REM vs. O
Compare and contrast key facts about iShares Mortgage Real Estate ETF (REM) and Realty Income Corporation (O).
REM is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT All Mortgage Capped Index. It was launched on May 4, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REM or O.
Key characteristics
| REM | O | |
|---|---|---|
| YTD Return | 1.21% | 4.03% |
| 1Y Return | 16.65% | 20.81% |
| 3Y Return (Ann) | -7.57% | -2.02% |
| 5Y Return (Ann) | -3.88% | -0.68% |
| 10Y Return (Ann) | 1.70% | 7.35% |
| Sharpe Ratio | 0.81 | 1.13 |
| Sortino Ratio | 1.20 | 1.67 |
| Omega Ratio | 1.15 | 1.21 |
| Calmar Ratio | 0.42 | 0.71 |
| Martin Ratio | 2.90 | 2.98 |
| Ulcer Index | 5.75% | 6.85% |
| Daily Std Dev | 20.65% | 18.15% |
| Max Drawdown | -74.72% | -48.45% |
| Current Drawdown | -29.81% | -14.06% |
Correlation
The correlation between REM and O is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
REM vs. O - Performance Comparison
In the year-to-date period, REM achieves a 1.21% return, which is significantly lower than O's 4.03% return. Over the past 10 years, REM has underperformed O with an annualized return of 1.70%, while O has yielded a comparatively higher 7.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
REM vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) and Realty Income Corporation (O). 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
REM vs. O - Dividend Comparison
REM's dividend yield for the trailing twelve months is around 9.50%, more than O's 5.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REM iShares Mortgage Real Estate ETF | 9.50% | 9.46% | 11.13% | 7.29% | 7.72% | 8.16% | 10.00% | 9.97% | 10.03% | 11.99% | 14.53% | 16.12% |
O Realty Income Corporation | 5.47% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Drawdowns
REM vs. O - Drawdown Comparison
The maximum REM drawdown since its inception was -74.72%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for REM and O. For additional features, visit the drawdowns tool.
Volatility
REM vs. O - Volatility Comparison
The current volatility for iShares Mortgage Real Estate ETF (REM) is 4.87%, while Realty Income Corporation (O) has a volatility of 6.69%. This indicates that REM experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.