UMAC vs. KIM

Last updated Apr 1, 2026

Compare and contrast key facts about Unusual Machines, Inc (UMAC) and Kimco Realty Corporation (KIM).

Performance

UMAC vs. KIM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Machines, Inc (UMAC) and Kimco Realty Corporation (KIM). The values are adjusted to include any dividend payments, if applicable.

UMAC vs. KIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
UMAC Unusual Machines, Inc	-2.67%	-24.26%	455.12%
KIM Kimco Realty Corporation	12.09%	-9.26%	25.88%

Fundamentals

Market Cap UMAC : $322.59M KIM : $15.15B
EPS UMAC : -$0.73 KIM : $0.86
PS Ratio UMAC : 28.92 KIM : 7.09
PB Ratio UMAC : 1.84 KIM : 1.46
Total Revenue (TTM) UMAC : $11.20M KIM : $2.14B
Gross Profit (TTM) UMAC : $3.91M KIM : $1.48B
EBITDA (TTM) UMAC : -$19.09M KIM : $1.05B

Returns By Period

In the year-to-date period, UMAC achieves a -2.67% return, which is significantly lower than KIM's 12.09% return.

UMAC

• 1D: 11.71%
• 1M: -9.16%
• YTD: -2.67%
• 6M: -17.88%
• 1Y: 93.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KIM

• 1D: 0.67%
• 1M: -3.52%
• YTD: 12.09%
• 6M: 5.33%
• 1Y: 10.89%
• 3Y*: 9.96%
• 5Y*: 7.77%
• 10Y*: 2.48%

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

Return for Risk

UMAC vs. KIM — Risk / Return Rank

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

UMAC

UMAC Risk / Return Rank: 72
UMAC Sharpe Ratio Rank: 68
UMAC Sortino Ratio Rank: 76
UMAC Omega Ratio Rank: 70
UMAC Calmar Ratio Rank: 73
UMAC Martin Ratio Rank: 71

KIM

KIM Risk / Return Rank: 58
KIM Sharpe Ratio Rank: 60
KIM Sortino Ratio Rank: 53
KIM Omega Ratio Rank: 51
KIM Calmar Ratio Rank: 64
KIM Martin Ratio Rank: 63

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.

UMAC vs. KIM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Machines, Inc (UMAC) and Kimco Realty Corporation (KIM). 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.

	UMAC	KIM	Difference
Sharpe ratio Return per unit of total volatility	0.75	0.49	+0.26
Sortino ratio Return per unit of downside risk	1.85	0.86	+0.99
Omega ratio Gain probability vs. loss probability	1.21	1.10	+0.10
Calmar ratio Return relative to maximum drawdown	1.63	0.98	+0.65
Martin ratio Return relative to average drawdown	3.64	2.16	+1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UMAC vs. KIM - Sharpe Ratio Comparison

The current UMAC Sharpe Ratio is 0.75, which is higher than the KIM Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of UMAC and KIM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UMAC	KIM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	0.49	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.27	+0.32

Correlation

The correlation between UMAC and KIM is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UMAC vs. KIM - Dividend Comparison

UMAC has not paid dividends to shareholders, while KIM's dividend yield for the trailing twelve months is around 4.54%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UMAC Unusual Machines, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KIM Kimco Realty Corporation	4.54%	4.98%	4.14%	4.79%	3.97%	2.76%	3.60%	5.41%	7.65%	6.01%	4.11%	3.68%

Drawdowns

UMAC vs. KIM - Drawdown Comparison

The maximum UMAC drawdown since its inception was -75.61%, smaller than the maximum KIM drawdown of -85.65%. Use the drawdown chart below to compare losses from any high point for UMAC and KIM.

Drawdown Indicators

	UMAC	KIM	Difference
Max Drawdown Largest peak-to-trough decline	-75.61%	-85.65%	+10.04%
Max Drawdown (1Y) Largest decline over 1 year	-52.63%	-12.82%	-39.81%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.52%	—
Current Drawdown Current decline from peak	-44.02%	-6.64%	-37.38%
Average Drawdown Average peak-to-trough decline	-45.48%	-22.93%	-22.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.51%	5.81%	+17.70%

Volatility

UMAC vs. KIM - Volatility Comparison

Unusual Machines, Inc (UMAC) has a higher volatility of 42.59% compared to Kimco Realty Corporation (KIM) at 4.73%. This indicates that UMAC's price experiences larger fluctuations and is considered to be riskier than KIM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UMAC	KIM	Difference
Volatility (1M) Calculated over the trailing 1-month period	42.59%	4.73%	+37.86%
Volatility (6M) Calculated over the trailing 6-month period	87.03%	12.79%	+74.24%
Volatility (1Y) Calculated over the trailing 1-year period	125.40%	22.36%	+103.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	162.99%	26.07%	+136.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	162.99%	33.94%	+129.05%

Financials