PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SREZX vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.1

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.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-2.24%
53.42%
SREZX
BTC-USD

Key characteristics

Sharpe Ratio

SREZX:

0.84

BTC-USD:

1.54

Sortino Ratio

SREZX:

1.20

BTC-USD:

2.25

Omega Ratio

SREZX:

1.15

BTC-USD:

1.22

Calmar Ratio

SREZX:

0.53

BTC-USD:

1.29

Martin Ratio

SREZX:

2.77

BTC-USD:

8.77

Ulcer Index

SREZX:

4.18%

BTC-USD:

8.58%

Daily Std Dev

SREZX:

13.82%

BTC-USD:

43.78%

Max Drawdown

SREZX:

-39.13%

BTC-USD:

-93.07%

Current Drawdown

SREZX:

-9.53%

BTC-USD:

-7.36%

Returns By Period

In the year-to-date period, SREZX achieves a 2.70% return, which is significantly lower than BTC-USD's 5.25% return. Over the past 10 years, SREZX has underperformed BTC-USD with an annualized return of 4.62%, while BTC-USD has yielded a comparatively higher 82.58% annualized return.


SREZX

YTD

2.70%

1M

0.68%

6M

-0.29%

1Y

11.42%

5Y*

1.92%

10Y*

4.62%

BTC-USD

YTD

5.25%

1M

-7.36%

6M

62.85%

1Y

89.69%

5Y*

59.04%

10Y*

82.58%

*Annualized

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

SREZX vs. BTC-USD — Risk-Adjusted Performance Rank

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

SREZX
The Risk-Adjusted Performance Rank of SREZX is 4141
Overall Rank
The Sharpe Ratio Rank of SREZX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SREZX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SREZX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SREZX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SREZX is 4242
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8888
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SREZX vs. BTC-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SREZX, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.001.001.54
The chart of Sortino ratio for SREZX, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.0012.001.412.25
The chart of Omega ratio for SREZX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.22
The chart of Calmar ratio for SREZX, currently valued at 0.17, compared to the broader market0.005.0010.0015.0020.000.171.29
The chart of Martin ratio for SREZX, currently valued at 2.96, compared to the broader market0.0020.0040.0060.0080.002.968.77
SREZX
BTC-USD

The current SREZX Sharpe Ratio is 0.84, which is lower than the BTC-USD Sharpe Ratio of 1.54. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.00
1.54
SREZX
BTC-USD

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 -93.07%. Use the drawdown chart below to compare losses from any high point for SREZX and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.53%
-7.36%
SREZX
BTC-USD

Volatility

SREZX vs. BTC-USD - Volatility Comparison

The current volatility for PGIM Select Real Estate Fund (SREZX) is 3.39%, while Bitcoin (BTC-USD) has a volatility of 9.03%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.39%
9.03%
SREZX
BTC-USD
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 © 2025 PortfoliosLab