KIM vs PSA: returns, Sharpe ratio and drawdown
Performance
KIM+4.05%PSA-2.89%
Summary
KIM vs PSA
Over the past year, KIM returned +4.05% against -2.89% for PSA. Over five years, KIM averaged -0.38% a year, compared with -2.22% for PSA. KIM had the higher Sharpe ratio over the past year (0.06 vs -0.21), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -17.11% for PSA and -17.17% for KIM.
Current Drawdown
KIM-16.26%PSA-13.60%
Rolling Volatility
KIM+0.75%PSA+1.08%
METRICS
Correlation Matrix
Metrics
Risk Indicators
KIMPSA
Alpha
KIM
-0.21%
PSA
-9.23%
Beta
KIM
0.12x
PSA
0.41x
Sharpe
KIM
0.06
PSA
-0.21
Sortino
KIM
0.09
PSA
-0.29
Omega
KIM
1.01
PSA
0.97
Calmar
KIM
0.24
PSA
-0.17
Martin
KIM
0.16
PSA
-0.56
Comparisons