LINK-USD vs. REET
Compare and contrast key facts about ChainLink (LINK-USD) and iShares Global REIT ETF (REET).
REET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Global REIT Index. It was launched on Jul 8, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LINK-USD or REET.
Performance
LINK-USD vs. REET - Performance Comparison
Returns By Period
In the year-to-date period, LINK-USD achieves a 10.61% return, which is significantly higher than REET's 8.83% return.
LINK-USD
10.61%
46.99%
-4.15%
14.79%
49.11%
N/A
REET
8.83%
-1.22%
14.76%
21.53%
1.76%
3.98%
Key characteristics
| LINK-USD | REET | |
|---|---|---|
| Sharpe Ratio | -0.27 | 1.47 |
| Sortino Ratio | 0.14 | 2.08 |
| Omega Ratio | 1.01 | 1.26 |
| Calmar Ratio | 0.04 | 0.87 |
| Martin Ratio | -0.64 | 5.12 |
| Ulcer Index | 34.45% | 4.21% |
| Daily Std Dev | 65.69% | 14.69% |
| Max Drawdown | -90.17% | -44.59% |
| Current Drawdown | -68.27% | -8.91% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between LINK-USD and REET is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
LINK-USD vs. REET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-USD) and iShares Global REIT ETF (REET). 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.
Drawdowns
LINK-USD vs. REET - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.17%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for LINK-USD and REET. For additional features, visit the drawdowns tool.
Volatility
LINK-USD vs. REET - Volatility Comparison
ChainLink (LINK-USD) has a higher volatility of 29.37% compared to iShares Global REIT ETF (REET) at 4.07%. This indicates that LINK-USD's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.