MNR vs. SPYI
MNR (Monmouth Real Estate Investment Corporation) is a stock, while SPYI (NEOS S&P 500 High Income ETF) is Derivative Income fund actively managed by Neos. Over the past year, MNR returned 20.90% vs 23.19% for SPYI. At a 0.14 correlation, their price movements are largely independent.
Performance
MNR vs. SPYI - Performance Comparison
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Returns By Period
In the year-to-date period, MNR achieves a 35.52% return, which is significantly higher than SPYI's 8.08% return.
MNR
- 1D
- 2.38%
- 1M
- 4.46%
- YTD
- 35.52%
- 6M
- 20.46%
- 1Y
- 20.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYI
- 1D
- 0.33%
- 1M
- 3.47%
- YTD
- 8.08%
- 6M
- 8.61%
- 1Y
- 23.19%
- 3Y*
- 16.57%
- 5Y*
- —
- 10Y*
- —
MNR vs. SPYI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MNR Monmouth Real Estate Investment Corporation | 35.52% | -26.21% | 23.43% | -10.09% |
SPYI NEOS S&P 500 High Income ETF | 8.08% | 16.67% | 19.03% | 7.37% |
Correlation
The correlation between MNR and SPYI is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.14 |
The correlation between MNR and SPYI shifts across timeframes, from -0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MNR vs. SPYI — Risk / Return Rank
MNR
SPYI
MNR vs. SPYI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monmouth Real Estate Investment Corporation (MNR) and NEOS S&P 500 High Income ETF (SPYI). 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.
| MNR | SPYI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.47 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 3.02 | -2.24 |
| Martin ratioReturn relative to average drawdown | 1.49 | 15.73 | -14.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MNR | SPYI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.42 | -1.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 1.22 | -1.08 |
Drawdowns
MNR vs. SPYI - Drawdown Comparison
The maximum MNR drawdown since its inception was -34.70%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for MNR and SPYI.
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Drawdown Indicators
| MNR | SPYI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -16.47% | -18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -27.08% | -7.72% | -19.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.47% | — |
Current DrawdownCurrent decline from peak | -9.53% | -0.17% | -9.36% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -1.80% | -12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.03% | 1.48% | +12.55% |
Volatility
MNR vs. SPYI - Volatility Comparison
Monmouth Real Estate Investment Corporation (MNR) has a higher volatility of 8.06% compared to NEOS S&P 500 High Income ETF (SPYI) at 1.78%. This indicates that MNR's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MNR | SPYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 1.78% | +6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 21.82% | 7.42% | +14.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.26% | 9.62% | +18.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.82% | 12.91% | +15.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 12.91% | +15.91% |
Dividends
MNR vs. SPYI - Dividend Comparison
MNR's dividend yield for the trailing twelve months is around 13.24%, more than SPYI's 11.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
MNR Monmouth Real Estate Investment Corporation | 13.24% | 17.57% | 18.63% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 11.60% | 11.70% | 12.04% | 12.01% | 4.10% |
Frequently Asked Questions
MNR and SPYI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNR has higher volatility (8.06%) compared to SPYI (1.78%). In terms of maximum drawdown, MNR dropped -34.70% vs SPYI's -16.47%.
SPYI currently has the higher Sharpe Ratio (2.42 vs 0.74), 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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