房產和股票的sharp ratio

供參考。美國人的地主論壇做了個研究。過去145 年的曆史數據發現。

• 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.

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

所有跟帖： 

• Obviously a sharp contrast -wu7788- ♀ (0 bytes) () 08/21/2023 postreply 08:25:17

• 投房，投股，投529，可以同時進行. 房子可以用杠杆，投股401k, 529 每月幾百塊. 過去20年回報是豐富的. -Vaseline123- ♀ (0 bytes) () 08/21/2023 postreply 08:26:50