LADR vs. XHLF

In the year-to-date period, LADR achieves a -2.88% return, which is significantly lower than XHLF's 1.48% return.

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This table presents a comparison of risk-adjusted performance metrics for Ladder Capital Corp (LADR) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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.

The current LADR Sharpe Ratio is 0.06, which is lower than the XHLF Sharpe Ratio of 11.57. The chart below compares the historical Sharpe Ratios of LADR and XHLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LADR's dividend yield for the trailing twelve months is around 8.64%, more than XHLF's 4.58% yield.

The maximum LADR drawdown since its inception was -81.63%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for LADR and XHLF. For additional features, visit the drawdowns tool.

Ladder Capital Corp (LADR) has a higher volatility of 5.23% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.10%. This indicates that LADR's price experiences larger fluctuations and is considered to be riskier than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.