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

Correlation

The correlation between SRET and ACRE is 0.65, 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

SRET vs. ACRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperDividend REIT ETF (SRET) and Ares Commercial Real Estate Corporation (ACRE). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-6.81%
48.86%
SRET
ACRE

Key characteristics

Sharpe Ratio

SRET:

-0.05

ACRE:

-0.91

Sortino Ratio

SRET:

0.02

ACRE:

-1.21

Omega Ratio

SRET:

1.00

ACRE:

0.85

Calmar Ratio

SRET:

-0.02

ACRE:

-0.64

Martin Ratio

SRET:

-0.11

ACRE:

-1.11

Ulcer Index

SRET:

7.02%

ACRE:

28.92%

Daily Std Dev

SRET:

13.97%

ACRE:

35.23%

Max Drawdown

SRET:

-66.98%

ACRE:

-75.68%

Current Drawdown

SRET:

-38.26%

ACRE:

-47.01%

Returns By Period

In the year-to-date period, SRET achieves a -1.77% return, which is significantly higher than ACRE's -31.36% return.


SRET

YTD

-1.77%

1M

-3.94%

6M

6.45%

1Y

-1.51%

5Y*

-8.47%

10Y*

N/A

ACRE

YTD

-31.36%

1M

-10.00%

6M

-4.26%

1Y

-33.87%

5Y*

-6.96%

10Y*

3.84%

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

SRET vs. ACRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and Ares Commercial Real Estate Corporation (ACRE). 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 SRET, currently valued at -0.05, compared to the broader market0.002.004.00-0.05-0.91
The chart of Sortino ratio for SRET, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.000.02-1.21
The chart of Omega ratio for SRET, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.000.85
The chart of Calmar ratio for SRET, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.02-0.64
The chart of Martin ratio for SRET, currently valued at -0.11, compared to the broader market0.0020.0040.0060.0080.00100.00-0.11-1.11
SRET
ACRE

The current SRET Sharpe Ratio is -0.05, which is higher than the ACRE Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of SRET and ACRE, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.05
-0.91
SRET
ACRE

Dividends

SRET vs. ACRE - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 8.55%, less than ACRE's 16.90% yield.


TTM20232022202120202019201820172016201520142013
SRET
Global X SuperDividend REIT ETF
8.55%7.21%8.30%6.33%8.92%7.77%8.53%8.23%7.22%7.76%0.00%0.00%
ACRE
Ares Commercial Real Estate Corporation
16.90%12.74%9.82%9.08%11.08%8.33%8.90%8.37%7.57%8.74%8.71%7.63%

Drawdowns

SRET vs. ACRE - Drawdown Comparison

The maximum SRET drawdown since its inception was -66.98%, smaller than the maximum ACRE drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for SRET and ACRE. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-38.26%
-47.01%
SRET
ACRE

Volatility

SRET vs. ACRE - Volatility Comparison

The current volatility for Global X SuperDividend REIT ETF (SRET) is 4.25%, while Ares Commercial Real Estate Corporation (ACRE) has a volatility of 10.61%. This indicates that SRET experiences smaller price fluctuations and is considered to be less risky than ACRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
4.25%
10.61%
SRET
ACRE
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 © 2024 PortfoliosLab