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SL Green Realty Corp. (SLG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS78440X8048
CUSIP78440X101
SectorReal Estate
IndustryREIT—Office

Highlights

Market Cap$3.30B
EPS-$8.29
PE Ratio43.51
PEG Ratio0.95
Revenue (TTM)$806.16M
Gross Profit (TTM)$424.15M
EBITDA (TTM)$239.39M
Year Range$18.91 - $55.75
Target Price$45.69
Short %34.56%
Short Ratio12.49

Share Price Chart


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Compare to other instruments

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SL Green Realty Corp.

Popular comparisons: SLG vs. VNO, SLG vs. EPR, SLG vs. O, SLG vs. MAIN, SLG vs. ABR, SLG vs. FRT, SLG vs. SPYD, SLG vs. STAG, SLG vs. RYLD, SLG vs. KO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SL Green Realty Corp., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
504.78%
457.10%
SLG (SL Green Realty Corp.)
Benchmark (^GSPC)

S&P 500

Returns By Period

SL Green Realty Corp. had a return of 12.24% year-to-date (YTD) and 143.58% in the last 12 months. Over the past 10 years, SL Green Realty Corp. had an annualized return of -2.72%, while the S&P 500 had an annualized return of 10.33%, indicating that SL Green Realty Corp. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.24%5.21%
1 month-5.69%-4.30%
6 months75.08%18.42%
1 year143.58%21.82%
5 years (annualized)-4.21%11.27%
10 years (annualized)-2.72%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.03%8.43%14.28%-9.16%
2023-20.74%25.79%24.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SLG is 91, placing it in the top 9% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SLG is 9191
SL Green Realty Corp.(SLG)
The Sharpe Ratio Rank of SLG is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 9191Sortino Ratio Rank
The Omega Ratio Rank of SLG is 8787Omega Ratio Rank
The Calmar Ratio Rank of SLG is 9090Calmar Ratio Rank
The Martin Ratio Rank of SLG is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SL Green Realty Corp. (SLG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SLG
Sharpe ratio
The chart of Sharpe ratio for SLG, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for SLG, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.006.002.90
Omega ratio
The chart of Omega ratio for SLG, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for SLG, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for SLG, currently valued at 13.69, compared to the broader market-10.000.0010.0020.0030.0013.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market-10.000.0010.0020.0030.006.79

Sharpe Ratio

The current SL Green Realty Corp. Sharpe ratio is 2.17. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SL Green Realty Corp. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
2.17
1.74
SLG (SL Green Realty Corp.)
Benchmark (^GSPC)

Dividends

Dividend History

SL Green Realty Corp. granted a 6.33% dividend yield in the last twelve months. The annual payout for that period amounted to $3.15 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.15$3.23$3.69$6.27$4.94$3.65$3.49$3.33$3.12$2.68$2.23$1.58

Dividend yield

6.33%7.15%10.94%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%

Monthly Dividends

The table displays the monthly dividend distributions for SL Green Realty Corp.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.25$0.25$0.25$0.25
2023$0.27$0.27$0.27$0.27$0.27$0.27$0.27$0.27$0.27$0.27$0.27$0.25
2022$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.27
2021$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$2.83
2020$0.00$0.00$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$2.12
2019$0.00$0.00$0.90$0.00$0.00$0.90$0.00$0.00$0.90$0.00$0.00$0.94
2018$0.00$0.00$0.86$0.00$0.00$0.86$0.00$0.00$0.86$0.00$0.00$0.90
2017$0.00$0.00$0.82$0.00$0.00$0.82$0.00$0.00$0.82$0.00$0.00$0.86
2016$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.82
2015$0.00$0.00$0.64$0.00$0.00$0.64$0.00$0.00$0.64$0.00$0.00$0.76
2014$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.64
2013$0.35$0.00$0.00$0.35$0.00$0.00$0.35$0.00$0.00$0.53

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%6.3%
SL Green Realty Corp. has a dividend yield of 6.33%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%87.4%
SL Green Realty Corp. has a payout ratio of 87.43%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-40.76%
-4.49%
SLG (SL Green Realty Corp.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SL Green Realty Corp.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SL Green Realty Corp. was 94.02%, occurring on Mar 6, 2009. Recovery took 1520 trading sessions.

The current SL Green Realty Corp. drawdown is 40.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.02%Feb 8, 2007523Mar 6, 20091520Mar 20, 20152043
-78.68%Mar 23, 20152016Mar 23, 2023
-34.22%Feb 2, 1998178Oct 14, 1998367Mar 29, 2000545
-22.24%Jun 26, 200274Oct 9, 2002155May 22, 2003229
-16.51%Apr 5, 200425May 10, 200437Jul 2, 200462

Volatility

Volatility Chart

The current SL Green Realty Corp. volatility is 13.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
13.21%
3.91%
SLG (SL Green Realty Corp.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of SL Green Realty Corp. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

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Operating Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items