MNR vs. IYW
Compare and contrast key facts about Monmouth Real Estate Investment Corporation (MNR) and iShares U.S. Technology ETF (IYW).
IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MNR or IYW.
Key characteristics
| MNR | IYW | |
|---|---|---|
| YTD Return | 12.94% | 31.40% |
| 1Y Return | 6.91% | 46.21% |
| Sharpe Ratio | 0.13 | 2.14 |
| Sortino Ratio | 0.38 | 2.73 |
| Omega Ratio | 1.05 | 1.37 |
| Calmar Ratio | 0.17 | 2.82 |
| Martin Ratio | 0.42 | 9.77 |
| Ulcer Index | 8.88% | 4.65% |
| Daily Std Dev | 28.54% | 21.24% |
| Max Drawdown | -22.45% | -81.89% |
| Current Drawdown | -17.22% | -0.16% |
Correlation
The correlation between MNR and IYW is 0.09, 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.
Performance
MNR vs. IYW - Performance Comparison
In the year-to-date period, MNR achieves a 12.94% return, which is significantly lower than IYW's 31.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
MNR vs. IYW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Monmouth Real Estate Investment Corporation (MNR) and iShares U.S. Technology ETF (IYW). 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.
Dividends
MNR vs. IYW - Dividend Comparison
MNR's dividend yield for the trailing twelve months is around 15.94%, more than IYW's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNR Monmouth Real Estate Investment Corporation | 15.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.31% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
Drawdowns
MNR vs. IYW - Drawdown Comparison
The maximum MNR drawdown since its inception was -22.45%, smaller than the maximum IYW drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for MNR and IYW. For additional features, visit the drawdowns tool.
Volatility
MNR vs. IYW - Volatility Comparison
Monmouth Real Estate Investment Corporation (MNR) has a higher volatility of 8.08% compared to iShares U.S. Technology ETF (IYW) at 6.27%. This indicates that MNR's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.