Performance

AMH-4.84%MAA-12.24%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
AMH	+1.00%	-2.00%	-4.84%	-5.11%	-18.07%	-0.38
MAA	+0.31%	-16.17%	-12.24%	-10.66%	-19.68%	-0.83

Summary

AMH vs MAA

Over the past year, AMH returned -4.84% against -12.24% for MAA. Over five years, AMH averaged -5.11% a year, compared with -10.66% for MAA. AMH had the higher Sharpe ratio over the past year (-0.38 vs -0.83), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -18.07% for AMH and -19.68% for MAA.

Current Drawdown

AMH-10.14%MAA-17.98%

Rolling Volatility

AMH+0.88%MAA+0.95%

METRICS

Correlation Matrix

	AMH	MAA
AMH	1.00	0.76
MAA	0.76	1.00

Metrics

Risk Indicators

AMHMAA

Alpha

-7.90%

-16.39%

Beta

0.04x

0.06x

Sharpe

-0.38

-0.83

Sortino

-0.54

-1.15

Omega

0.94

0.87

Calmar

-0.27

-0.62

Martin

-0.98

-1.95

Comparisons

More AMH comparisons

AMH vs XLRE
AMH vs SPY
AMH vs INVH
AMH vs UDR
AMH vs CPT

More MAA comparisons

MAA vs XLRE
MAA vs SPY
MAA vs CPT
MAA vs UDR
MAA vs VMRK
MAA vs ESS

AMH vs MAA: returns, Sharpe ratio and drawdown

AMH vs MAA

More AMH comparisons

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