LADR vs. RINC

Last updated Apr 1, 2026

Compare and contrast key facts about Ladder Capital Corp (LADR) and AXS Real Estate Income ETF (RINC).

RINC is a passively managed fund by AXS that tracks the performance of the Gapstow Real Estate Income Index. It was launched on Aug 28, 2023.

Performance

LADR vs. RINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ladder Capital Corp (LADR) and AXS Real Estate Income ETF (RINC). The values are adjusted to include any dividend payments, if applicable.

LADR vs. RINC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LADR Ladder Capital Corp	-8.98%	6.69%	5.53%	11.48%
RINC AXS Real Estate Income ETF	0.00%	7.75%	-5.74%	1.71%

Returns By Period

LADR

• 1D: 1.56%
• 1M: -3.53%
• YTD: -8.98%
• 6M: -6.40%
• 1Y: -6.67%
• 3Y*: 9.98%
• 5Y*: 4.54%
• 10Y*: 6.66%

RINC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LADR vs. RINC — Risk / Return Rank

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

LADR

LADR Risk / Return Rank: 26
LADR Sharpe Ratio Rank: 27
LADR Sortino Ratio Rank: 23
LADR Omega Ratio Rank: 23
LADR Calmar Ratio Rank: 31
LADR Martin Ratio Rank: 29

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.

LADR vs. RINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ladder Capital Corp (LADR) and AXS Real Estate Income ETF (RINC). 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	RINC	Difference
Sharpe ratio Return per unit of total volatility	-0.33	—	—
Sortino ratio Return per unit of downside risk	-0.31	—	—
Omega ratio Gain probability vs. loss probability	0.96	—	—
Calmar ratio Return relative to maximum drawdown	-0.36	—	—
Martin ratio Return relative to average drawdown	-0.79	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LADR	RINC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	—	—

Correlation

The correlation between LADR and RINC is 0.70, 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.

Dividends

LADR vs. RINC - Dividend Comparison

LADR's dividend yield for the trailing twelve months is around 9.42%, more than RINC's 3.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LADR Ladder Capital Corp	9.42%	8.37%	8.22%	7.99%	8.76%	6.67%	9.61%	7.54%	9.92%	8.91%	9.37%	17.91%
RINC AXS Real Estate Income ETF	3.60%	6.04%	10.85%	3.88%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	LADR	RINC	Difference
Max Drawdown Largest peak-to-trough decline	-81.63%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-14.68%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.97%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-81.63%	—	—
Current Drawdown Current decline from peak	-13.15%	—	—
Average Drawdown Average peak-to-trough decline	-18.44%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	6.78%	—	—

Volatility

Volatility by Period

	LADR	RINC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.46%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.01%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.28%	—	—