PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LADR vs. BNE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LADRBNE
YTD Return1.26%1.96%
1Y Return30.76%-2.75%
3Y Return (Ann)8.15%-3.36%
Sharpe Ratio1.32-0.08
Daily Std Dev26.57%20.74%
Max Drawdown-81.63%-41.84%
Current Drawdown-14.18%-29.49%

Correlation

-0.50.00.51.00.6

The correlation between LADR and BNE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LADR vs. BNE - Performance Comparison

In the year-to-date period, LADR achieves a 1.26% return, which is significantly lower than BNE's 1.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
56.63%
-4.17%
LADR
BNE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Ladder Capital Corp

Blue Horizon BNE ETF

Risk-Adjusted Performance

LADR vs. BNE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ladder Capital Corp (LADR) and Blue Horizon BNE ETF (BNE). 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.


LADR
Sharpe ratio
The chart of Sharpe ratio for LADR, currently valued at 1.32, compared to the broader market-2.00-1.000.001.002.003.004.001.32
Sortino ratio
The chart of Sortino ratio for LADR, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.006.001.94
Omega ratio
The chart of Omega ratio for LADR, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for LADR, currently valued at 1.74, compared to the broader market0.002.004.006.001.74
Martin ratio
The chart of Martin ratio for LADR, currently valued at 4.74, compared to the broader market-10.000.0010.0020.0030.004.74
BNE
Sharpe ratio
The chart of Sharpe ratio for BNE, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.003.004.00-0.08
Sortino ratio
The chart of Sortino ratio for BNE, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.006.000.03
Omega ratio
The chart of Omega ratio for BNE, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for BNE, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04
Martin ratio
The chart of Martin ratio for BNE, currently valued at -0.10, compared to the broader market-10.000.0010.0020.0030.00-0.10

LADR vs. BNE - Sharpe Ratio Comparison

The current LADR Sharpe Ratio is 1.32, which is higher than the BNE Sharpe Ratio of -0.08. The chart below compares the 12-month rolling Sharpe Ratio of LADR and BNE.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
1.32
-0.08
LADR
BNE

Dividends

LADR vs. BNE - Dividend Comparison

LADR's dividend yield for the trailing twelve months is around 8.06%, more than BNE's 0.97% yield.


TTM202320222021202020192018201720162015
LADR
Ladder Capital Corp
8.06%7.99%8.76%6.67%9.61%7.54%9.84%8.80%10.40%17.81%
BNE
Blue Horizon BNE ETF
0.97%0.99%0.28%0.00%0.02%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LADR vs. BNE - Drawdown Comparison

The maximum LADR drawdown since its inception was -81.63%, which is greater than BNE's maximum drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for LADR and BNE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-0.55%
-29.49%
LADR
BNE

Volatility

LADR vs. BNE - Volatility Comparison

Ladder Capital Corp (LADR) has a higher volatility of 5.14% compared to Blue Horizon BNE ETF (BNE) at 4.42%. This indicates that LADR's price experiences larger fluctuations and is considered to be riskier than BNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.14%
4.42%
LADR
BNE