CHC.AX vs. EPR
CHC.AX (Charter Hall Group) and EPR (EPR Properties) are both stocks. Both are in the Real Estate sector — CHC.AX in Real Estate - Diversified, EPR in REIT - Retail. Over the past 10 years, CHC.AX returned 20.78%/yr vs 4.34%/yr for EPR. At a 0.07 correlation, their price movements are largely independent.
Performance
CHC.AX vs. EPR - Performance Comparison
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Different Trading Currencies
CHC.AX is traded in AUD, while EPR is traded in USD. To make them comparable, the EPR values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CHC.AX achieves a -6.99% return, which is significantly lower than EPR's 16.78% return. Over the past 10 years, CHC.AX has outperformed EPR with an annualized return of 20.78%, while EPR has yielded a comparatively lower 4.34% annualized return.
CHC.AX
- 1D
- 3.04%
- 1M
- 16.98%
- YTD
- -6.99%
- 6M
- -8.37%
- 1Y
- 20.53%
- 3Y*
- 30.72%
- 5Y*
- 11.51%
- 10Y*
- 20.78%
EPR
- 1D
- 1.22%
- 1M
- 6.60%
- YTD
- 16.78%
- 6M
- 16.72%
- 1Y
- 3.12%
- 3Y*
- 16.08%
- 5Y*
- 11.62%
- 10Y*
- 4.34%
CHC.AX vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHC.AX Charter Hall Group | -6.99% | 74.30% | 21.47% | 4.43% | -39.72% | 43.02% | 37.57% | 54.78% | 30.25% | 34.58% |
EPR EPR Properties | 16.78% | 11.77% | 8.68% | 38.93% | -8.97% | 59.43% | -56.30% | 17.67% | 14.69% | -10.77% |
Correlation
The correlation between CHC.AX and EPR is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2012 | 0.07 |
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Return for Risk
CHC.AX vs. EPR — Risk / Return Rank
CHC.AX
EPR
CHC.AX vs. EPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Charter Hall Group (CHC.AX) 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.
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.
| CHC.AX | EPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.15 | +0.56 |
| Martin ratioReturn relative to average drawdown | 1.54 | 0.27 | +1.27 |
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Drawdowns
CHC.AX vs. EPR - Drawdown Comparison
The maximum CHC.AX drawdown since its inception was -62.30%, smaller than the maximum EPR drawdown of -78.71%. Use the drawdown chart below to compare losses from any high point for CHC.AX and EPR.
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Drawdown Indicators
| CHC.AX | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.30% | -78.71% | +16.41% |
Max Drawdown (1Y)Largest decline over 1 year | -27.87% | -20.81% | -7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -20.81% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -57.92% | -31.57% | -26.35% |
Max Drawdown (10Y)Largest decline over 10 years | -62.30% | -78.71% | +16.41% |
Current DrawdownCurrent decline from peak | -11.20% | -3.42% | -7.78% |
Average DrawdownAverage peak-to-trough decline | -15.08% | -20.61% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.10% | 11.43% | +1.67% |
Volatility
CHC.AX vs. EPR - Volatility Comparison
Charter Hall Group (CHC.AX) has a higher volatility of 11.83% compared to EPR Properties (EPR) at 5.52%. This indicates that CHC.AX'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
| CHC.AX | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.83% | 5.52% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 21.81% | 17.22% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.06% | 22.95% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.82% | 24.45% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.28% | 40.97% | -9.69% |
Dividends
CHC.AX vs. EPR - Dividend Comparison
CHC.AX's dividend yield for the trailing twelve months is around 2.16%, less than EPR's 5.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHC.AX Charter Hall Group | 2.16% | 2.01% | 1.60% | 3.64% | 3.45% | 1.89% | 2.81% | 3.65% | 5.20% | 5.62% | 5.91% | 2.67% |
EPR EPR Properties | 5.99% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
Financials
CHC.AX vs. EPR - Financials Comparison
This section allows you to compare key financial metrics between Charter Hall Group 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
CHC.AX and EPR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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