PLD vs. VNQ
Compare and contrast key facts about Prologis, Inc. (PLD) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PLD or VNQ.
Performance
PLD vs. VNQ - Performance Comparison
Returns By Period
In the year-to-date period, PLD achieves a -12.90% return, which is significantly lower than VNQ's 9.31% return. Over the past 10 years, PLD has outperformed VNQ with an annualized return of 13.88%, while VNQ has yielded a comparatively lower 5.90% annualized return.
PLD
-12.90%
-10.67%
3.36%
5.96%
7.69%
13.88%
VNQ
9.31%
-3.85%
12.81%
23.49%
4.13%
5.90%
Key characteristics
| PLD | VNQ | |
|---|---|---|
| Sharpe Ratio | 0.23 | 1.43 |
| Sortino Ratio | 0.50 | 2.03 |
| Omega Ratio | 1.06 | 1.25 |
| Calmar Ratio | 0.15 | 0.86 |
| Martin Ratio | 0.51 | 5.17 |
| Ulcer Index | 11.27% | 4.49% |
| Daily Std Dev | 25.02% | 16.22% |
| Max Drawdown | -84.70% | -73.07% |
| Current Drawdown | -29.59% | -9.83% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between PLD and VNQ is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
PLD vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Prologis, Inc. (PLD) 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.
Dividends
PLD vs. VNQ - Dividend Comparison
PLD's dividend yield for the trailing twelve months is around 3.31%, less than VNQ's 3.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLD Prologis, Inc. | 3.31% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
VNQ Vanguard Real Estate ETF | 3.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
PLD vs. VNQ - Drawdown Comparison
The maximum PLD drawdown since its inception was -84.70%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for PLD and VNQ. For additional features, visit the drawdowns tool.
Volatility
PLD vs. VNQ - Volatility Comparison
Prologis, Inc. (PLD) has a higher volatility of 7.61% compared to Vanguard Real Estate ETF (VNQ) at 5.12%. This indicates that PLD's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.