Seattle
Graph a housing market:
S&P/Case-Shiller® Seattle Home Price Index
Seattle Housing vs. Asset Classes, Monthly
1 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
-4.37%
0.99%
0.67
Bonds
-0.86
10.91%
0.99%
3.20
Commodities
-0.97
49.15%
3.63%
0.46
REITs
0.93
-23.60%
5.16%
-0.45
Stocks
0.92
-6.40%
3.60%
0.86
3 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
24.07%
1.01%
1.66
Bonds
-0.81
18.90%
0.98%
1.18
Commodities
-0.23
34.53%
5.25%
0.42
REITs
0.76
11.32%
4.57%
0.56
Stocks
0.24
10.21%
2.59%
1.34
5 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
52.33%
0.83%
1.77
Bonds
-0.76
31.57%
1.19%
1.43
Commodities
-0.26
105.47%
5.27%
0.83
REITs
0.52
63.19%
4.71%
0.80
Stocks
0.10
55.55%
2.60%
1.03
10 YEAR
Correlation
Return
Volatility
Sharpe*
S&P/CSI
1.00
108.04%
0.68%
1.69
Bonds
-0.62
83.80%
1.16%
1.33
Commodities
-0.04
205.46%
5.19%
0.62
REITs
0.42
30.91%
4.31%
0.45
Stocks
0.42
22.30%
3.60%
0.25
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*Sharpe Ratio is calculated by taking the excess returns (average, rolling 12-month return) above/below the risk-free rate (average 3-month US Treasury Bill yield), and dividing by volatility (standard deviation of average, rolling 12-month return).
Seattle
King, WA
Pierce, WA
Snohomish, WA
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