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PINE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PINE and ^GSPC is 0.37, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.14%
8.53%
PINE
^GSPC

Key characteristics

Sharpe Ratio

PINE:

0.17

^GSPC:

2.10

Sortino Ratio

PINE:

0.40

^GSPC:

2.80

Omega Ratio

PINE:

1.05

^GSPC:

1.39

Calmar Ratio

PINE:

0.16

^GSPC:

3.09

Martin Ratio

PINE:

0.51

^GSPC:

13.49

Ulcer Index

PINE:

7.46%

^GSPC:

1.94%

Daily Std Dev

PINE:

22.16%

^GSPC:

12.52%

Max Drawdown

PINE:

-60.00%

^GSPC:

-56.78%

Current Drawdown

PINE:

-11.48%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, PINE achieves a 3.60% return, which is significantly lower than ^GSPC's 24.34% return.


PINE

YTD

3.60%

1M

-5.22%

6M

10.15%

1Y

3.11%

5Y*

3.46%

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PINE, currently valued at 0.17, compared to the broader market-4.00-2.000.002.000.172.10
The chart of Sortino ratio for PINE, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.402.80
The chart of Omega ratio for PINE, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.39
The chart of Calmar ratio for PINE, currently valued at 0.16, compared to the broader market0.002.004.006.000.163.09
The chart of Martin ratio for PINE, currently valued at 0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.000.5113.49
PINE
^GSPC

The current PINE Sharpe Ratio is 0.17, which is lower than the ^GSPC Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.17
2.10
PINE
^GSPC

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.48%
-2.62%
PINE
^GSPC

Volatility

PINE vs. ^GSPC - Volatility Comparison

Alpine Income Property Trust, Inc. (PINE) has a higher volatility of 5.93% compared to S&P 500 (^GSPC) at 3.79%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.93%
3.79%
PINE
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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