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REZ vs. HOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REZ vs. HOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Residential Real Estate ETF (REZ) and Harley-Davidson, Inc. (HOG). The values are adjusted to include any dividend payments, if applicable.

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REZ vs. HOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REZ
iShares Residential Real Estate ETF
0.69%4.80%12.73%10.97%-28.31%47.86%-6.62%24.49%3.89%3.87%
HOG
Harley-Davidson, Inc.
-0.28%-30.05%-16.61%-9.76%12.13%4.29%0.19%13.62%-30.54%-10.29%

Returns By Period

In the year-to-date period, REZ achieves a 0.69% return, which is significantly higher than HOG's -0.28% return. Over the past 10 years, REZ has outperformed HOG with an annualized return of 5.55%, while HOG has yielded a comparatively lower -6.66% annualized return.


REZ

1D
1.02%
1M
-7.10%
YTD
0.69%
6M
-1.00%
1Y
-1.49%
3Y*
8.30%
5Y*
4.57%
10Y*
5.55%

HOG

1D
4.01%
1M
13.52%
YTD
-0.28%
6M
-26.17%
1Y
-17.33%
3Y*
-16.94%
5Y*
-10.91%
10Y*
-6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

REZ vs. HOG — Risk / Return Rank

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

REZ
REZ Risk / Return Rank: 1010
Overall Rank
REZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
REZ Omega Ratio Rank: 1010
Omega Ratio Rank
REZ Calmar Ratio Rank: 1111
Calmar Ratio Rank
REZ Martin Ratio Rank: 1111
Martin Ratio Rank

HOG
HOG Risk / Return Rank: 2626
Overall Rank
HOG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HOG Sortino Ratio Rank: 2323
Sortino Ratio Rank
HOG Omega Ratio Rank: 2424
Omega Ratio Rank
HOG Calmar Ratio Rank: 3030
Calmar Ratio Rank
HOG Martin Ratio Rank: 2929
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.

REZ vs. HOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Residential Real Estate ETF (REZ) and Harley-Davidson, Inc. (HOG). 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.


REZHOGDifference

Sharpe ratio

Return per unit of total volatility

-0.09

-0.40

+0.31

Sortino ratio

Return per unit of downside risk

-0.01

-0.32

+0.31

Omega ratio

Gain probability vs. loss probability

1.00

0.96

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.07

-0.39

+0.32

Martin ratio

Return relative to average drawdown

-0.22

-0.80

+0.58

REZ vs. HOG - Sharpe Ratio Comparison

The current REZ Sharpe Ratio is -0.09, which is higher than the HOG Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of REZ and HOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REZHOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

-0.40

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.27

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

-0.16

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.30

-0.07

Correlation

The correlation between REZ and HOG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

REZ vs. HOG - Dividend Comparison

REZ's dividend yield for the trailing twelve months is around 2.28%, less than HOG's 3.60% yield.


TTM20252024202320222021202020192018201720162015
REZ
iShares Residential Real Estate ETF
2.28%2.74%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%
HOG
Harley-Davidson, Inc.
3.60%3.51%2.29%1.79%1.51%1.59%1.20%4.03%4.34%2.87%2.40%2.73%

Drawdowns

REZ vs. HOG - Drawdown Comparison

The maximum REZ drawdown since its inception was -66.87%, smaller than the maximum HOG drawdown of -88.26%. Use the drawdown chart below to compare losses from any high point for REZ and HOG.


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Drawdown Indicators


REZHOGDifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

-88.26%

+21.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-43.24%

+31.42%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-64.11%

+29.06%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

-73.28%

+29.13%

Current Drawdown

Current decline from peak

-7.70%

-63.36%

+55.66%

Average Drawdown

Average peak-to-trough decline

-12.79%

-24.26%

+11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

21.31%

-17.47%

Volatility

REZ vs. HOG - Volatility Comparison

The current volatility for iShares Residential Real Estate ETF (REZ) is 4.65%, while Harley-Davidson, Inc. (HOG) has a volatility of 12.30%. This indicates that REZ experiences smaller price fluctuations and is considered to be less risky than HOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REZHOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

12.30%

-7.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

24.76%

-14.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

43.81%

-27.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

40.28%

-21.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.52%

42.76%

-21.24%