UMH vs. COLD

Last updated Apr 2, 2026

Compare and contrast key facts about UMH Properties, Inc. (UMH) and Americold Realty Trust (COLD).

Performance

UMH vs. COLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UMH Properties, Inc. (UMH) and Americold Realty Trust (COLD). The values are adjusted to include any dividend payments, if applicable.

UMH vs. COLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UMH UMH Properties, Inc.	-6.80%	-11.02%	29.59%	0.21%	-38.67%	91.34%	-0.73%	40.13%	-11.71%
COLD Americold Realty Trust	-10.89%	-36.17%	-26.72%	10.11%	-10.89%	-9.89%	9.03%	40.61%	48.27%

Fundamentals

Market Cap UMH : $1.25B COLD : $3.21B
EPS UMH : $0.06 COLD : -$0.40
PS Ratio UMH : 6.40 COLD : 1.23
PB Ratio UMH : 2.14 COLD : 1.11
Total Revenue (TTM) UMH : $194.79M COLD : $2.60B
Gross Profit (TTM) UMH : $106.45M COLD : $104.66M
EBITDA (TTM) UMH : $92.14M COLD : $379.41M

Returns By Period

In the year-to-date period, UMH achieves a -6.80% return, which is significantly higher than COLD's -10.89% return.

UMH

• 1D: 1.32%
• 1M: -3.75%
• YTD: -6.80%
• 6M: 2.32%
• 1Y: -17.24%
• 3Y*: 5.04%
• 5Y*: -1.08%
• 10Y*: 9.28%

COLD

• 1D: -2.01%
• 1M: -12.18%
• YTD: -10.89%
• 6M: -5.27%
• 1Y: -42.97%
• 3Y*: -23.19%
• 5Y*: -18.79%
• 10Y*: —

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

Return for Risk

UMH vs. COLD — Risk / Return Rank

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

UMH

UMH Risk / Return Rank: 12
UMH Sharpe Ratio Rank: 8
UMH Sortino Ratio Rank: 10
UMH Omega Ratio Rank: 11
UMH Calmar Ratio Rank: 14
UMH Martin Ratio Rank: 17

COLD

COLD Risk / Return Rank: 8
COLD Sharpe Ratio Rank: 4
COLD Sortino Ratio Rank: 4
COLD Omega Ratio Rank: 7
COLD Calmar Ratio Rank: 9
COLD Martin Ratio Rank: 14

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.

UMH vs. COLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UMH Properties, Inc. (UMH) and Americold Realty Trust (COLD). 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.

	UMH	COLD	Difference
Sharpe ratio Return per unit of total volatility	-0.83	-1.01	+0.18
Sortino ratio Return per unit of downside risk	-1.05	-1.60	+0.55
Omega ratio Gain probability vs. loss probability	0.87	0.82	+0.05
Calmar ratio Return relative to maximum drawdown	-0.75	-0.86	+0.10
Martin ratio Return relative to average drawdown	-1.23	-1.32	+0.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UMH vs. COLD - Sharpe Ratio Comparison

The current UMH Sharpe Ratio is -0.83, which is comparable to the COLD Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of UMH and COLD, 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

	UMH	COLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.83	-1.01	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	-0.60	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	-0.07	+0.39

Correlation

The correlation between UMH and COLD is 0.44, 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

UMH vs. COLD - Dividend Comparison

UMH's dividend yield for the trailing twelve months is around 6.16%, less than COLD's 8.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UMH UMH Properties, Inc.	6.16%	5.59%	4.50%	5.35%	4.97%	2.78%	4.86%	4.58%	6.08%	4.83%	4.78%	7.11%
COLD Americold Realty Trust	8.19%	7.15%	4.11%	2.91%	3.11%	2.68%	2.25%	2.28%	2.75%	0.00%	0.00%	0.00%

Drawdowns

UMH vs. COLD - Drawdown Comparison

The maximum UMH drawdown since its inception was -62.46%, smaller than the maximum COLD drawdown of -70.76%. Use the drawdown chart below to compare losses from any high point for UMH and COLD.

Drawdown Indicators

	UMH	COLD	Difference
Max Drawdown Largest peak-to-trough decline	-62.46%	-70.76%	+8.30%
Max Drawdown (1Y) Largest decline over 1 year	-22.89%	-51.32%	+28.43%
Max Drawdown (5Y) Largest decline over 5 years	-46.98%	-70.76%	+23.78%
Max Drawdown (10Y) Largest decline over 10 years	-46.98%	—	—
Current Drawdown Current decline from peak	-33.95%	-66.31%	+32.36%
Average Drawdown Average peak-to-trough decline	-14.46%	-21.51%	+7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.03%	33.33%	-19.30%

Volatility

UMH vs. COLD - Volatility Comparison

The current volatility for UMH Properties, Inc. (UMH) is 4.20%, while Americold Realty Trust (COLD) has a volatility of 11.33%. This indicates that UMH experiences smaller price fluctuations and is considered to be less risky than COLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UMH	COLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	11.33%	-7.13%
Volatility (6M) Calculated over the trailing 6-month period	13.45%	31.29%	-17.84%
Volatility (1Y) Calculated over the trailing 1-year period	20.83%	42.66%	-21.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.28%	31.33%	-6.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.88%	31.41%	-1.53%

Financials