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PINE vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PINE and VNQ is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PINE vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpine Income Property Trust, Inc. (PINE) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
13.69%
17.16%
PINE
VNQ

Key characteristics

Sharpe Ratio

PINE:

0.30

VNQ:

0.70

Sortino Ratio

PINE:

0.58

VNQ:

1.05

Omega Ratio

PINE:

1.08

VNQ:

1.14

Calmar Ratio

PINE:

0.33

VNQ:

0.51

Martin Ratio

PINE:

0.99

VNQ:

2.38

Ulcer Index

PINE:

7.11%

VNQ:

5.31%

Daily Std Dev

PINE:

22.98%

VNQ:

18.16%

Max Drawdown

PINE:

-60.00%

VNQ:

-73.07%

Current Drawdown

PINE:

-14.89%

VNQ:

-14.68%

Returns By Period

In the year-to-date period, PINE achieves a -6.14% return, which is significantly lower than VNQ's -1.32% return.


PINE

YTD

-6.14%

1M

-6.18%

6M

-10.20%

1Y

10.73%

5Y*

14.03%

10Y*

N/A

VNQ

YTD

-1.32%

1M

-3.39%

6M

-7.30%

1Y

13.10%

5Y*

7.70%

10Y*

4.69%

*Annualized

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Risk-Adjusted Performance

PINE vs. VNQ — 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 6161
Overall Rank
The Sharpe Ratio Rank of PINE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PINE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PINE is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PINE is 6868
Calmar Ratio Rank
The Martin Ratio Rank of PINE is 6565
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6565
Overall Rank
The Sharpe Ratio Rank of VNQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6464
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. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpine Income Property Trust, Inc. (PINE) and Vanguard Real Estate ETF (VNQ). 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 chart of Sharpe ratio for PINE, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.00
PINE: 0.30
VNQ: 0.70
The chart of Sortino ratio for PINE, currently valued at 0.58, compared to the broader market-6.00-4.00-2.000.002.004.00
PINE: 0.58
VNQ: 1.05
The chart of Omega ratio for PINE, currently valued at 1.08, compared to the broader market0.501.001.502.00
PINE: 1.08
VNQ: 1.14
The chart of Calmar ratio for PINE, currently valued at 0.33, compared to the broader market0.001.002.003.004.005.00
PINE: 0.33
VNQ: 0.51
The chart of Martin ratio for PINE, currently valued at 0.99, compared to the broader market-5.000.005.0010.0015.0020.00
PINE: 0.99
VNQ: 2.38

The current PINE Sharpe Ratio is 0.30, which is lower than the VNQ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PINE and VNQ, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.30
0.70
PINE
VNQ

Dividends

PINE vs. VNQ - Dividend Comparison

PINE's dividend yield for the trailing twelve months is around 7.24%, more than VNQ's 4.18% yield.


TTM20242023202220212020201920182017201620152014
PINE
Alpine Income Property Trust, Inc.
7.24%6.61%6.51%5.71%5.06%5.47%0.30%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

PINE vs. VNQ - Drawdown Comparison

The maximum PINE drawdown since its inception was -60.00%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for PINE and VNQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-14.89%
-14.68%
PINE
VNQ

Volatility

PINE vs. VNQ - Volatility Comparison

Alpine Income Property Trust, Inc. (PINE) and Vanguard Real Estate ETF (VNQ) have volatilities of 10.15% and 10.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.15%
10.36%
PINE
VNQ