UMAC vs. KIM

Last updated Jun 25, 2026

UMAC (Unusual Machines, Inc) and KIM (Kimco Realty Corporation) are both stocks. UMAC operates in Computer Hardware (Technology), while KIM operates in REIT - Retail (Real Estate). Over the past year, UMAC returned 138.34% vs 25.30% for KIM. At a 0.14 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, UMAC achieves a 53.22% return, which is significantly higher than KIM's 28.20% return.

UMAC

• 1D: -9.25%
• 1M: 16.33%
• YTD: 53.22%
• 6M: 49.35%
• 1Y: 138.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KIM

• 1D: 0.91%
• 1M: 6.59%
• YTD: 28.20%
• 6M: 27.26%
• 1Y: 25.30%
• 3Y*: 16.79%
• 5Y*: 8.48%
• 10Y*: 3.54%

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

UMAC vs. KIM - Yearly Performance Comparison

	2026 (YTD)	2025	2024
UMAC Unusual Machines, Inc	53.22%	-24.26%	320.50%
KIM Kimco Realty Corporation	28.20%	-9.26%	25.69%

Correlation

The correlation between UMAC and KIM is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (All Time) Calculated using the full available price history since Feb 14, 2024	0.14

Fundamentals

Market Cap UMAC : $939.58M KIM : $17.10B
EPS UMAC : -$0.18 KIM : $0.91
PS Ratio UMAC : 35.78 KIM : 7.94
PB Ratio UMAC : 2.83 KIM : 1.65
Total Revenue (TTM) UMAC : $17.25M KIM : $2.16B
Gross Profit (TTM) UMAC : $5.92M KIM : $1.18B
EBITDA (TTM) UMAC : -$28.96M KIM : $1.10B

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: 78
UMAC Sharpe Ratio Rank: 74
UMAC Sortino Ratio Rank: 81
UMAC Omega Ratio Rank: 75
UMAC Calmar Ratio Rank: 82
UMAC Martin Ratio Rank: 78

KIM

KIM Risk / Return Rank: 76
KIM Sharpe Ratio Rank: 81
KIM Sortino Ratio Rank: 77
KIM Omega Ratio Rank: 73
KIM Calmar Ratio Rank: 76
KIM Martin Ratio Rank: 75

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.

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.

	UMAC	KIM	Difference
Sharpe ratio: Return per unit of total volatility	1.04	1.37	-0.32
Sortino ratio: Return per unit of downside risk	2.25	1.98	+0.27
Omega ratio: Gain probability vs. loss probability	1.24	1.23	+0.01
Calmar ratio: Return relative to maximum drawdown	2.64	2.00	+0.64
Martin ratio: Return relative to average drawdown	5.30	4.59	+0.71

UMAC vs. KIM - Sharpe Ratio Comparison

The current UMAC Sharpe Ratio is 1.04, which is comparable to the KIM Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of UMAC and KIM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-12.70%	-39.93%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.88%	—
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	-41.59%	-1.89%	-39.70%
Average Drawdown Average peak-to-trough decline	-45.95%	-22.79%	-23.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.20%	5.53%	+20.67%

Volatility

UMAC vs. KIM - Volatility Comparison

Unusual Machines, Inc (UMAC) has a higher volatility of 62.12% compared to Kimco Realty Corporation (KIM) at 7.06%. 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	62.12%	7.06%	+55.06%
Volatility (6M) Calculated over the trailing 6-month period	100.42%	12.92%	+87.50%
Volatility (1Y) Calculated over the trailing 1-year period	133.36%	18.61%	+114.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	164.18%	25.92%	+138.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	164.18%	33.99%	+130.19%

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 4.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KIM Kimco Realty Corporation	4.05%	4.98%	4.14%	4.79%	3.97%	2.76%	3.60%	5.41%	7.65%	6.01%	4.11%	3.68%
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%

Financials

Frequently Asked Questions

Can I hold both UMAC and KIM in my portfolio?

UMAC and KIM have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UMAC or KIM?

UMAC has higher volatility (62.12%) compared to KIM (7.06%). In terms of maximum drawdown, UMAC dropped -75.61% vs KIM's -85.65%.

Which has better risk-adjusted returns?

KIM currently has the higher Sharpe Ratio (1.37 vs 1.04), 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.