房产和股票的sharp ratio

供参考。美国人的地主论坛做了个研究。过去145 年的历史数据发现。

  • Treasury bonds: Their Sharpe ratio of around 0.2 is weak sauce.
  • Stock investments: Not much better, at 0.27. Sure, their returns were strong, but they’re more volatile than plutonium in a mad scientist’s lab.
  • Residential real estate: The average Sharpe ratio of 0.7 is great.

文章在这里(https://www.biggerpockets.com/blog/real-estate-vs-stocks-performance)。

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