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KCR.L vs. AIRE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KCR.L vs. AIRE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in KCR Residential Reit plc (KCR.L) and Alternative Income REIT plc (AIRE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KCR.L achieves a -2.99% return, which is significantly higher than AIRE.L's -4.83% return.


KCR.L

1D
0.00%
1M
-10.00%
YTD
-2.99%
6M
-2.99%
1Y
-26.36%
3Y*
2.60%
5Y*
-14.28%
10Y*
-20.71%

AIRE.L

1D
-0.74%
1M
-6.73%
YTD
-4.83%
6M
-0.36%
1Y
-1.43%
3Y*
8.02%
5Y*
7.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCR.L vs. AIRE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KCR.L
KCR Residential Reit plc
-2.99%-1.76%-15.00%-20.00%-21.87%-31.91%-51.55%-10.19%-36.47%4.62%
AIRE.L
Alternative Income REIT plc
-4.83%13.51%7.73%17.62%-0.92%29.58%-11.21%-11.75%-8.62%2.37%

Correlation

The correlation between KCR.L and AIRE.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.02

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2017

0.01

Fundamentals

EPS

KCR.L:

-£0.02

AIRE.L:

£0.12

PS Ratio

KCR.L:

0.88

AIRE.L:

3.30

Total Revenue (TTM)

KCR.L:

£3.83M

AIRE.L:

£16.47M

Gross Profit (TTM)

KCR.L:

£2.10M

AIRE.L:

£14.83M

EBITDA (TTM)

KCR.L:

£59.77K

AIRE.L:

£951.00K

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Return for Risk

KCR.L vs. AIRE.L — Risk / Return Rank

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

KCR.L
KCR.L Risk / Return Rank: 1919
Overall Rank
KCR.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KCR.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
KCR.L Omega Ratio Rank: 1414
Omega Ratio Rank
KCR.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
KCR.L Martin Ratio Rank: 2020
Martin Ratio Rank

AIRE.L
AIRE.L Risk / Return Rank: 3737
Overall Rank
AIRE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AIRE.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
AIRE.L Omega Ratio Rank: 3434
Omega Ratio Rank
AIRE.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
AIRE.L Martin Ratio Rank: 3838
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.

KCR.L vs. AIRE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KCR Residential Reit plc (KCR.L) and Alternative Income REIT plc (AIRE.L). 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.


KCR.LAIRE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

0.89

1.01

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.61

-0.10

-0.51

Martin ratioReturn relative to average drawdown

-1.05

-0.24

-0.82

KCR.L vs. AIRE.L - Sharpe Ratio Comparison

The current KCR.L Sharpe Ratio is -0.48, which is lower than the AIRE.L Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of KCR.L and AIRE.L, 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


KCR.LAIRE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

-0.06

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.36

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

0.15

-0.67

Drawdowns

KCR.L vs. AIRE.L - Drawdown Comparison

The maximum KCR.L drawdown since its inception was -94.06%, which is greater than AIRE.L's maximum drawdown of -51.14%. Use the drawdown chart below to compare losses from any high point for KCR.L and AIRE.L.


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Drawdown Indicators


KCR.LAIRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-94.06%

-51.14%

-42.92%

Max Drawdown (1Y)

Largest decline over 1 year

-37.20%

-14.30%

-22.90%

Max Drawdown (3Y)

Largest decline over 3 years

-37.20%

-17.82%

-19.38%

Max Drawdown (5Y)

Largest decline over 5 years

-74.95%

-28.64%

-46.31%

Max Drawdown (10Y)

Largest decline over 10 years

-93.50%

Current Drawdown

Current decline from peak

-92.00%

-13.52%

-78.48%

Average Drawdown

Average peak-to-trough decline

-62.31%

-11.84%

-50.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.66%

6.03%

+15.63%

Volatility

KCR.L vs. AIRE.L - Volatility Comparison

KCR Residential Reit plc (KCR.L) and Alternative Income REIT plc (AIRE.L) have volatilities of 10.54% and 10.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCR.LAIRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.54%

10.14%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

25.22%

20.70%

+4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

55.65%

25.11%

+30.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.18%

19.35%

+26.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.11%

19.63%

+18.48%

Dividends

KCR.L vs. AIRE.L - Dividend Comparison

KCR.L has not paid dividends to shareholders, while AIRE.L's dividend yield for the trailing twelve months is around 8.52%.


PositionTTM202520242023202220212020201920182017
AIRE.L
Alternative Income REIT plc
8.52%8.22%8.53%8.52%8.36%7.19%8.12%7.51%4.64%0.49%
KCR.L
KCR Residential Reit plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

KCR.L vs. AIRE.L - Financials Comparison

This section allows you to compare key financial metrics between KCR Residential Reit plc and Alternative Income REIT plc. 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


0.001.00M2.00M3.00M4.00M20212022202320242025
1.09M
4.36M
(KCR.L) Total Revenue
(AIRE.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


KCR.L and AIRE.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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