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SL Green Realty Corp. (SLG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US78440X8048
CUSIP
78440X101
IPO Date
Aug 15, 1997

Highlights

Market Cap
$2.60B
Enterprise Value
$11.09B
EPS (TTM)
-$1.22
Total Revenue (TTM)
$1.00B
Gross Profit (TTM)
$341.79M
EBITDA (TTM)
$409.72M
Year Range
$34.77 - $66.91
Target Price
$53.67
ROA (TTM)
-0.80%
ROE (TTM)
-2.28%

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

SL Green Realty Corp. (SLG) has returned -18.06% so far this year and -32.38% over the past 12 months. Over the last ten years, SLG has returned -4.49% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


SL Green Realty Corp.

1D
4.76%
1M
2.00%
YTD
-18.06%
6M
-36.49%
1Y
-32.38%
3Y*
24.11%
5Y*
-7.16%
10Y*
-4.49%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 15, 1997, SLG's average daily return is +0.06%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +63.5%, while the worst month was Nov 2008 at -54.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SLG closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +40.9%, while the worst single day was Nov 20, 2008 at -27.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.38%-17.71%2.00%-18.06%
2025-0.39%-3.85%-10.20%-8.38%8.39%9.49%-7.10%-0.18%5.59%-13.71%-7.72%-2.67%-29.03%
20240.03%8.43%14.28%-9.16%6.82%7.41%18.10%0.38%4.83%8.97%3.74%-12.80%58.26%
202322.88%-16.62%-30.09%1.84%-1.06%31.16%26.45%4.84%-4.26%-20.74%25.79%24.18%48.75%
2022-1.45%10.09%2.47%-14.36%-10.32%-24.80%8.28%-10.41%-8.40%-0.41%6.56%-18.97%-50.94%
202110.48%2.79%1.76%6.18%7.46%1.36%-6.55%-5.48%1.50%-0.66%-0.49%3.71%22.86%

Benchmark Metrics

SL Green Realty Corp. has an annualized alpha of 3.70%, beta of 1.24, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since August 18, 1997.

  • This stock captured 133.36% of S&P 500 Index gains and 131.96% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.31 means the benchmark explains less than half of this stock's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.70%
Beta
1.24
0.31
Upside Capture
133.36%
Downside Capture
131.96%

Return for Risk

Risk / Return Rank

SLG ranks 11 for risk / return — in the bottom 11% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SLG Risk / Return Rank: 1111
Overall Rank
SLG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SLG Sortino Ratio Rank: 1010
Sortino Ratio Rank
SLG Omega Ratio Rank: 1212
Omega Ratio Rank
SLG Calmar Ratio Rank: 1616
Calmar Ratio Rank
SLG Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SL Green Realty Corp. (SLG) and compare them to a chosen benchmark (S&P 500 Index).


SLGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.83

0.90

-1.72

Sortino ratio

Return per unit of downside risk

-1.07

1.39

-2.46

Omega ratio

Gain probability vs. loss probability

0.88

1.21

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.70

1.40

-2.10

Martin ratio

Return relative to average drawdown

-1.40

6.61

-8.00

Explore SLG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

SL Green Realty Corp. provided a 7.25% dividend yield over the last twelve months, with an annual payout of $2.68 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.68$2.83$3.01$3.23$3.69$3.76$4.94$3.65$3.49$3.33$3.12$2.68

Dividend yield

7.25%6.18%4.43%7.15%10.94%5.09%7.81%3.74%4.16%3.11%2.73%2.23%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.62$0.62
2025$0.26$0.26$0.26$0.26$0.26$0.26$0.26$0.26$0.26$0.26$0.26$0.00$2.83
2024$0.25$0.25$0.25$0.25$0.25$0.25$0.25$0.25$0.25$0.25$0.25$0.26$3.01
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$3.23
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$3.69
2021$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.31$0.32$3.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 53.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.02%Feb 8, 2007523Mar 6, 20091520Mar 20, 20152043
-79.42%Mar 23, 20152016Mar 23, 2023
-34.28%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 chart below shows the rolling one-month volatility.


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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

0.0

Valuation

The Valuation section provides an overview of how SL Green Realty Corp. is priced in the market compared to other companies in the REIT - Office industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SLG relative to other companies in the REIT - Office industry. Currently, SLG has a P/S ratio of 2.7. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SLG in comparison with other companies in the REIT - Office industry. Currently, SLG has a P/B value of 0.8. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items