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SL Green Realty Corp. (SLG)

Equity · Currency in USD
Sector
Real Estate
Industry
REIT—Office
ISIN
US78440X8048
CUSIP
78440X101

SLGPrice Chart


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SLGPerformance

The chart shows the growth of $10,000 invested in SL Green Realty Corp. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,963 for a total return of roughly 99.63%. All prices are adjusted for splits and dividends.


SLG (SL Green Realty Corp.)
Benchmark (S&P 500)

SLGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.80%0.43%
6M-8.00%9.37%
YTD20.14%22.33%
1Y22.55%26.59%
5Y-3.58%15.74%
10Y4.48%14.46%

SLGMonthly Returns Heatmap


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SLGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SL Green Realty Corp. Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


SLG (SL Green Realty Corp.)
Benchmark (S&P 500)

SLGDividends

SL Green Realty Corp. granted a 7.63% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $5.39 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$5.39$4.79$3.54$3.39$3.23$3.02$2.60$2.16$1.53$1.11$0.57$0.41

Dividend yield

7.63%7.81%3.74%4.16%3.11%2.73%2.23%1.76%1.61%1.41%0.83%0.59%

SLGDrawdowns Chart

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


SLG (SL Green Realty Corp.)
Benchmark (S&P 500)

SLGWorst Drawdowns

The table below shows the maximum drawdowns of the SL Green Realty Corp.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SL Green Realty Corp. is 67.44%, recorded on May 22, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.44%Mar 23, 20151303May 22, 2020
-38.57%Jun 1, 201187Oct 3, 2011376Apr 4, 2013463
-25.4%May 13, 201037Jul 6, 201070Oct 13, 2010107
-14.58%Jan 20, 201014Feb 8, 201015Mar 2, 201029
-12.48%Nov 8, 20107Nov 16, 201040Jan 13, 201147
-10.68%Jul 24, 201319Aug 19, 201346Oct 23, 201365
-10.46%May 22, 201321Jun 20, 201319Jul 18, 201340
-9.74%Jun 6, 201478Sep 25, 201420Oct 23, 201498
-9.01%May 5, 20103May 7, 20102May 11, 20105
-8.85%Mar 1, 201112Mar 16, 201112Apr 1, 201124

SLGVolatility Chart

Current SL Green Realty Corp. volatility is 39.83%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SLG (SL Green Realty Corp.)
Benchmark (S&P 500)

Portfolios with SL Green Realty Corp.


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