CLILF vs. EPR
CLILF (CapitaLand Investment Limited) and EPR (EPR Properties) are both stocks. Both are in the Real Estate sector — CLILF in Real Estate - Services, EPR in REIT - Specialty. Over the past 3 years, CLILF returned -9.56%/yr vs 19.52%/yr for EPR. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
CLILF vs. EPR - Performance Comparison
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Returns By Period
In the year-to-date period, CLILF achieves a 6.92% return, which is significantly lower than EPR's 29.16% return.
CLILF
- 1D
- 0.00%
- 1M
- 9.29%
- 6M
- -15.99%
- YTD
- 6.92%
- 1Y
- -1.11%
- 3Y*
- -9.56%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -4.31%
EPR
- 1D
- -2.56%
- 1M
- 5.54%
- 6M
- 18.18%
- YTD
- 29.16%
- 1Y
- 20.51%
- 3Y*
- 19.52%
- 5Y*
- 12.03%
- 10Y*
- 3.23%
- ALL TIME*
- 11.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.46K | $45.25K | $31.59K | |
| $43.74M | $40.64M | $39.39M |
CLILF vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CLILF CapitaLand Investment Limited | 6.92% | -3.06% | -1.09% | -23.92% | 6.00% | -1.96% |
EPR EPR Properties | 29.16% | 20.52% | -1.25% | 38.83% | -14.61% | -6.32% |
Correlation
The correlation between CLILF and EPR is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2021 | 0.06 |
Fundamentals
CLILF:
$9.98B
EPR:
$4.75B
CLILF:
SGD 0.06
EPR:
$3.43
CLILF:
45.42
EPR:
18.08
CLILF:
3.42
EPR:
6.52
CLILF:
0.79
EPR:
2.07
CLILF:
SGD 2.91B
EPR:
$730.45M
CLILF:
SGD 2.22B
EPR:
$508.64M
CLILF:
SGD 153.89M
EPR:
$585.59M
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Return for Risk
CLILF vs. EPR — Risk / Return Rank
CLILF
EPR
CLILF vs. EPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CapitaLand Investment Limited (CLILF) 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.
| CLILF | EPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.05 | -1.08 |
| Martin ratioReturn relative to average drawdown | -0.06 | 2.70 | -2.76 |
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Drawdowns
CLILF vs. EPR - Drawdown Comparison
The maximum CLILF drawdown since its inception was -66.07%, smaller than the maximum EPR drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for CLILF and EPR.
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Drawdown Indicators
| CLILF | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.07% | -82.02% | +15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -35.27% | -19.51% | -15.76% |
Max Drawdown (3Y)Largest decline over 3 years | -40.88% | -19.51% | -21.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.02% | — |
Current DrawdownCurrent decline from peak | -53.56% | -3.03% | -50.53% |
Average DrawdownAverage peak-to-trough decline | -44.41% | -16.51% | -27.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.80% | 7.60% | +10.20% |
Volatility
CLILF vs. EPR - Volatility Comparison
CapitaLand Investment Limited (CLILF) has a higher volatility of 18.18% compared to EPR Properties (EPR) at 5.84%. This indicates that CLILF'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
| CLILF | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.18% | 5.84% | +12.34% |
Volatility (6M)Calculated over the trailing 6-month period | 43.94% | 16.52% | +27.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.01% | 22.85% | +42.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.35% | 25.62% | +53.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.35% | 42.48% | +36.87% |
Dividends
CLILF vs. EPR - Dividend Comparison
CLILF's dividend yield for the trailing twelve months is around 3.67%, less than EPR's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLILF CapitaLand Investment Limited | 3.67% | 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 | 5.82% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
Financials
CLILF vs. EPR - Financials Comparison
This section allows you to compare key financial metrics between CapitaLand Investment Limited 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
CLILF vs. EPR - Profitability Comparison
CLILF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, CapitaLand Investment Limited reported a gross profit of 453.66M and revenue of 1.15B. Therefore, the gross margin over that period was 39.6%.
EPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EPR Properties reported a gross profit of 196.03M and revenue of 196.08M. Therefore, the gross margin over that period was 100.0%.
CLILF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, CapitaLand Investment Limited reported an operating income of 325.76M and revenue of 1.15B, resulting in an operating margin of 28.4%.
EPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EPR Properties reported an operating income of 107.04M and revenue of 196.08M, resulting in an operating margin of 54.6%.
CLILF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, CapitaLand Investment Limited reported a net income of -141.89M and revenue of 1.15B, resulting in a net margin of -12.4%.
EPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EPR Properties reported a net income of 67.17M and revenue of 196.08M, resulting in a net margin of 34.3%.
Frequently Asked Questions
CLILF and EPR have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLILF has higher volatility (18.18%) compared to EPR (5.84%). In terms of maximum drawdown, CLILF dropped -66.07% vs EPR's -82.02%.
EPR currently has the higher Sharpe Ratio (0.90 vs -0.02), 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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