SPG vs. VNQ
Compare and contrast key facts about Simon Property Group, Inc. (SPG) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPG or VNQ.
Performance
SPG vs. VNQ - Performance Comparison
Returns By Period
In the year-to-date period, SPG achieves a 31.34% return, which is significantly higher than VNQ's 9.31% return. Over the past 10 years, SPG has underperformed VNQ with an annualized return of 5.00%, while VNQ has yielded a comparatively higher 5.90% annualized return.
SPG
31.34%
2.99%
24.30%
57.86%
9.03%
5.00%
VNQ
9.31%
-3.85%
12.81%
23.49%
4.13%
5.90%
Key characteristics
| SPG | VNQ | |
|---|---|---|
| Sharpe Ratio | 2.66 | 1.43 |
| Sortino Ratio | 3.59 | 2.03 |
| Omega Ratio | 1.45 | 1.25 |
| Calmar Ratio | 2.54 | 0.86 |
| Martin Ratio | 15.76 | 5.17 |
| Ulcer Index | 3.66% | 4.49% |
| Daily Std Dev | 21.68% | 16.22% |
| Max Drawdown | -77.00% | -73.07% |
| Current Drawdown | -0.59% | -9.83% |
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Correlation
The correlation between SPG and VNQ is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SPG vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) and Vanguard Real Estate ETF (VNQ). 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
SPG vs. VNQ - Dividend Comparison
SPG's dividend yield for the trailing twelve months is around 4.38%, more than VNQ's 3.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPG Simon Property Group, Inc. | 4.38% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
VNQ Vanguard Real Estate ETF | 3.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
SPG vs. VNQ - Drawdown Comparison
The maximum SPG drawdown since its inception was -77.00%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SPG and VNQ. For additional features, visit the drawdowns tool.
Volatility
SPG vs. VNQ - Volatility Comparison
Simon Property Group, Inc. (SPG) has a higher volatility of 5.85% compared to Vanguard Real Estate ETF (VNQ) at 5.12%. This indicates that SPG's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.