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SAFE vs. BDRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAFE vs. BDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Safehold Inc. (SAFE) and Breakwave Dry Bulk Shipping ETF (BDRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAFE achieves a 14.93% return, which is significantly lower than BDRY's 34.21% return.


SAFE

1D
2.10%
1M
5.93%
YTD
14.93%
6M
19.22%
1Y
4.46%
3Y*
-7.81%
5Y*
-25.97%
10Y*

BDRY

1D
1.64%
1M
-7.14%
YTD
34.21%
6M
34.67%
1Y
103.63%
3Y*
24.09%
5Y*
-16.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAFE vs. BDRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SAFE
Safehold Inc.
14.93%-22.47%-18.25%-15.60%-63.41%11.15%82.46%118.07%16.59%
BDRY
Breakwave Dry Bulk Shipping ETF
34.21%44.24%-47.40%25.79%-68.84%282.99%-50.16%-15.92%-27.66%

Correlation

The correlation between SAFE and BDRY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.04

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

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2018

0.04

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Return for Risk

SAFE vs. BDRY — Risk / Return Rank

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

SAFE
SAFE Risk / Return Rank: 4545
Overall Rank
SAFE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SAFE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SAFE Omega Ratio Rank: 4141
Omega Ratio Rank
SAFE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SAFE Martin Ratio Rank: 4747
Martin Ratio Rank

BDRY
BDRY Risk / Return Rank: 7575
Overall Rank
BDRY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 6767
Sortino Ratio Rank
BDRY Omega Ratio Rank: 6363
Omega Ratio Rank
BDRY Calmar Ratio Rank: 8888
Calmar Ratio Rank
BDRY Martin Ratio Rank: 7676
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.

SAFE vs. BDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safehold Inc. (SAFE) and Breakwave Dry Bulk Shipping ETF (BDRY). 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.


SAFEBDRYDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

1.05

1.36

-0.31

Calmar ratioReturn relative to maximum drawdown

0.20

4.82

-4.63

Martin ratioReturn relative to average drawdown

0.43

13.59

-13.16

SAFE vs. BDRY - Sharpe Ratio Comparison

The current SAFE Sharpe Ratio is 0.13, which is lower than the BDRY Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SAFE and BDRY, 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

SAFE vs. BDRY - Drawdown Comparison

The maximum SAFE drawdown since its inception was -84.70%, smaller than the maximum BDRY drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for SAFE and BDRY.


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Drawdown Indicators


SAFEBDRYDifference

Max Drawdown

Largest peak-to-trough decline

-84.70%

-89.16%

+4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-22.90%

-21.60%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-51.87%

-69.71%

+17.84%

Max Drawdown (5Y)

Largest decline over 5 years

-84.70%

-89.16%

+4.46%

Current Drawdown

Current decline from peak

-80.89%

-71.65%

-9.24%

Average Drawdown

Average peak-to-trough decline

-40.16%

-58.43%

+18.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.32%

7.65%

+2.67%

Volatility

SAFE vs. BDRY - Volatility Comparison

Safehold Inc. (SAFE) has a higher volatility of 9.26% compared to Breakwave Dry Bulk Shipping ETF (BDRY) at 7.30%. This indicates that SAFE's price experiences larger fluctuations and is considered to be riskier than BDRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAFEBDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

7.30%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

22.79%

29.14%

-6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

34.04%

42.10%

-8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.39%

60.24%

-19.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.99%

62.40%

-21.41%

Dividends

SAFE vs. BDRY - Dividend Comparison

SAFE's dividend yield for the trailing twelve months is around 4.56%, while BDRY has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BDRY
Breakwave Dry Bulk Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAFE
Safehold Inc.
4.56%5.17%3.83%3.03%2.45%0.84%1.10%1.15%3.19%1.78%

Frequently Asked Questions


SAFE and BDRY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAFE has higher volatility (9.26%) compared to BDRY (7.30%). In terms of maximum drawdown, SAFE dropped -84.70% vs BDRY's -89.16%.

BDRY currently has the higher Sharpe Ratio (2.48 vs 0.13), 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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