LINE vs. IYR
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 Capped Index. Over the past year, LINE returned -5.12% vs 9.94% for IYR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
LINE vs. IYR - Performance Comparison
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Returns By Period
In the year-to-date period, LINE achieves a 18.61% return, which is significantly higher than IYR's 10.54% return.
LINE
- 1D
- 1.06%
- 1M
- -0.15%
- YTD
- 18.61%
- 6M
- 21.97%
- 1Y
- -5.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYR
- 1D
- 1.36%
- 1M
- 0.76%
- YTD
- 10.54%
- 6M
- 10.95%
- 1Y
- 9.94%
- 3Y*
- 10.59%
- 5Y*
- 2.71%
- 10Y*
- 5.75%
LINE vs. IYR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LINE Lineage, Inc. | 18.61% | -37.20% | -27.57% |
IYR iShares U.S. Real Estate ETF | 10.54% | 3.38% | 2.48% |
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 25, 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.
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Return for Risk
LINE vs. IYR — Risk / Return Rank
LINE
IYR
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LINE | IYR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.13 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.17 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.34 | 3.62 | -3.96 |
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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
| LINE | IYR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -50.06% | -0.84% | -49.22% |
Average DrawdownAverage peak-to-trough decline | -41.09% | -12.88% | -28.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.18% | 2.75% | +12.43% |
Volatility
LINE vs. IYR - Volatility Comparison
Lineage, Inc. (LINE) has a higher volatility of 10.88% compared to iShares U.S. Real Estate ETF (IYR) at 5.39%. 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
| LINE | IYR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.88% | 5.39% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 28.35% | 10.34% | +18.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.98% | 13.93% | +24.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.67% | 18.78% | +17.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.67% | 20.37% | +16.30% |
Dividends
LINE vs. IYR - Dividend Comparison
LINE's dividend yield for the trailing twelve months is around 5.18%, more than IYR's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYR iShares U.S. Real Estate ETF | 2.20% | 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. | 5.18% | 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 (10.88%) compared to IYR (5.39%). In terms of maximum drawdown, LINE dropped -61.74% vs IYR's -74.13%.
IYR currently has the higher Sharpe Ratio (0.72 vs -0.14), 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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