ADCT vs. EPRT

Last updated Jul 11, 2026

ADCT (ADC Therapeutics SA) and EPRT (Essential Properties Realty Trust, Inc.) are both stocks. ADCT operates in Biotechnology (Healthcare), while EPRT operates in REIT - Diversified (Real Estate). Over the past 5 years, ADCT returned -44.48%/yr vs 6.63%/yr for EPRT. At a 0.15 correlation, their price movements are largely independent.

Performance

ADCT vs. EPRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADC Therapeutics SA (ADCT) and Essential Properties Realty Trust, Inc. (EPRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADCT achieves a -63.46% return, which is significantly lower than EPRT's 7.32% return.

ADCT

• 1D: -0.77%
• 1M: 22.86%
• 6M: -64.75%
• YTD: -63.46%
• 1Y: -59.05%
• 3Y*: -11.32%
• 5Y*: -44.48%
• 10Y*: —

EPRT

• 1D: -0.06%
• 1M: 2.04%
• 6M: 8.01%
• YTD: 7.32%
• 1Y: 2.79%
• 3Y*: 13.65%
• 5Y*: 6.63%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ADCT vs. EPRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ADCT ADC Therapeutics SA	-63.46%	77.39%	19.88%	-56.77%	-80.99%	-36.89%	6.70%
EPRT Essential Properties Realty Trust, Inc.	7.32%	-1.40%	27.32%	14.20%	-14.60%	41.19%	88.58%

Correlation

The correlation between ADCT and EPRT is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since May 15, 2020	0.15

The correlation between ADCT and EPRT shifts across timeframes, from 0.00 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ADCT : $164.08M EPRT : $6.74B
EPS ADCT : -$0.93 EPRT : $1.26
PS Ratio ADCT : 2.39 EPRT : 10.78
Total Revenue (TTM) ADCT : $79.18M EPRT : $591.33M
Gross Profit (TTM) ADCT : $71.82M EPRT : $502.46M
EBITDA (TTM) ADCT : -$87.83M EPRT : $476.93M

Return for Risk

ADCT vs. EPRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADCT

ADCT Risk / Return Rank: 14
ADCT Sharpe Ratio Rank: 15
ADCT Sortino Ratio Rank: 21
ADCT Omega Ratio Rank: 18
ADCT Calmar Ratio Rank: 14
ADCT Martin Ratio Rank: 1

EPRT

EPRT Risk / Return Rank: 50
EPRT Sharpe Ratio Rank: 54
EPRT Sortino Ratio Rank: 45
EPRT Omega Ratio Rank: 44
EPRT Calmar Ratio Rank: 53
EPRT Martin Ratio Rank: 54

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.

ADCT vs. EPRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ADC Therapeutics SA (ADCT) and Essential Properties Realty Trust, Inc. (EPRT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ADCT	EPRT	Difference
Sharpe ratio: Return per unit of total volatility	-0.67	0.24	-0.91
Sortino ratio: Return per unit of downside risk	-0.55	0.46	-1.02
Omega ratio: Gain probability vs. loss probability	0.91	1.05	-0.14
Calmar ratio: Return relative to maximum drawdown	-0.76	0.30	-1.07
Martin ratio: Return relative to average drawdown	-2.10	0.67	-2.77

ADCT vs. EPRT - Sharpe Ratio Comparison

The current ADCT Sharpe Ratio is -0.67, which is lower than the EPRT Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ADCT and EPRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ADCT vs. EPRT - Drawdown Comparison

The maximum ADCT drawdown since its inception was -99.08%, which is greater than EPRT's maximum drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for ADCT and EPRT.

Drawdown Indicators

	ADCT	EPRT	Difference
Max Drawdown Largest peak-to-trough decline	-99.08%	-73.67%	-25.41%
Max Drawdown (1Y) Largest decline over 1 year	-79.97%	-14.26%	-65.71%
Max Drawdown (3Y) Largest decline over 3 years	-81.52%	-20.31%	-61.21%
Max Drawdown (5Y) Largest decline over 5 years	-98.51%	-38.42%	-60.09%
Current Drawdown Current decline from peak	-97.47%	-7.98%	-89.49%
Average Drawdown Average peak-to-trough decline	-77.62%	-13.90%	-63.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.03%	6.42%	+22.61%

Volatility

ADCT vs. EPRT - Volatility Comparison

ADC Therapeutics SA (ADCT) has a higher volatility of 21.29% compared to Essential Properties Realty Trust, Inc. (EPRT) at 7.12%. This indicates that ADCT's price experiences larger fluctuations and is considered to be riskier than EPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADCT	EPRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.29%	7.12%	+14.17%
Volatility (6M) Calculated over the trailing 6-month period	98.85%	14.01%	+84.84%
Volatility (1Y) Calculated over the trailing 1-year period	90.94%	18.36%	+72.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	100.81%	22.69%	+78.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	94.95%	38.40%	+56.55%

Dividends

ADCT vs. EPRT - Dividend Comparison

ADCT has not paid dividends to shareholders, while EPRT's dividend yield for the trailing twelve months is around 3.98%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ADCT ADC Therapeutics SA	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EPRT Essential Properties Realty Trust, Inc.	3.98%	4.06%	3.71%	4.38%	4.58%	3.47%	4.39%	3.55%	1.62%

Financials

Frequently Asked Questions

Can I hold both ADCT and EPRT in my portfolio?

ADCT and EPRT have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADCT or EPRT?

ADCT has higher volatility (21.29%) compared to EPRT (7.12%). In terms of maximum drawdown, ADCT dropped -99.08% vs EPRT's -73.67%.

Which has better risk-adjusted returns?

EPRT currently has the higher Sharpe Ratio (0.24 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.