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UDR vs. INDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDR vs. INDS - Performance Comparison

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

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Returns By Period

In the year-to-date period, UDR achieves a 5.41% return, which is significantly lower than INDS's 9.26% return.


UDR

1D
0.48%
1M
-0.71%
YTD
5.41%
6M
7.08%
1Y
-3.64%
3Y*
2.28%
5Y*
-1.51%
10Y*
4.58%

INDS

1D
0.50%
1M
-0.06%
YTD
9.26%
6M
9.15%
1Y
12.98%
3Y*
5.44%
5Y*
1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDR vs. INDS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UDR
UDR, Inc.
5.41%-11.75%18.29%3.12%-33.44%61.12%-14.54%21.48%11.65%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
9.26%7.78%-12.69%17.72%-32.68%54.61%12.62%42.25%-1.14%

Correlation

The correlation between UDR and INDS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since May 15, 2018

0.70

The correlation between UDR and INDS shifts across timeframes, from 0.57 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UDR vs. INDS — Risk / Return Rank

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

UDR
UDR Risk / Return Rank: 3333
Overall Rank
UDR Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
UDR Sortino Ratio Rank: 2828
Sortino Ratio Rank
UDR Omega Ratio Rank: 2929
Omega Ratio Rank
UDR Calmar Ratio Rank: 3636
Calmar Ratio Rank
UDR Martin Ratio Rank: 3636
Martin Ratio Rank

INDS
INDS Risk / Return Rank: 2323
Overall Rank
INDS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
INDS Sortino Ratio Rank: 2222
Sortino Ratio Rank
INDS Omega Ratio Rank: 2121
Omega Ratio Rank
INDS Calmar Ratio Rank: 2323
Calmar Ratio Rank
INDS Martin Ratio Rank: 2525
Martin Ratio Rank
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. INDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UDR, Inc. (UDR) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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.


UDRINDSDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

0.99

1.14

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.20

1.07

-1.27

Martin ratioReturn relative to average drawdown

-0.37

3.20

-3.57

UDR vs. INDS - Sharpe Ratio Comparison

The current UDR Sharpe Ratio is -0.18, which is lower than the INDS Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of UDR and INDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UDR vs. INDS - Drawdown Comparison

The maximum UDR drawdown since its inception was -74.67%, which is greater than INDS's maximum drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for UDR and INDS.


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Drawdown Indicators


UDRINDSDifference

Max Drawdown

Largest peak-to-trough decline

-74.67%

-40.17%

-34.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-12.23%

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-26.96%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-44.44%

-40.17%

-4.27%

Max Drawdown (10Y)

Largest decline over 10 years

-44.44%

Current Drawdown

Current decline from peak

-25.47%

-18.52%

-6.95%

Average Drawdown

Average peak-to-trough decline

-11.91%

-15.58%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.85%

4.06%

+5.79%

Volatility

UDR vs. INDS - Volatility Comparison

UDR, Inc. (UDR) has a higher volatility of 6.69% compared to Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) at 4.91%. This indicates that UDR's price experiences larger fluctuations and is considered to be riskier than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDRINDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

4.91%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

12.51%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.03%

16.59%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.03%

20.17%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.41%

23.08%

+2.33%

Dividends

UDR vs. INDS - Dividend Comparison

UDR's dividend yield for the trailing twelve months is around 4.57%, more than INDS's 3.39% yield.


PositionTTM20252024202320222021202020192018201720162015
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
3.39%3.70%3.75%3.11%2.63%1.24%1.68%2.26%1.81%0.00%0.00%0.00%
UDR
UDR, Inc.
4.57%4.68%3.90%4.28%3.88%2.41%3.70%2.89%3.22%3.18%3.19%2.91%

Frequently Asked Questions


UDR and INDS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UDR has higher volatility (6.69%) compared to INDS (4.91%). In terms of maximum drawdown, UDR dropped -74.67% vs INDS's -40.17%.

INDS currently has the higher Sharpe Ratio (0.79 vs -0.18), 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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