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LINK-USD vs. REET
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, LINK-USD achieves a -40.74% return, which is significantly lower than REET's 12.81% return.


LINK-USD

1D
-2.64%
1M
-22.95%
YTD
-40.74%
6M
-40.13%
1Y
-45.07%
3Y*
6.01%
5Y*
-15.70%
10Y*

REET

1D
0.58%
1M
1.44%
YTD
12.81%
6M
12.58%
1Y
17.42%
3Y*
11.27%
5Y*
2.94%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LINK-USD vs. REET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LINK-USD
Chainlink
-40.74%-39.00%33.73%168.18%-71.46%73.35%539.54%506.40%-52.70%292.06%
REET
iShares Global REIT ETF
12.81%7.97%2.65%10.28%-24.10%32.43%-10.48%24.42%-5.27%1.66%

Correlation

The correlation between LINK-USD and REET is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2017

0.13

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Return for Risk

LINK-USD vs. REET — Risk / Return Rank

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

LINK-USD
LINK-USD Risk / Return Rank: 6666
Overall Rank
LINK-USD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LINK-USD Sortino Ratio Rank: 6363
Sortino Ratio Rank
LINK-USD Omega Ratio Rank: 6363
Omega Ratio Rank
LINK-USD Calmar Ratio Rank: 7272
Calmar Ratio Rank
LINK-USD Martin Ratio Rank: 7575
Martin Ratio Rank

REET
REET Risk / Return Rank: 4545
Overall Rank
REET Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
REET Sortino Ratio Rank: 4444
Sortino Ratio Rank
REET Omega Ratio Rank: 4444
Omega Ratio Rank
REET Calmar Ratio Rank: 4444
Calmar Ratio Rank
REET Martin Ratio Rank: 4747
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.

LINK-USD vs. REET - Risk-Adjusted Trends 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.

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.


LINK-USDREETDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

0.95

1.25

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.62

1.93

-2.55

Martin ratioReturn relative to average drawdown

-0.90

6.97

-7.87

LINK-USD vs. REET - Sharpe Ratio Comparison

The current LINK-USD Sharpe Ratio is -0.58, which is lower than the REET Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of LINK-USD and REET, 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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Drawdowns

LINK-USD vs. REET - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.19%, 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.


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Drawdown Indicators


LINK-USDREETDifference

Max Drawdown

Largest peak-to-trough decline

-90.19%

-44.59%

-45.60%

Max Drawdown (1Y)

Largest decline over 1 year

-73.03%

-9.04%

-63.99%

Max Drawdown (3Y)

Largest decline over 3 years

-75.31%

-18.02%

-57.29%

Max Drawdown (5Y)

Largest decline over 5 years

-85.26%

-32.11%

-53.15%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-86.21%

0.00%

-86.21%

Average Drawdown

Average peak-to-trough decline

-60.51%

-9.74%

-50.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.39%

2.50%

+40.89%

Volatility

LINK-USD vs. REET - Volatility Comparison

Chainlink (LINK-USD) has a higher volatility of 16.79% compared to iShares Global REIT ETF (REET) at 4.36%. 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.


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Volatility by Period


LINK-USDREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.79%

4.36%

+12.43%

Volatility (6M)

Calculated over the trailing 6-month period

45.00%

9.40%

+35.60%

Volatility (1Y)

Calculated over the trailing 1-year period

64.07%

12.49%

+51.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.63%

16.97%

+57.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.75%

18.84%

+81.91%

Frequently Asked Questions


LINK-USD and REET have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LINK-USD has higher volatility (16.79%) compared to REET (4.36%). In terms of maximum drawdown, LINK-USD dropped -90.19% vs REET's -44.59%.

REET currently has the higher Sharpe Ratio (1.42 vs -0.58), 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.

Portfolio Optimizer

Find the right allocation for LINK-USD and REET

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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