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CPT vs. TEG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CPT vs. TEG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camden Property Trust (CPT) and TAG Immobilien AG (TEG.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CPT is traded in USD, while TEG.DE is traded in EUR. To make them comparable, the TEG.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CPT achieves a 3.75% return, which is significantly lower than TEG.DE's 4.01% return. Over the past 10 years, CPT has outperformed TEG.DE with an annualized return of 7.55%, while TEG.DE has yielded a comparatively lower 5.22% annualized return.


CPT

1D
0.33%
1M
8.87%
YTD
3.75%
6M
12.33%
1Y
1.52%
3Y*
3.86%
5Y*
0.18%
10Y*
7.55%

TEG.DE

1D
2.76%
1M
-4.94%
YTD
4.01%
6M
-0.41%
1Y
-4.90%
3Y*
23.84%
5Y*
-10.98%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPT vs. TEG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPT
Camden Property Trust
3.75%-1.48%21.31%-7.64%-35.58%83.40%-2.28%24.21%-0.98%13.33%
TEG.DE
TAG Immobilien AG
4.01%6.97%2.61%125.18%-74.42%-9.19%33.25%13.09%24.21%50.16%

Correlation

The correlation between CPT and TEG.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.20

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Return for Risk

CPT vs. TEG.DE — Risk / Return Rank

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

CPT
CPT Risk / Return Rank: 4141
Overall Rank
CPT Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CPT Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPT Omega Ratio Rank: 3636
Omega Ratio Rank
CPT Calmar Ratio Rank: 4545
Calmar Ratio Rank
CPT Martin Ratio Rank: 4444
Martin Ratio Rank

TEG.DE
TEG.DE Risk / Return Rank: 3030
Overall Rank
TEG.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TEG.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
TEG.DE Omega Ratio Rank: 2828
Omega Ratio Rank
TEG.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
TEG.DE Martin Ratio Rank: 2929
Martin Ratio Rank
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.

CPT vs. TEG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Camden Property Trust (CPT) and TAG Immobilien AG (TEG.DE). 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.


CPTTEG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.03

Calmar ratioReturn relative to maximum drawdown

0.10

-0.20

+0.30

Martin ratioReturn relative to average drawdown

0.18

-0.46

+0.64

CPT vs. TEG.DE - Sharpe Ratio Comparison

The current CPT Sharpe Ratio is 0.08, which is higher than the TEG.DE Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CPT and TEG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CPTTEG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.16

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.26

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.16

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.10

+0.29

Drawdowns

CPT vs. TEG.DE - Drawdown Comparison

The maximum CPT drawdown since its inception was -75.31%, smaller than the maximum TEG.DE drawdown of -89.86%. Use the drawdown chart below to compare losses from any high point for CPT and TEG.DE.


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Drawdown Indicators


CPTTEG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-75.31%

-89.86%

+14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-24.83%

+8.78%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-31.13%

+6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-50.22%

-81.99%

+31.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.22%

-81.99%

+31.77%

Current Drawdown

Current decline from peak

-26.22%

-46.58%

+20.36%

Average Drawdown

Average peak-to-trough decline

-12.91%

-29.18%

+16.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

10.97%

-2.39%

Volatility

CPT vs. TEG.DE - Volatility Comparison

The current volatility for Camden Property Trust (CPT) is 5.21%, while TAG Immobilien AG (TEG.DE) has a volatility of 9.75%. This indicates that CPT experiences smaller price fluctuations and is considered to be less risky than TEG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPTTEG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

9.75%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

26.03%

-11.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

31.39%

-12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.69%

41.99%

-19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.37%

33.49%

-9.12%

Dividends

CPT vs. TEG.DE - Dividend Comparison

CPT's dividend yield for the trailing twelve months is around 3.73%, more than TEG.DE's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
CPT
Camden Property Trust
3.73%3.82%3.55%4.03%3.36%1.93%3.32%3.02%3.50%3.26%8.62%3.65%
TEG.DE
TAG Immobilien AG
2.95%3.02%0.00%0.00%14.69%3.58%3.17%3.38%3.26%3.60%4.38%4.35%

Financials

CPT vs. TEG.DE - Financials Comparison

This section allows you to compare key financial metrics between Camden Property Trust and TAG Immobilien AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. CPT values in USD, TEG.DE values in EUR

Frequently Asked Questions


CPT and TEG.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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