UDR vs. AIRC

Last updated Apr 2, 2026

Compare and contrast key facts about UDR, Inc. (UDR) and Apartment Income REIT Corp. (AIRC).

Performance

UDR vs. AIRC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UDR, Inc. (UDR) and Apartment Income REIT Corp. (AIRC). The values are adjusted to include any dividend payments, if applicable.

UDR vs. AIRC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
UDR UDR, Inc.	-5.55%	-11.75%	18.29%	3.12%	-33.44%	61.12%	0.10%
AIRC Apartment Income REIT Corp.	0.00%	0.00%	14.16%	6.70%	-34.60%	47.78%	1.21%

Fundamentals

Total Revenue (TTM) UDR : $1.71B AIRC : $806.89M
Gross Profit (TTM) UDR : $639.55M AIRC : $380.38M
EBITDA (TTM) UDR : $1.03B AIRC : $472.98M

Returns By Period

UDR

• 1D: 1.36%
• 1M: -8.57%
• YTD: -5.55%
• 6M: -5.04%
• 1Y: -20.72%
• 3Y*: -1.72%
• 5Y*: -1.32%
• 10Y*: 2.50%

AIRC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

UDR vs. AIRC — Risk / Return Rank

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

UDR

UDR Risk / Return Rank: 9
UDR Sharpe Ratio Rank: 6
UDR Sortino Ratio Rank: 8
UDR Omega Ratio Rank: 10
UDR Calmar Ratio Rank: 8
UDR Martin Ratio Rank: 11

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.

UDR vs. AIRC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UDR, Inc. (UDR) and Apartment Income REIT Corp. (AIRC). 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.

	UDR	AIRC	Difference
Sharpe ratio Return per unit of total volatility	-0.90	—	—
Sortino ratio Return per unit of downside risk	-1.20	—	—
Omega ratio Gain probability vs. loss probability	0.86	—	—
Calmar ratio Return relative to maximum drawdown	-0.88	—	—
Martin ratio Return relative to average drawdown	-1.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UDR	AIRC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.90	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	—	—

Correlation

The correlation between UDR and AIRC is 0.66, 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.

Dividends

UDR vs. AIRC - Dividend Comparison

UDR's dividend yield for the trailing twelve months is around 5.02%, while AIRC has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UDR UDR, Inc.	5.02%	4.68%	3.90%	4.28%	3.88%	2.41%	3.70%	2.89%	3.22%	3.18%	3.19%	2.91%
AIRC Apartment Income REIT Corp.	0.00%	0.00%	1.15%	5.18%	5.25%	3.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	UDR	AIRC	Difference
Max Drawdown Largest peak-to-trough decline	-74.67%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-23.53%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.44%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.44%	—	—
Current Drawdown Current decline from peak	-33.22%	—	—
Average Drawdown Average peak-to-trough decline	-11.82%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	14.56%	—	—

Volatility

Volatility by Period

	UDR	AIRC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.11%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.88%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.36%	—	—

Financials