BTAI vs. EPR
BTAI (BioXcel Therapeutics, Inc.) and EPR (EPR Properties) are both stocks. BTAI operates in Biotechnology (Healthcare), while EPR operates in REIT - Retail (Real Estate). Over the past 5 years, BTAI returned -70.94%/yr vs 8.98%/yr for EPR. At a 0.15 correlation, their price movements are largely independent.
Performance
BTAI vs. EPR - Performance Comparison
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Returns By Period
In the year-to-date period, BTAI achieves a -27.50% return, which is significantly lower than EPR's 16.06% return.
BTAI
- 1D
- -2.52%
- 1M
- -7.94%
- YTD
- -27.50%
- 6M
- -39.27%
- 1Y
- -15.33%
- 3Y*
- -84.35%
- 5Y*
- -70.94%
- 10Y*
- —
EPR
- 1D
- -0.21%
- 1M
- 2.52%
- YTD
- 16.06%
- 6M
- 11.09%
- 1Y
- 6.73%
- 3Y*
- 16.78%
- 5Y*
- 8.98%
- 10Y*
- 3.54%
BTAI vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BTAI BioXcel Therapeutics, Inc. | -27.50% | -73.25% | -87.33% | -86.27% | 5.66% | -56.00% | 216.22% | 278.50% | -65.00% |
EPR EPR Properties | 16.06% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 19.94% |
Correlation
The correlation between BTAI and EPR is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.15 |
The correlation between BTAI and EPR shifts across timeframes, from 0.04 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BTAI:
$27.34M
EPR:
$4.31B
BTAI:
-$5.21
EPR:
$3.55
BTAI:
24.66
EPR:
6.16
BTAI:
$680.00K
EPR:
$700.22M
BTAI:
$175.00K
EPR:
$568.77M
BTAI:
-$61.68M
EPR:
$582.57M
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Return for Risk
BTAI vs. EPR — Risk / Return Rank
BTAI
EPR
BTAI vs. EPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BioXcel Therapeutics, Inc. (BTAI) and EPR Properties (EPR). 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.
| BTAI | EPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.07 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.35 | -0.53 |
| Martin ratioReturn relative to average drawdown | -0.24 | 0.69 | -0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTAI | EPR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.30 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | 0.35 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.39 | 0.30 | -0.69 |
Drawdowns
BTAI vs. EPR - Drawdown Comparison
The maximum BTAI drawdown since its inception was -99.90%, which is greater than EPR's maximum drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for BTAI and EPR.
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Drawdown Indicators
| BTAI | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.90% | -82.02% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -85.00% | -19.51% | -65.49% |
Max Drawdown (3Y)Largest decline over 3 years | -99.70% | -19.51% | -80.19% |
Max Drawdown (5Y)Largest decline over 5 years | -99.84% | -35.63% | -64.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.02% | — |
Current DrawdownCurrent decline from peak | -99.89% | -5.28% | -94.61% |
Average DrawdownAverage peak-to-trough decline | -63.19% | -16.60% | -46.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.43% | 9.80% | +54.63% |
Volatility
BTAI vs. EPR - Volatility Comparison
BioXcel Therapeutics, Inc. (BTAI) has a higher volatility of 18.08% compared to EPR Properties (EPR) at 5.07%. This indicates that BTAI's price experiences larger fluctuations and is considered to be riskier than EPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTAI | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.08% | 5.07% | +13.01% |
Volatility (6M)Calculated over the trailing 6-month period | 55.78% | 16.34% | +39.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 143.82% | 22.25% | +121.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 121.38% | 26.16% | +95.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.95% | 42.44% | +75.51% |
Dividends
BTAI vs. EPR - Dividend Comparison
BTAI has not paid dividends to shareholders, while EPR's dividend yield for the trailing twelve months is around 6.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTAI BioXcel Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPR EPR Properties | 6.36% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
Financials
BTAI vs. EPR - Financials Comparison
This section allows you to compare key financial metrics between BioXcel Therapeutics, Inc. and EPR Properties. 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
BTAI and EPR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTAI has higher volatility (18.08%) compared to EPR (5.07%). In terms of maximum drawdown, BTAI dropped -99.90% vs EPR's -82.02%.
EPR currently has the higher Sharpe Ratio (0.30 vs -0.11), 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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