SREZX vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about PGIM Select Real Estate Fund (SREZX) and Bitcoin (BTC-USD).

SREZX is managed by PGIM. It was launched on Jul 31, 2014.

Performance

SREZX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Select Real Estate Fund (SREZX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

SREZX vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SREZX PGIM Select Real Estate Fund	3.98%	7.31%	6.58%	13.02%	-26.16%	28.83%	3.63%	30.87%	-4.12%	10.38%
BTC-USD Bitcoin	-21.63%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, SREZX achieves a 3.98% return, which is significantly higher than BTC-USD's -21.63% return. Over the past 10 years, SREZX has underperformed BTC-USD with an annualized return of 6.51%, while BTC-USD has yielded a comparatively higher 66.45% annualized return.

SREZX

• 1D: 1.88%
• 1M: -7.59%
• YTD: 3.98%
• 6M: 1.89%
• 1Y: 11.49%
• 3Y*: 9.24%
• 5Y*: 3.63%
• 10Y*: 6.51%

BTC-USD

• 1D: 0.51%
• 1M: -0.38%
• YTD: -21.63%
• 6M: -42.21%
• 1Y: -19.49%
• 3Y*: 34.49%
• 5Y*: 3.06%
• 10Y*: 66.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SREZX vs. BTC-USD — Risk / Return Rank

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

SREZX

SREZX Risk / Return Rank: 33
SREZX Sharpe Ratio Rank: 33
SREZX Sortino Ratio Rank: 31
SREZX Omega Ratio Rank: 28
SREZX Calmar Ratio Rank: 37
SREZX Martin Ratio Rank: 37

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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.

SREZX vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Select Real Estate Fund (SREZX) and Bitcoin (BTC-USD). 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.

	SREZX	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.82	-0.44	+1.26
Sortino ratio Return per unit of downside risk	1.19	-0.38	+1.57
Omega ratio Gain probability vs. loss probability	1.16	0.96	+0.20
Calmar ratio Return relative to maximum drawdown	1.13	-1.11	+2.24
Martin ratio Return relative to average drawdown	4.34	-1.99	+6.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SREZX vs. BTC-USD - Sharpe Ratio Comparison

The current SREZX Sharpe Ratio is 0.82, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of SREZX and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SREZX	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	-0.44	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.05	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.97	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.19	-0.82

Correlation

The correlation between SREZX and BTC-USD is 0.10, 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.

Drawdowns

SREZX vs. BTC-USD - Drawdown Comparison

The maximum SREZX drawdown since its inception was -39.13%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SREZX and BTC-USD.

Drawdown Indicators

	SREZX	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-39.13%	-85.30%	+46.17%
Max Drawdown (1Y) Largest decline over 1 year	-10.81%	-49.65%	+38.84%
Max Drawdown (5Y) Largest decline over 5 years	-34.10%	-76.67%	+42.57%
Max Drawdown (10Y) Largest decline over 10 years	-39.13%	-83.80%	+44.67%
Current Drawdown Current decline from peak	-7.77%	-45.02%	+37.25%
Average Drawdown Average peak-to-trough decline	-7.86%	-41.99%	+34.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	27.60%	-24.78%

Volatility

SREZX vs. BTC-USD - Volatility Comparison

The current volatility for PGIM Select Real Estate Fund (SREZX) is 5.19%, while Bitcoin (BTC-USD) has a volatility of 13.58%. This indicates that SREZX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SREZX	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	13.58%	-8.39%
Volatility (6M) Calculated over the trailing 6-month period	8.72%	35.98%	-27.26%
Volatility (1Y) Calculated over the trailing 1-year period	14.64%	36.76%	-22.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.43%	46.90%	-30.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.31%	56.70%	-39.39%