SREZX vs. BTC-USD
SREZX (PGIM Select Real Estate Fund) is REIT fund managed by PGIM, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SREZX returned 6.89%/yr vs 57.78%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
SREZX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SREZX achieves a 9.76% return, which is significantly higher than BTC-USD's -26.78% return. Over the past 10 years, SREZX has underperformed BTC-USD with an annualized return of 6.89%, while BTC-USD has yielded a comparatively higher 57.78% annualized return.
SREZX
- 1D
- 0.20%
- 1M
- -1.66%
- YTD
- 9.76%
- 6M
- 10.16%
- 1Y
- 12.37%
- 3Y*
- 10.54%
- 5Y*
- 3.35%
- 10Y*
- 6.89%
BTC-USD
- 1D
- 1.32%
- 1M
- -16.41%
- YTD
- -26.78%
- 6M
- -27.65%
- 1Y
- -36.56%
- 3Y*
- 27.78%
- 5Y*
- 13.72%
- 10Y*
- 57.78%
SREZX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SREZX PGIM Select Real Estate Fund | 9.76% | 7.31% | 6.58% | 13.02% | -26.16% | 28.83% | 3.63% | 30.87% | -4.12% | 10.38% |
BTC-USD Bitcoin | -26.78% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between SREZX and BTC-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.10 |
The correlation between SREZX and BTC-USD shifts across timeframes, from 0.10 (all time) to 0.22 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SREZX vs. BTC-USD — Risk / Return Rank
SREZX
BTC-USD
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.
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.
| SREZX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.88 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.71 | +1.98 |
| Martin ratioReturn relative to average drawdown | 4.32 | -1.20 | +5.52 |
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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.
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Drawdown Indicators
| SREZX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.13% | -85.30% | +46.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -51.21% | +41.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -51.21% | +33.06% |
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 DrawdownCurrent decline from peak | -3.38% | -48.63% | +45.25% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -42.41% | +34.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 31.17% | -28.36% |
Volatility
SREZX vs. BTC-USD - Volatility Comparison
The current volatility for PGIM Select Real Estate Fund (SREZX) is 3.95%, while Bitcoin (BTC-USD) has a volatility of 12.27%. 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.
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Volatility by Period
| SREZX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 12.27% | -8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 34.57% | -25.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 35.70% | -23.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 44.28% | -27.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 56.43% | -39.08% |
Frequently Asked Questions
SREZX and BTC-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.27%) compared to SREZX (3.95%). In terms of maximum drawdown, SREZX dropped -39.13% vs BTC-USD's -85.30%.
SREZX currently has the higher Sharpe Ratio (0.98 vs -0.85), 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.
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