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REXR vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REXR and QQQ is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

REXR vs. QQQ - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
219.31%
601.41%
REXR
QQQ

Key characteristics

Sharpe Ratio

REXR:

-0.72

QQQ:

0.47

Sortino Ratio

REXR:

-0.86

QQQ:

0.82

Omega Ratio

REXR:

0.89

QQQ:

1.11

Calmar Ratio

REXR:

-0.36

QQQ:

0.52

Martin Ratio

REXR:

-1.27

QQQ:

1.79

Ulcer Index

REXR:

16.78%

QQQ:

6.64%

Daily Std Dev

REXR:

29.49%

QQQ:

25.28%

Max Drawdown

REXR:

-58.65%

QQQ:

-82.98%

Current Drawdown

REXR:

-56.67%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, REXR achieves a -13.49% return, which is significantly lower than QQQ's -7.43% return. Over the past 10 years, REXR has underperformed QQQ with an annualized return of 10.45%, while QQQ has yielded a comparatively higher 16.64% annualized return.


REXR

YTD

-13.49%

1M

-16.18%

6M

-22.01%

1Y

-19.97%

5Y*

-0.54%

10Y*

10.45%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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Risk-Adjusted Performance

REXR vs. QQQ — 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 1818
Overall Rank
The Sharpe Ratio Rank of REXR is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of REXR is 1616
Sortino Ratio Rank
The Omega Ratio Rank of REXR is 1616
Omega Ratio Rank
The Calmar Ratio Rank of REXR is 2929
Calmar Ratio Rank
The Martin Ratio Rank of REXR is 1717
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rexford Industrial Realty, Inc. (REXR) and Invesco QQQ (QQQ). 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 chart of Sharpe ratio for REXR, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.00
REXR: -0.72
QQQ: 0.47
The chart of Sortino ratio for REXR, currently valued at -0.86, compared to the broader market-6.00-4.00-2.000.002.004.00
REXR: -0.86
QQQ: 0.82
The chart of Omega ratio for REXR, currently valued at 0.89, compared to the broader market0.501.001.502.00
REXR: 0.89
QQQ: 1.11
The chart of Calmar ratio for REXR, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
REXR: -0.36
QQQ: 0.52
The chart of Martin ratio for REXR, currently valued at -1.27, compared to the broader market-5.000.005.0010.0015.0020.00
REXR: -1.27
QQQ: 1.79

The current REXR Sharpe Ratio is -0.72, which is lower than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of REXR and QQQ, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.72
0.47
REXR
QQQ

Dividends

REXR vs. QQQ - Dividend Comparison

REXR's dividend yield for the trailing twelve months is around 5.09%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
REXR
Rexford Industrial Realty, Inc.
5.09%4.32%2.71%2.31%1.18%1.75%1.62%2.17%1.99%2.33%3.12%3.06%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

REXR vs. QQQ - Drawdown Comparison

The maximum REXR drawdown since its inception was -58.65%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for REXR and QQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.67%
-12.28%
REXR
QQQ

Volatility

REXR vs. QQQ - Volatility Comparison

Rexford Industrial Realty, Inc. (REXR) and Invesco QQQ (QQQ) have volatilities of 16.35% and 16.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.35%
16.86%
REXR
QQQ