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LINE vs. IYR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LINE vs. IYR

Last updated Jun 4, 2026

LINE (Lineage, Inc.) is a stock, while IYR (iShares U.S. Real Estate ETF) is REIT fund tracking the Dow Jones U.S. Real Estate Index. Over the past year, LINE returned 2.39% vs 8.44% for IYR. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

LINE vs. IYR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lineage, Inc. (LINE) and iShares U.S. Real Estate ETF (IYR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LINE achieves a 20.79% return, which is significantly higher than IYR's 6.81% return.

LINE

1D
-3.28%
1M
17.80%
YTD
20.79%
6M
18.06%
1Y
2.39%
3Y*
—
5Y*
—
10Y*
—

IYR

1D
0.01%
1M
-1.60%
YTD
6.81%
6M
5.67%
1Y
8.44%
3Y*
8.68%
5Y*
2.02%
10Y*
5.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LINE vs. IYR - Yearly Performance Comparison

2026 (YTD)20252024
LINE
Lineage, Inc.		20.79%-37.20%-26.48%
IYR
iShares U.S. Real Estate ETF		6.81%3.38%2.82%

Correlation

The correlation between LINE and IYR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

0.52

The correlation between LINE and IYR has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

Lineage, Inc.

iShares U.S. Real Estate ETF

Often compared with LINE:
LINE vs. COLDLINE vs. SPYLINE vs. RDVTLINE vs. INTCLINE vs. FHLCLINE vs. NIXTLINE vs. QYLD
Often compared with IYR:
IYR vs. VNQIYR vs. XLREIYR vs. VOOIYR vs. REZIYR vs. ICFIYR vs. REMIYR vs. FRI

Return for Risk

LINE vs. IYR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LINE
LINE Risk / Return Rank: 4141
Overall Rank
LINE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LINE Sortino Ratio Rank: 3939
Sortino Ratio Rank
LINE Omega Ratio Rank: 3838
Omega Ratio Rank
LINE Calmar Ratio Rank: 4343
Calmar Ratio Rank
LINE Martin Ratio Rank: 4343
Martin Ratio Rank
IYR
IYR Risk / Return Rank: 2020
Overall Rank
IYR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 1818
Sortino Ratio Rank
IYR Omega Ratio Rank: 1818
Omega Ratio Rank
IYR Calmar Ratio Rank: 2121
Calmar Ratio Rank
IYR Martin Ratio Rank: 2424
Martin Ratio Rank
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.

LINE vs. IYR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lineage, Inc. (LINE) and iShares U.S. Real Estate ETF (IYR). 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.

LINEIYRDifference
Sharpe ratioReturn per unit of total volatility
0.06
0.64

-0.58

Sortino ratioReturn per unit of downside risk
0.37
0.96

-0.59

Omega ratioGain probability vs. loss probability

1.04

1.12

-0.08

Calmar ratioReturn relative to maximum drawdown

0.08

0.99

-0.91

Martin ratioReturn relative to average drawdown

0.16

3.10

-2.94

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LINE vs. IYR - Sharpe Ratio Comparison

The current LINE Sharpe Ratio is 0.06, which is lower than the IYR Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of LINE and IYR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

LINEIYRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.64

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.11

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.27

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.74

0.32

-1.06

Drawdowns

LINE vs. IYR - Drawdown Comparison

The maximum LINE drawdown since its inception was -61.74%, smaller than the maximum IYR drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for LINE and IYR.

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Drawdown Indicators

LINEIYRDifference

Max Drawdown

Largest peak-to-trough decline

-61.74%

-74.13%

+12.39%

Max Drawdown (1Y)

Largest decline over 1 year

-28.46%

-8.54%

-19.92%

Max Drawdown (3Y)

Largest decline over 3 years

—

-17.52%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-33.75%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.32%

—

Current Drawdown

Current decline from peak

-49.14%

-3.91%

-45.23%

Average Drawdown

Average peak-to-trough decline

-40.99%

-12.91%

-28.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.14%

2.73%

+12.41%

Volatility

LINE vs. IYR - Volatility Comparison

Lineage, Inc. (LINE) has a higher volatility of 11.36% compared to iShares U.S. Real Estate ETF (IYR) at 3.69%. This indicates that LINE's price experiences larger fluctuations and is considered to be riskier than IYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LINEIYRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

3.69%

+7.67%

Volatility (6M)

Calculated over the trailing 6-month period

28.71%

9.35%

+19.36%

Volatility (1Y)

Calculated over the trailing 1-year period

37.44%

13.19%

+24.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.69%

18.71%

+17.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.69%

20.31%

+16.38%

Dividends

LINE vs. IYR - Dividend Comparison

LINE's dividend yield for the trailing twelve months is around 5.09%, more than IYR's 2.25% yield.

PositionTTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF		2.25%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
LINE
Lineage, Inc.		5.09%6.03%1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LINE and IYR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LINE has higher volatility (11.36%) compared to IYR (3.69%). In terms of maximum drawdown, LINE dropped -61.74% vs IYR's -74.13%.

IYR currently has the higher Sharpe Ratio (0.64 vs 0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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