
VICI
VICI Properties Inc.
6.76%6.28%5.80%5.05%4.63%4.58%4.92%4.58%5.31%

Frequently Asked Questions


JRE and VICI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VICI has higher volatility (6.71%) compared to JRE (5.52%). In terms of maximum drawdown, JRE dropped -31.69% vs VICI's -60.21%.

JRE currently has the higher Sharpe Ratio (1.41 vs -0.80), 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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