PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
REXR vs. NSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between REXR and NSA is 0.57, 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.


-0.50.00.51.00.6

Performance

REXR vs. NSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rexford Industrial Realty, Inc. (REXR) and National Storage Affiliates Trust (NSA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-19.08%
-18.31%
REXR
NSA

Key characteristics

Sharpe Ratio

REXR:

-1.04

NSA:

-0.03

Sortino Ratio

REXR:

-1.39

NSA:

0.14

Omega Ratio

REXR:

0.83

NSA:

1.02

Calmar Ratio

REXR:

-0.52

NSA:

-0.02

Martin Ratio

REXR:

-1.69

NSA:

-0.08

Ulcer Index

REXR:

16.00%

NSA:

9.58%

Daily Std Dev

REXR:

25.96%

NSA:

26.04%

Max Drawdown

REXR:

-51.84%

NSA:

-55.05%

Current Drawdown

REXR:

-49.77%

NSA:

-39.11%

Fundamentals

Market Cap

REXR:

$8.94B

NSA:

$5.28B

EPS

REXR:

$1.23

NSA:

$1.74

PE Ratio

REXR:

31.52

NSA:

20.64

PEG Ratio

REXR:

9.31

NSA:

3.14

Total Revenue (TTM)

REXR:

$694.27M

NSA:

$580.22M

Gross Profit (TTM)

REXR:

$405.88M

NSA:

$326.57M

EBITDA (TTM)

REXR:

$479.05M

NSA:

$365.12M

Returns By Period

In the year-to-date period, REXR achieves a 0.28% return, which is significantly higher than NSA's -5.25% return.


REXR

YTD

0.28%

1M

-2.14%

6M

-20.47%

1Y

-26.19%

5Y*

-1.70%

10Y*

11.89%

NSA

YTD

-5.25%

1M

-12.69%

6M

-19.63%

1Y

-1.54%

5Y*

5.33%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

REXR vs. NSA — Risk-Adjusted Performance Rank

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

REXR
The Risk-Adjusted Performance Rank of REXR is 88
Overall Rank
The Sharpe Ratio Rank of REXR is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of REXR is 66
Sortino Ratio Rank
The Omega Ratio Rank of REXR is 88
Omega Ratio Rank
The Calmar Ratio Rank of REXR is 1717
Calmar Ratio Rank
The Martin Ratio Rank of REXR is 33
Martin Ratio Rank

NSA
The Risk-Adjusted Performance Rank of NSA is 4343
Overall Rank
The Sharpe Ratio Rank of NSA is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of NSA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of NSA is 3838
Omega Ratio Rank
The Calmar Ratio Rank of NSA is 4747
Calmar Ratio Rank
The Martin Ratio Rank of NSA is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REXR vs. NSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rexford Industrial Realty, Inc. (REXR) and National Storage Affiliates Trust (NSA). 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 REXR, currently valued at -1.04, compared to the broader market-2.000.002.00-1.04-0.03
The chart of Sortino ratio for REXR, currently valued at -1.39, compared to the broader market-4.00-2.000.002.004.00-1.390.14
The chart of Omega ratio for REXR, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.02
The chart of Calmar ratio for REXR, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.52-0.02
The chart of Martin ratio for REXR, currently valued at -1.69, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.69-0.08
REXR
NSA

The current REXR Sharpe Ratio is -1.04, which is lower than the NSA Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of REXR and NSA, 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 Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-1.04
-0.03
REXR
NSA

Dividends

REXR vs. NSA - Dividend Comparison

REXR's dividend yield for the trailing twelve months is around 4.31%, less than NSA's 6.26% yield.


TTM20242023202220212020201920182017201620152014
REXR
Rexford Industrial Realty, Inc.
4.31%4.32%2.71%2.31%1.18%1.75%1.62%2.17%1.99%2.33%3.12%3.06%
NSA
National Storage Affiliates Trust
6.26%5.94%5.38%5.95%2.30%3.75%3.78%4.38%3.82%3.99%3.15%0.00%

Drawdowns

REXR vs. NSA - Drawdown Comparison

The maximum REXR drawdown since its inception was -51.84%, smaller than the maximum NSA drawdown of -55.05%. Use the drawdown chart below to compare losses from any high point for REXR and NSA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-49.77%
-39.11%
REXR
NSA

Volatility

REXR vs. NSA - Volatility Comparison

The current volatility for Rexford Industrial Realty, Inc. (REXR) is 7.53%, while National Storage Affiliates Trust (NSA) has a volatility of 8.21%. This indicates that REXR experiences smaller price fluctuations and is considered to be less risky than NSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.53%
8.21%
REXR
NSA

Financials

REXR vs. NSA - Financials Comparison

This section allows you to compare key financial metrics between Rexford Industrial Realty, Inc. and National Storage Affiliates Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab