ADCT vs. EPRT
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 -45.09%/yr vs 5.37%/yr for EPRT. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
ADCT vs. EPRT - Performance Comparison
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Returns By Period
In the year-to-date period, ADCT achieves a -70.25% return, which is significantly lower than EPRT's 7.70% return.
ADCT
- 1D
- -5.41%
- 1M
- -11.76%
- 6M
- -70.91%
- YTD
- -70.25%
- 1Y
- -60.97%
- 3Y*
- -11.41%
- 5Y*
- -45.09%
- 10Y*
- —
- ALL TIME*
- -41.72%
EPRT
- 1D
- 0.06%
- 1M
- 0.35%
- 6M
- 5.22%
- YTD
- 7.70%
- 1Y
- 6.77%
- 3Y*
- 13.37%
- 5Y*
- 5.37%
- 10Y*
- —
- ALL TIME*
- 15.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $896.89K | $1.31M | $3.07M | |
| $59.48M | $51.66M | $57.34M |
ADCT vs. EPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ADCT ADC Therapeutics SA | -70.25% | 77.39% | 19.88% | -56.77% | -80.99% | -36.89% | 6.70% |
EPRT Essential Properties Realty Trust, Inc. | 7.70% | -1.40% | 27.32% | 14.20% | -14.60% | 41.19% | 88.58% |
Correlation
The correlation between ADCT and EPRT is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer 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 0.03 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ADCT:
$133.55M
EPRT:
$6.77B
ADCT:
-$0.93
EPRT:
$0.94
ADCT:
1.95
EPRT:
10.49
ADCT:
$79.18M
EPRT:
$617.91M
ADCT:
$71.82M
EPRT:
$442.38M
ADCT:
-$87.83M
EPRT:
$440.76M
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Return for Risk
ADCT vs. EPRT — Risk / Return Rank
ADCT
EPRT
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 ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.08 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 0.49 | -1.27 |
| Martin ratioReturn relative to average drawdown | -1.82 | 1.11 | -2.93 |
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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.
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Drawdown Indicators
| ADCT | EPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% | -15.52% | -66.00% |
Max Drawdown (5Y)Largest decline over 5 years | -98.51% | -38.42% | -60.09% |
Current DrawdownCurrent decline from peak | -97.94% | -7.65% | -90.29% |
Average DrawdownAverage peak-to-trough decline | -77.81% | -13.83% | -63.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.10% | 6.25% | +27.85% |
Volatility
ADCT vs. EPRT - Volatility Comparison
ADC Therapeutics SA (ADCT) has a higher volatility of 18.29% compared to Essential Properties Realty Trust, Inc. (EPRT) at 7.80%. 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.
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Volatility by Period
| ADCT | EPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.29% | 7.80% | +10.49% |
Volatility (6M)Calculated over the trailing 6-month period | 98.69% | 14.71% | +83.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 90.40% | 18.80% | +71.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 100.93% | 22.62% | +78.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.65% | 38.33% | +56.32% |
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 3.96%.
| 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. | 3.96% | 4.06% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 1.62% |
Financials
ADCT vs. EPRT - Financials Comparison
This section allows you to compare key financial metrics between ADC Therapeutics SA and Essential Properties Realty Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ADCT and EPRT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADCT has higher volatility (18.29%) compared to EPRT (7.80%). In terms of maximum drawdown, ADCT dropped -99.08% vs EPRT's -73.67%.
EPRT currently has the higher Sharpe Ratio (0.37 vs -0.69), 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.
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