Comparison between REITS (ALL) and S&P 500 as of June 2016


The following table shows that the REITS provide higher return than U.S. stocks, but they are more volatile or risky than U.S. stocks.

Simple Statistics

Variable

N

Mean

Std Dev

Sum

Minimum

Maximum

pctchngyr_REITS_ALL

522

11.78143

20.20426

6150

-56.03641

98.88065

pctchngyr_SP_500

546

8.62300

16.44436

4708

-44.75624

52.94225

Two variables (REITS and S&P 500) are positively correlated to each other.

Pearson Correlation Coefficients
Prob > |r| under H0: Rho=0
Number of Observations

pctchngyr_SP_500

pctchngyr_REITS_ALL

0.58805
<.0001
522




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