EGP vs. HR
EGP (EastGroup Properties, Inc.) and HR (Healthcare Realty Trust Incorporated) are both stocks. Both are in the Real Estate sector — EGP in REIT - Industrial, HR in REIT - Healthcare Facilities. Over the past 10 years, EGP returned 14.83%/yr vs 3.40%/yr for HR. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
EGP vs. HR - Performance Comparison
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Returns By Period
In the year-to-date period, EGP achieves a 15.05% return, which is significantly lower than HR's 21.95% return. Over the past 10 years, EGP has outperformed HR with an annualized return of 14.83%, while HR has yielded a comparatively lower 3.40% annualized return.
EGP
- 1D
- 1.63%
- 1M
- -0.95%
- YTD
- 15.05%
- 6M
- 14.13%
- 1Y
- 22.53%
- 3Y*
- 10.65%
- 5Y*
- 7.16%
- 10Y*
- 14.83%
HR
- 1D
- 1.87%
- 1M
- -0.98%
- YTD
- 21.95%
- 6M
- 23.12%
- 1Y
- 40.02%
- 3Y*
- 11.07%
- 5Y*
- 2.90%
- 10Y*
- 3.40%
EGP vs. HR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 15.05% | 14.85% | -9.81% | 27.69% | -33.07% | 68.44% | 6.76% | 48.23% | 6.95% | 23.34% |
HR Healthcare Realty Trust Incorporated | 21.95% | 6.88% | 6.40% | -4.08% | -19.28% | 16.06% | -4.68% | 26.64% | -7.61% | 10.00% |
Correlation
The correlation between EGP and HR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 27, 1993 | 0.51 |
The correlation between EGP and HR shifts across timeframes, from 0.42 (1 year) to 0.58 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EGP:
$10.88B
HR:
$7.00B
EGP:
$3.72
HR:
-$0.58
EGP:
19.77
HR:
6.13
EGP:
3.04
HR:
1.58
EGP:
$546.91M
HR:
$1.15B
EGP:
$237.02M
HR:
-$111.96M
EGP:
$628.87M
HR:
$636.97M
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Return for Risk
EGP vs. HR — Risk / Return Rank
EGP
HR
EGP vs. HR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) and Healthcare Realty Trust Incorporated (HR). 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.
| EGP | HR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.27 | -0.23 |
| Martin ratioReturn relative to average drawdown | 7.41 | 8.10 | -0.69 |
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Drawdowns
EGP vs. HR - Drawdown Comparison
The maximum EGP drawdown since its inception was -59.55%, roughly equal to the maximum HR drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for EGP and HR.
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Drawdown Indicators
| EGP | HR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -61.36% | +1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -12.29% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -31.68% | +9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -47.08% | +9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -47.08% | +8.98% |
Current DrawdownCurrent decline from peak | -1.82% | -4.50% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -14.49% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.96% | -1.91% |
Volatility
EGP vs. HR - Volatility Comparison
EastGroup Properties, Inc. (EGP) and Healthcare Realty Trust Incorporated (HR) have volatilities of 6.59% and 6.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGP | HR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 6.72% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 14.33% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 21.21% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 28.60% | -5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 29.39% | -3.05% |
Dividends
EGP vs. HR - Dividend Comparison
EGP's dividend yield for the trailing twelve months is around 2.98%, less than HR's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 2.98% | 3.31% | 3.33% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 4.21% |
HR Healthcare Realty Trust Incorporated | 4.76% | 6.49% | 7.32% | 7.20% | 34.01% | 7.89% | 7.26% | 7.34% | 4.22% | 3.74% | 3.96% | 4.24% |
Financials
EGP vs. HR - Financials Comparison
This section allows you to compare key financial metrics between EastGroup Properties, Inc. and Healthcare Realty Trust Incorporated. 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
EGP and HR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HR has higher volatility (6.72%) compared to EGP (6.59%). In terms of maximum drawdown, EGP dropped -59.55% vs HR's -61.36%.
HR currently has the higher Sharpe Ratio (1.90 vs 1.22), 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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