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USGRX vs. IIPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USGRX vs. IIPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Growth & Income Fund (USGRX) and Innovative Industrial Properties, Inc. (IIPR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USGRX achieves a 9.40% return, which is significantly lower than IIPR's 30.10% return.


USGRX

1D
0.26%
1M
0.97%
YTD
9.40%
6M
8.67%
1Y
24.50%
3Y*
19.27%
5Y*
12.30%
10Y*
13.22%

IIPR

1D
-0.49%
1M
3.94%
YTD
30.10%
6M
25.41%
1Y
18.25%
3Y*
4.97%
5Y*
-13.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USGRX vs. IIPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USGRX
USAA Growth & Income Fund
9.40%15.94%21.47%26.69%-18.52%22.53%17.45%21.78%-8.76%20.67%
IIPR
Innovative Industrial Properties, Inc.
30.10%-18.40%-28.55%8.78%-59.02%47.49%151.33%72.52%43.88%82.30%

Correlation

The correlation between USGRX and IIPR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.46

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2016

0.43

The correlation between USGRX and IIPR shifts across timeframes, from 0.38 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

USGRX vs. IIPR — Risk / Return Rank

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

USGRX
USGRX Risk / Return Rank: 7575
Overall Rank
USGRX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
USGRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
USGRX Omega Ratio Rank: 7070
Omega Ratio Rank
USGRX Calmar Ratio Rank: 7676
Calmar Ratio Rank
USGRX Martin Ratio Rank: 8383
Martin Ratio Rank

IIPR
IIPR Risk / Return Rank: 5858
Overall Rank
IIPR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IIPR Sortino Ratio Rank: 5555
Sortino Ratio Rank
IIPR Omega Ratio Rank: 5353
Omega Ratio Rank
IIPR Calmar Ratio Rank: 6161
Calmar Ratio Rank
IIPR Martin Ratio Rank: 6262
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.

USGRX vs. IIPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Growth & Income Fund (USGRX) and Innovative Industrial Properties, Inc. (IIPR). 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.


USGRXIIPRDifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.42

1.12

+0.30

Calmar ratioReturn relative to maximum drawdown

3.26

0.86

+2.40

Martin ratioReturn relative to average drawdown

14.35

2.09

+12.25

USGRX vs. IIPR - Sharpe Ratio Comparison

The current USGRX Sharpe Ratio is 2.32, which is higher than the IIPR Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of USGRX and IIPR, 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

USGRX vs. IIPR - Drawdown Comparison

The maximum USGRX drawdown since its inception was -56.93%, smaller than the maximum IIPR drawdown of -78.42%. Use the drawdown chart below to compare losses from any high point for USGRX and IIPR.


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Drawdown Indicators


USGRXIIPRDifference

Max Drawdown

Largest peak-to-trough decline

-56.93%

-78.42%

+21.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-21.29%

+13.82%

Max Drawdown (3Y)

Largest decline over 3 years

-29.29%

-62.92%

+33.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.81%

-78.42%

+47.61%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

Current Drawdown

Current decline from peak

-1.11%

-68.76%

+67.65%

Average Drawdown

Average peak-to-trough decline

-8.70%

-37.40%

+28.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

8.74%

-7.05%

Volatility

USGRX vs. IIPR - Volatility Comparison

The current volatility for USAA Growth & Income Fund (USGRX) is 3.64%, while Innovative Industrial Properties, Inc. (IIPR) has a volatility of 8.95%. This indicates that USGRX experiences smaller price fluctuations and is considered to be less risky than IIPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USGRXIIPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

8.95%

-5.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

29.10%

-21.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

41.65%

-31.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.89%

41.73%

-20.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

48.41%

-28.31%

Dividends

USGRX vs. IIPR - Dividend Comparison

USGRX's dividend yield for the trailing twelve months is around 7.58%, less than IIPR's 12.81% yield.


PositionTTM20252024202320222021202020192018201720162015
IIPR
Innovative Industrial Properties, Inc.
12.81%16.05%11.28%7.16%7.01%2.18%2.44%3.73%1.87%1.70%0.00%0.00%
USGRX
USAA Growth & Income Fund
7.58%8.06%20.65%0.93%12.58%11.97%0.84%24.69%11.92%5.12%1.26%6.45%

Frequently Asked Questions


USGRX and IIPR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IIPR has higher volatility (8.95%) compared to USGRX (3.64%). In terms of maximum drawdown, USGRX dropped -56.93% vs IIPR's -78.42%.

USGRX currently has the higher Sharpe Ratio (2.32 vs 0.44), 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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