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LAMYX vs. IIPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAMYX and IIPR is 0.41, 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.


-0.50.00.51.00.4

Performance

LAMYX vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Dividend Growth Fund (LAMYX) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
1.82%
-9.47%
LAMYX
IIPR

Key characteristics

Sharpe Ratio

LAMYX:

1.35

IIPR:

0.06

Sortino Ratio

LAMYX:

1.82

IIPR:

0.27

Omega Ratio

LAMYX:

1.26

IIPR:

1.04

Calmar Ratio

LAMYX:

1.56

IIPR:

0.03

Martin Ratio

LAMYX:

8.78

IIPR:

0.18

Ulcer Index

LAMYX:

1.93%

IIPR:

9.24%

Daily Std Dev

LAMYX:

12.57%

IIPR:

29.42%

Max Drawdown

LAMYX:

-42.98%

IIPR:

-75.43%

Current Drawdown

LAMYX:

-9.15%

IIPR:

-59.08%

Returns By Period

In the year-to-date period, LAMYX achieves a 16.95% return, which is significantly higher than IIPR's -0.66% return.


LAMYX

YTD

16.95%

1M

-7.04%

6M

1.82%

1Y

18.87%

5Y*

8.31%

10Y*

5.85%

IIPR

YTD

-0.66%

1M

-10.23%

6M

-9.47%

1Y

3.75%

5Y*

12.24%

10Y*

N/A

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Risk-Adjusted Performance

LAMYX vs. IIPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Dividend Growth Fund (LAMYX) and Innovative Industrial Properties, Inc. (IIPR). 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.


Sharpe ratio
The chart of Sharpe ratio for LAMYX, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.350.06
The chart of Sortino ratio for LAMYX, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.001.820.27
The chart of Omega ratio for LAMYX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.04
The chart of Calmar ratio for LAMYX, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.0012.0014.001.560.03
The chart of Martin ratio for LAMYX, currently valued at 8.78, compared to the broader market0.0020.0040.0060.008.780.18
LAMYX
IIPR

The current LAMYX Sharpe Ratio is 1.35, which is higher than the IIPR Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of LAMYX and IIPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.35
0.06
LAMYX
IIPR

Dividends

LAMYX vs. IIPR - Dividend Comparison

LAMYX's dividend yield for the trailing twelve months is around 0.92%, less than IIPR's 7.80% yield.


TTM20232022202120202019201820172016201520142013
LAMYX
Lord Abbett Dividend Growth Fund
0.92%1.01%1.24%1.03%1.18%1.76%2.02%1.82%2.09%2.20%15.99%1.60%
IIPR
Innovative Industrial Properties, Inc.
7.80%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%0.00%0.00%0.00%

Drawdowns

LAMYX vs. IIPR - Drawdown Comparison

The maximum LAMYX drawdown since its inception was -42.98%, smaller than the maximum IIPR drawdown of -75.43%. Use the drawdown chart below to compare losses from any high point for LAMYX and IIPR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.15%
-59.08%
LAMYX
IIPR

Volatility

LAMYX vs. IIPR - Volatility Comparison

The current volatility for Lord Abbett Dividend Growth Fund (LAMYX) is 5.65%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 8.09%. This indicates that LAMYX experiences smaller price fluctuations and is considered to be less risky than IIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.65%
8.09%
LAMYX
IIPR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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