PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
PINE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

PINE vs. ^GSPC

Last updated May 17, 2025

Compare and contrast key facts about Alpine Income Property Trust, Inc. (PINE) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PINE or ^GSPC.

Correlation

The correlation between PINE and ^GSPC is 0.35, 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

PINE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpine Income Property Trust, Inc. (PINE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PINE:

0.12

^GSPC:

0.64

Sortino Ratio

PINE:

0.27

^GSPC:

1.09

Omega Ratio

PINE:

1.04

^GSPC:

1.16

Calmar Ratio

PINE:

0.09

^GSPC:

0.72

Martin Ratio

PINE:

0.23

^GSPC:

2.74

Ulcer Index

PINE:

8.11%

^GSPC:

4.95%

Daily Std Dev

PINE:

22.89%

^GSPC:

19.62%

Max Drawdown

PINE:

-60.00%

^GSPC:

-56.78%

Current Drawdown

PINE:

-16.21%

^GSPC:

-3.02%

Returns By Period

In the year-to-date period, PINE achieves a -7.59% return, which is significantly lower than ^GSPC's 1.30% return.

PINE

YTD

-7.59%

1M

-7.13%

6M

-10.64%

1Y

2.76%

5Y*

12.38%

10Y*

N/A

^GSPC

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*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

PINE vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PINE
The Risk-Adjusted Performance Rank of PINE is 5151
Overall Rank
The Sharpe Ratio Rank of PINE is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of PINE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PINE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of PINE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of PINE is 5454
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7676
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8181
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.

PINE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpine Income Property Trust, Inc. (PINE) and S&P 500 (^GSPC). 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.

The current PINE Sharpe Ratio is 0.12, which is lower than the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PINE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Drawdowns

PINE vs. ^GSPC - Drawdown Comparison

The maximum PINE drawdown since its inception was -60.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PINE and ^GSPC. For additional features, visit the drawdowns tool.

Loading data...

Volatility

PINE vs. ^GSPC - Volatility Comparison

Alpine Income Property Trust, Inc. (PINE) has a higher volatility of 6.74% compared to S&P 500 (^GSPC) at 5.42%. This indicates that PINE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...