PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EGP vs. TRNO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EGP and TRNO is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

EGP vs. TRNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EastGroup Properties, Inc. (EGP) and Terreno Realty Corporation (TRNO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
750.68%
395.91%
EGP
TRNO

Key characteristics

Sharpe Ratio

EGP:

0.05

TRNO:

-0.07

Sortino Ratio

EGP:

0.22

TRNO:

0.07

Omega Ratio

EGP:

1.03

TRNO:

1.01

Calmar Ratio

EGP:

0.04

TRNO:

-0.05

Martin Ratio

EGP:

0.14

TRNO:

-0.16

Ulcer Index

EGP:

7.76%

TRNO:

10.11%

Daily Std Dev

EGP:

20.39%

TRNO:

24.11%

Max Drawdown

EGP:

-59.56%

TRNO:

-41.45%

Current Drawdown

EGP:

-14.75%

TRNO:

-18.60%

Fundamentals

Market Cap

EGP:

$9.16B

TRNO:

$6.53B

EPS

EGP:

$4.67

TRNO:

$1.92

PE Ratio

EGP:

37.71

TRNO:

33.00

PEG Ratio

EGP:

5.78

TRNO:

7.70

Total Revenue (TTM)

EGP:

$486.66M

TRNO:

$297.59M

Gross Profit (TTM)

EGP:

$309.78M

TRNO:

$197.38M

EBITDA (TTM)

EGP:

$340.25M

TRNO:

$195.88M

Returns By Period

In the year-to-date period, EGP achieves a 10.60% return, which is significantly higher than TRNO's 7.96% return. Over the past 10 years, EGP has outperformed TRNO with an annualized return of 14.68%, while TRNO has yielded a comparatively lower 13.64% annualized return.


EGP

YTD

10.60%

1M

-2.93%

6M

-2.27%

1Y

3.09%

5Y*

16.04%

10Y*

14.68%

TRNO

YTD

7.96%

1M

-5.86%

6M

-1.95%

1Y

1.92%

5Y*

8.70%

10Y*

13.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EGP vs. TRNO — Risk-Adjusted Performance Rank

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

EGP
The Risk-Adjusted Performance Rank of EGP is 5050
Overall Rank
The Sharpe Ratio Rank of EGP is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of EGP is 4545
Sortino Ratio Rank
The Omega Ratio Rank of EGP is 4343
Omega Ratio Rank
The Calmar Ratio Rank of EGP is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EGP is 5454
Martin Ratio Rank

TRNO
The Risk-Adjusted Performance Rank of TRNO is 4646
Overall Rank
The Sharpe Ratio Rank of TRNO is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of TRNO is 4040
Sortino Ratio Rank
The Omega Ratio Rank of TRNO is 4040
Omega Ratio Rank
The Calmar Ratio Rank of TRNO is 4949
Calmar Ratio Rank
The Martin Ratio Rank of TRNO is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EGP vs. TRNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) and Terreno Realty Corporation (TRNO). 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.


Sharpe ratio
The chart of Sharpe ratio for EGP, currently valued at 0.05, compared to the broader market-2.00-1.000.001.002.003.00
EGP: 0.05
TRNO: -0.07
The chart of Sortino ratio for EGP, currently valued at 0.22, compared to the broader market-6.00-4.00-2.000.002.004.00
EGP: 0.22
TRNO: 0.07
The chart of Omega ratio for EGP, currently valued at 1.03, compared to the broader market0.501.001.502.00
EGP: 1.03
TRNO: 1.01
The chart of Calmar ratio for EGP, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.00
EGP: 0.04
TRNO: -0.05
The chart of Martin ratio for EGP, currently valued at 0.14, compared to the broader market-5.000.005.0010.0015.0020.00
EGP: 0.14
TRNO: -0.16

The current EGP Sharpe Ratio is 0.05, which is higher than the TRNO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of EGP and TRNO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.05
-0.07
EGP
TRNO

Dividends

EGP vs. TRNO - Dividend Comparison

EGP's dividend yield for the trailing twelve months is around 3.11%, more than TRNO's 3.03% yield.


TTM20242023202220212020201920182017201620152014
EGP
EastGroup Properties, Inc.
3.11%3.33%2.75%3.17%1.57%2.23%2.22%2.97%2.85%3.30%5.23%3.51%
TRNO
Terreno Realty Corporation
3.03%3.18%2.71%2.60%1.48%1.91%1.88%2.62%2.40%2.67%2.92%2.76%

Drawdowns

EGP vs. TRNO - Drawdown Comparison

The maximum EGP drawdown since its inception was -59.56%, which is greater than TRNO's maximum drawdown of -41.45%. Use the drawdown chart below to compare losses from any high point for EGP and TRNO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-14.75%
-18.60%
EGP
TRNO

Volatility

EGP vs. TRNO - Volatility Comparison

The current volatility for EastGroup Properties, Inc. (EGP) is 5.98%, while Terreno Realty Corporation (TRNO) has a volatility of 7.02%. This indicates that EGP experiences smaller price fluctuations and is considered to be less risky than TRNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
5.98%
7.02%
EGP
TRNO

Financials

EGP vs. TRNO - Financials Comparison

This section allows you to compare key financial metrics between EastGroup Properties, Inc. and Terreno Realty Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab