UDR vs. REZ
Compare and contrast key facts about UDR, Inc. (UDR) and iShares Residential Real Estate ETF (REZ).
REZ is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT All Residential Capped Index. It was launched on May 4, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UDR or REZ.
Key characteristics
| UDR | REZ | |
|---|---|---|
| YTD Return | 21.20% | 21.53% |
| 1Y Return | 45.07% | 42.12% |
| 3Y Return (Ann) | -3.32% | 1.43% |
| 5Y Return (Ann) | 2.47% | 6.01% |
| 10Y Return (Ann) | 7.51% | 7.86% |
| Sharpe Ratio | 2.05 | 2.28 |
| Sortino Ratio | 2.90 | 3.22 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 0.96 | 1.21 |
| Martin Ratio | 10.83 | 10.66 |
| Ulcer Index | 3.85% | 3.72% |
| Daily Std Dev | 20.33% | 17.39% |
| Max Drawdown | -74.67% | -66.84% |
| Current Drawdown | -17.90% | -4.54% |
Correlation
The correlation between UDR and REZ is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
UDR vs. REZ - Performance Comparison
The year-to-date returns for both investments are quite close, with UDR having a 21.20% return and REZ slightly higher at 21.53%. Both investments have delivered pretty close results over the past 10 years, with UDR having a 7.51% annualized return and REZ not far ahead at 7.86%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UDR vs. REZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UDR, Inc. (UDR) and iShares Residential Real Estate ETF (REZ). 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.
Dividends
UDR vs. REZ - Dividend Comparison
UDR's dividend yield for the trailing twelve months is around 3.81%, more than REZ's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UDR UDR, Inc. | 3.81% | 4.28% | 3.88% | 2.42% | 3.70% | 2.90% | 3.23% | 3.18% | 3.19% | 2.91% | 3.29% | 3.96% |
REZ iShares Residential Real Estate ETF | 2.18% | 2.94% | 3.37% | 1.81% | 3.17% | 2.90% | 3.63% | 3.57% | 5.54% | 3.18% | 3.13% | 3.92% |
Drawdowns
UDR vs. REZ - Drawdown Comparison
The maximum UDR drawdown since its inception was -74.67%, which is greater than REZ's maximum drawdown of -66.84%. Use the drawdown chart below to compare losses from any high point for UDR and REZ. For additional features, visit the drawdowns tool.
Volatility
UDR vs. REZ - Volatility Comparison
UDR, Inc. (UDR) has a higher volatility of 6.97% compared to iShares Residential Real Estate ETF (REZ) at 5.76%. This indicates that UDR's price experiences larger fluctuations and is considered to be riskier than REZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.