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SRVR vs. VICI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SRVRVICI
YTD Return7.07%2.70%
1Y Return22.01%18.02%
3Y Return (Ann)-6.16%7.85%
5Y Return (Ann)3.01%10.95%
Sharpe Ratio1.310.84
Sortino Ratio1.891.28
Omega Ratio1.251.16
Calmar Ratio0.590.97
Martin Ratio4.132.16
Ulcer Index5.16%7.39%
Daily Std Dev16.27%18.99%
Max Drawdown-40.99%-60.21%
Current Drawdown-22.11%-6.64%

Correlation

-0.50.00.51.00.5

The correlation between SRVR and VICI is 0.55, 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.

Performance

SRVR vs. VICI - Performance Comparison

In the year-to-date period, SRVR achieves a 7.07% return, which is significantly higher than VICI's 2.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.52%
9.40%
SRVR
VICI

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SRVR vs. VICI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) and VICI Properties Inc. (VICI). 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.


SRVR
Sharpe ratio
The chart of Sharpe ratio for SRVR, currently valued at 1.31, compared to the broader market-2.000.002.004.001.31
Sortino ratio
The chart of Sortino ratio for SRVR, currently valued at 1.89, compared to the broader market0.005.0010.001.89
Omega ratio
The chart of Omega ratio for SRVR, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for SRVR, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.59
Martin ratio
The chart of Martin ratio for SRVR, currently valued at 4.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.13
VICI
Sharpe ratio
The chart of Sharpe ratio for VICI, currently valued at 0.84, compared to the broader market-2.000.002.004.000.84
Sortino ratio
The chart of Sortino ratio for VICI, currently valued at 1.28, compared to the broader market0.005.0010.001.28
Omega ratio
The chart of Omega ratio for VICI, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for VICI, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.97
Martin ratio
The chart of Martin ratio for VICI, currently valued at 2.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.16

SRVR vs. VICI - Sharpe Ratio Comparison

The current SRVR Sharpe Ratio is 1.31, which is higher than the VICI Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SRVR and VICI, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.31
0.84
SRVR
VICI

Dividends

SRVR vs. VICI - Dividend Comparison

SRVR's dividend yield for the trailing twelve months is around 1.81%, less than VICI's 5.35% yield.


TTM202320222021202020192018
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
1.81%3.69%1.70%1.19%1.58%1.61%2.13%
VICI
VICI Properties Inc.
5.35%5.05%4.63%4.58%4.93%4.59%5.32%

Drawdowns

SRVR vs. VICI - Drawdown Comparison

The maximum SRVR drawdown since its inception was -40.99%, smaller than the maximum VICI drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for SRVR and VICI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.11%
-6.64%
SRVR
VICI

Volatility

SRVR vs. VICI - Volatility Comparison

Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) and VICI Properties Inc. (VICI) have volatilities of 5.68% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.68%
5.66%
SRVR
VICI