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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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
3.81%
-39.90%
LAMYX
IIPR

Key characteristics

Sharpe Ratio

LAMYX:

1.63

IIPR:

-0.53

Sortino Ratio

LAMYX:

2.16

IIPR:

-0.46

Omega Ratio

LAMYX:

1.31

IIPR:

0.92

Calmar Ratio

LAMYX:

2.17

IIPR:

-0.28

Martin Ratio

LAMYX:

7.19

IIPR:

-1.27

Ulcer Index

LAMYX:

2.89%

IIPR:

15.64%

Daily Std Dev

LAMYX:

12.77%

IIPR:

37.43%

Max Drawdown

LAMYX:

-42.98%

IIPR:

-75.43%

Current Drawdown

LAMYX:

-6.70%

IIPR:

-69.92%

Returns By Period

The year-to-date returns for both investments are quite close, with LAMYX having a 2.18% return and IIPR slightly higher at 2.21%.


LAMYX

YTD

2.18%

1M

2.42%

6M

3.81%

1Y

19.91%

5Y*

8.41%

10Y*

6.33%

IIPR

YTD

2.21%

1M

-26.49%

6M

-39.90%

1Y

-21.79%

5Y*

2.11%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LAMYX vs. IIPR — Risk-Adjusted Performance Rank

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

LAMYX
The Risk-Adjusted Performance Rank of LAMYX is 7979
Overall Rank
The Sharpe Ratio Rank of LAMYX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of LAMYX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LAMYX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of LAMYX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of LAMYX is 7373
Martin Ratio Rank

IIPR
The Risk-Adjusted Performance Rank of IIPR is 2020
Overall Rank
The Sharpe Ratio Rank of IIPR is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IIPR is 2020
Sortino Ratio Rank
The Omega Ratio Rank of IIPR is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IIPR is 3030
Calmar Ratio Rank
The Martin Ratio Rank of IIPR is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.63, compared to the broader market-1.000.001.002.003.004.001.63-0.53
The chart of Sortino ratio for LAMYX, currently valued at 2.16, compared to the broader market0.005.0010.002.16-0.46
The chart of Omega ratio for LAMYX, currently valued at 1.31, compared to the broader market1.002.003.004.001.310.92
The chart of Calmar ratio for LAMYX, currently valued at 2.17, compared to the broader market0.005.0010.0015.0020.002.17-0.28
The chart of Martin ratio for LAMYX, currently valued at 7.19, compared to the broader market0.0020.0040.0060.0080.007.19-1.27
LAMYX
IIPR

The current LAMYX Sharpe Ratio is 1.63, which is higher than the IIPR Sharpe Ratio of -0.53. 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.63
-0.53
LAMYX
IIPR

Dividends

LAMYX vs. IIPR - Dividend Comparison

LAMYX's dividend yield for the trailing twelve months is around 0.88%, less than IIPR's 11.04% yield.


TTM20242023202220212020201920182017201620152014
LAMYX
Lord Abbett Dividend Growth Fund
0.88%0.90%1.01%1.24%1.03%1.18%1.76%2.02%1.82%2.09%2.20%15.99%
IIPR
Innovative Industrial Properties, Inc.
11.04%11.28%7.16%7.01%2.18%2.44%3.73%2.64%1.70%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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.70%
-69.92%
LAMYX
IIPR

Volatility

LAMYX vs. IIPR - Volatility Comparison

The current volatility for Lord Abbett Dividend Growth Fund (LAMYX) is 6.59%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 26.89%. 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
6.59%
26.89%
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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