PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LINK-USD vs. REET
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

LINK-USD vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChainLink (LINK-USD) and iShares Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
83.78%
2.35%
LINK-USD
REET

Key characteristics

Sharpe Ratio

LINK-USD:

0.65

REET:

0.66

Sortino Ratio

LINK-USD:

1.65

REET:

0.97

Omega Ratio

LINK-USD:

1.15

REET:

1.12

Calmar Ratio

LINK-USD:

0.32

REET:

0.40

Martin Ratio

LINK-USD:

2.03

REET:

2.27

Ulcer Index

LINK-USD:

30.67%

REET:

4.22%

Daily Std Dev

LINK-USD:

75.65%

REET:

14.52%

Max Drawdown

LINK-USD:

-90.17%

REET:

-44.59%

Current Drawdown

LINK-USD:

-53.65%

REET:

-11.94%

Returns By Period

In the year-to-date period, LINK-USD achieves a 20.74% return, which is significantly higher than REET's 2.50% return.


LINK-USD

YTD

20.74%

1M

9.94%

6M

78.32%

1Y

66.35%

5Y*

54.11%

10Y*

N/A

REET

YTD

2.50%

1M

2.67%

6M

2.76%

1Y

9.10%

5Y*

0.55%

10Y*

2.86%

*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

LINK-USD vs. REET — Risk-Adjusted Performance Rank

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

LINK-USD
The Risk-Adjusted Performance Rank of LINK-USD is 7272
Overall Rank
The Sharpe Ratio Rank of LINK-USD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LINK-USD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LINK-USD is 7171
Omega Ratio Rank
The Calmar Ratio Rank of LINK-USD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LINK-USD is 7272
Martin Ratio Rank

REET
The Risk-Adjusted Performance Rank of REET is 2525
Overall Rank
The Sharpe Ratio Rank of REET is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of REET is 2424
Sortino Ratio Rank
The Omega Ratio Rank of REET is 2424
Omega Ratio Rank
The Calmar Ratio Rank of REET is 2222
Calmar Ratio Rank
The Martin Ratio Rank of REET is 2727
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.

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.


Sharpe ratio
The chart of Sharpe ratio for LINK-USD, currently valued at 0.65, compared to the broader market0.002.004.006.008.000.650.85
The chart of Sortino ratio for LINK-USD, currently valued at 1.65, compared to the broader market0.002.004.001.651.20
The chart of Omega ratio for LINK-USD, currently valued at 1.15, compared to the broader market1.001.201.401.601.151.15
The chart of Calmar ratio for LINK-USD, currently valued at 0.32, compared to the broader market2.004.006.000.320.12
The chart of Martin ratio for LINK-USD, currently valued at 2.03, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.032.53
LINK-USD
REET

The current LINK-USD Sharpe Ratio is 0.65, which is comparable to the REET Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of LINK-USD and REET, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.65
0.85
LINK-USD
REET

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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-53.65%
-11.94%
LINK-USD
REET

Volatility

LINK-USD vs. REET - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 24.88% compared to iShares Global REIT ETF (REET) at 4.42%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
24.88%
4.42%
LINK-USD
REET
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab