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

Performance

SRVR vs. VICI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) and VICI Properties Inc. (VICI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.46%
15.46%
SRVR
VICI

Returns By Period

The year-to-date returns for both stocks are quite close, with SRVR having a 5.25% return and VICI slightly lower at 5.09%.


SRVR

YTD

5.25%

1M

-3.57%

6M

13.05%

1Y

12.86%

5Y (annualized)

2.20%

10Y (annualized)

N/A

VICI

YTD

5.09%

1M

-1.44%

6M

11.83%

1Y

20.38%

5Y (annualized)

11.44%

10Y (annualized)

N/A

Key characteristics


SRVRVICI
Sharpe Ratio0.781.01
Sortino Ratio1.151.47
Omega Ratio1.151.19
Calmar Ratio0.341.14
Martin Ratio2.312.51
Ulcer Index5.26%7.46%
Daily Std Dev15.56%18.49%
Max Drawdown-40.99%-60.21%
Current Drawdown-23.43%-4.47%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for SRVR, currently valued at 0.78, compared to the broader market0.002.004.000.781.01
The chart of Sortino ratio for SRVR, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.0010.0012.001.151.47
The chart of Omega ratio for SRVR, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.19
The chart of Calmar ratio for SRVR, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.341.14
The chart of Martin ratio for SRVR, currently valued at 2.31, compared to the broader market0.0020.0040.0060.0080.00100.002.312.51
SRVR
VICI

The current SRVR Sharpe Ratio is 0.78, which is comparable to the VICI Sharpe Ratio of 1.01. 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
0.78
1.01
SRVR
VICI

Dividends

SRVR vs. VICI - Dividend Comparison

SRVR's dividend yield for the trailing twelve months is around 1.84%, less than VICI's 5.22% yield.


TTM202320222021202020192018
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
1.84%3.69%1.70%1.19%1.58%1.61%2.13%
VICI
VICI Properties Inc.
5.22%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
-23.43%
-4.47%
SRVR
VICI

Volatility

SRVR vs. VICI - Volatility Comparison

Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) has a higher volatility of 5.83% compared to VICI Properties Inc. (VICI) at 5.34%. This indicates that SRVR's price experiences larger fluctuations and is considered to be riskier than VICI based on this measure. 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
5.83%
5.34%
SRVR
VICI