PLYM vs. ^GSPC

In the year-to-date period, PLYM achieves a -7.67% return, which is significantly lower than ^GSPC's 0.51% return.

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This table presents a comparison of risk-adjusted performance metrics for Plymouth Industrial REIT, Inc. (PLYM) 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 PLYM Sharpe Ratio is -0.62, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PLYM 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.

The maximum PLYM drawdown since its inception was -62.58%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PLYM and ^GSPC.

Plymouth Industrial REIT, Inc. (PLYM) has a higher volatility of 6.96% compared to S&P 500 (^GSPC) at 4.77%. This indicates that PLYM'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.