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REIT vs. MKC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REIT vs. MKC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Active REIT ETF (REIT) and McCormick & Company, Incorporated (MKC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REIT achieves a 17.44% return, which is significantly higher than MKC's -27.49% return.


REIT

1D
0.97%
1M
4.83%
YTD
17.44%
6M
17.70%
1Y
18.15%
3Y*
11.38%
5Y*
4.64%
10Y*

MKC

1D
-0.57%
1M
5.61%
YTD
-27.49%
6M
-25.55%
1Y
-31.93%
3Y*
-16.44%
5Y*
-9.29%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REIT vs. MKC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
REIT
ALPS Active REIT ETF
17.44%-0.55%7.11%13.74%-21.23%33.02%
MKC
McCormick & Company, Incorporated
-27.49%-8.33%13.97%-15.68%-12.65%16.28%

Correlation

The correlation between REIT and MKC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2021

0.40

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Return for Risk

REIT vs. MKC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

REIT
REIT Risk / Return Rank: 4444
Overall Rank
REIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
REIT Sortino Ratio Rank: 4040
Sortino Ratio Rank
REIT Omega Ratio Rank: 4040
Omega Ratio Rank
REIT Calmar Ratio Rank: 5353
Calmar Ratio Rank
REIT Martin Ratio Rank: 4646
Martin Ratio Rank

MKC
MKC Risk / Return Rank: 55
Overall Rank
MKC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 44
Sortino Ratio Rank
MKC Omega Ratio Rank: 66
Omega Ratio Rank
MKC Calmar Ratio Rank: 99
Calmar Ratio Rank
MKC Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REIT vs. MKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Active REIT ETF (REIT) and McCormick & Company, Incorporated (MKC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


REITMKCDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.50

Omega ratioGain probability vs. loss probability

1.23

0.80

+0.43

Calmar ratioReturn relative to maximum drawdown

2.35

-0.85

+3.20

Martin ratioReturn relative to average drawdown

6.81

-1.69

+8.49

REIT vs. MKC - Sharpe Ratio Comparison

The current REIT Sharpe Ratio is 1.32, which is higher than the MKC Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of REIT and MKC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

REIT vs. MKC - Drawdown Comparison

The maximum REIT drawdown since its inception was -29.30%, smaller than the maximum MKC drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for REIT and MKC.


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Drawdown Indicators


REITMKCDifference

Max Drawdown

Largest peak-to-trough decline

-29.30%

-52.02%

+22.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-39.50%

+32.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-47.65%

+29.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.30%

-52.02%

+22.72%

Max Drawdown (10Y)

Largest decline over 10 years

-52.02%

Current Drawdown

Current decline from peak

0.00%

-48.49%

+48.49%

Average Drawdown

Average peak-to-trough decline

-10.32%

-11.03%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

19.92%

-17.39%

Volatility

REIT vs. MKC - Volatility Comparison

The current volatility for ALPS Active REIT ETF (REIT) is 4.60%, while McCormick & Company, Incorporated (MKC) has a volatility of 6.12%. This indicates that REIT experiences smaller price fluctuations and is considered to be less risky than MKC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REITMKCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

6.12%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

23.28%

-13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

28.06%

-14.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

24.34%

-5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

24.17%

-5.80%

Dividends

REIT vs. MKC - Dividend Comparison

REIT's dividend yield for the trailing twelve months is around 2.69%, less than MKC's 3.80% yield.


PositionTTM20252024202320222021202020192018201720162015
MKC
McCormick & Company, Incorporated
3.80%2.69%2.24%2.32%1.81%1.44%1.68%1.37%1.53%1.89%1.89%1.91%
REIT
ALPS Active REIT ETF
2.69%3.20%3.06%3.13%2.81%4.71%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


REIT and MKC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MKC has higher volatility (6.12%) compared to REIT (4.60%). In terms of maximum drawdown, REIT dropped -29.30% vs MKC's -52.02%.

REIT currently has the higher Sharpe Ratio (1.32 vs -1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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