EPR vs. AVB
EPR (EPR Properties) and AVB (AvalonBay Communities, Inc.) are both stocks. Both are in the Real Estate sector — EPR in REIT - Retail, AVB in REIT - Residential. Over the past 10 years, EPR returned 3.90%/yr vs 4.44%/yr for AVB. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
EPR vs. AVB - Performance Comparison
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Returns By Period
In the year-to-date period, EPR achieves a 23.29% return, which is significantly higher than AVB's 4.30% return. Over the past 10 years, EPR has underperformed AVB with an annualized return of 3.90%, while AVB has yielded a comparatively higher 4.44% annualized return.
EPR
- 1D
- 1.17%
- 1M
- 4.92%
- YTD
- 23.29%
- 6M
- 23.59%
- 1Y
- 13.06%
- 3Y*
- 17.65%
- 5Y*
- 9.64%
- 10Y*
- 3.90%
AVB
- 1D
- 1.45%
- 1M
- 3.42%
- YTD
- 4.30%
- 6M
- 7.93%
- 1Y
- -5.75%
- 3Y*
- 3.25%
- 5Y*
- 0.66%
- 10Y*
- 4.44%
EPR vs. AVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 23.29% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -3.41% |
AVB AvalonBay Communities, Inc. | 4.30% | -14.60% | 21.44% | 20.34% | -33.92% | 62.17% | -20.27% | 24.10% | 1.00% | 3.89% |
Correlation
The correlation between EPR and AVB is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 1997 | 0.53 |
The correlation between EPR and AVB shifts across timeframes, from 0.43 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
EPR:
$4.58B
AVB:
$26.34B
EPR:
$3.55
AVB:
$8.02
EPR:
16.86
AVB:
23.33
EPR:
0.36
AVB:
13.42
EPR:
6.54
AVB:
8.69
EPR:
1.98
AVB:
2.25
EPR:
$700.22M
AVB:
$3.06B
EPR:
$568.77M
AVB:
$2.08B
EPR:
$582.57M
AVB:
$1.99B
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Return for Risk
EPR vs. AVB — Risk / Return Rank
EPR
AVB
EPR vs. AVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and AvalonBay Communities, Inc. (AVB). 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.
| EPR | AVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.96 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.34 | +0.92 |
| Martin ratioReturn relative to average drawdown | 1.15 | -0.66 | +1.81 |
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Drawdowns
EPR vs. AVB - Drawdown Comparison
The maximum EPR drawdown since its inception was -82.02%, which is greater than AVB's maximum drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for EPR and AVB.
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Drawdown Indicators
| EPR | AVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -70.04% | -11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -20.43% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -29.40% | +9.89% |
Max Drawdown (5Y)Largest decline over 5 years | -35.63% | -38.36% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | -82.02% | -46.91% | -35.11% |
Current DrawdownCurrent decline from peak | 0.00% | -16.97% | +16.97% |
Average DrawdownAverage peak-to-trough decline | -16.58% | -11.75% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 10.98% | -1.17% |
Volatility
EPR vs. AVB - Volatility Comparison
The current volatility for EPR Properties (EPR) is 5.14%, while AvalonBay Communities, Inc. (AVB) has a volatility of 5.80%. This indicates that EPR experiences smaller price fluctuations and is considered to be less risky than AVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPR | AVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.80% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 16.49% | 15.20% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.44% | 20.17% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.16% | 22.20% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.44% | 24.69% | +17.75% |
Dividends
EPR vs. AVB - Dividend Comparison
EPR's dividend yield for the trailing twelve months is around 5.99%, more than AVB's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVB AvalonBay Communities, Inc. | 3.76% | 3.86% | 3.09% | 3.53% | 3.94% | 2.52% | 3.96% | 2.90% | 3.38% | 3.18% | 3.05% | 2.72% |
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
EPR vs. AVB - Financials Comparison
This section allows you to compare key financial metrics between EPR Properties and AvalonBay Communities, Inc.. 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
EPR vs. AVB - Profitability Comparison
EPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EPR Properties reported a gross profit of 180.96M and revenue of 181.25M. Therefore, the gross margin over that period was 99.8%.
AVB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a gross profit of 521.68M and revenue of 770.28M. Therefore, the gross margin over that period was 67.7%.
EPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EPR Properties reported an operating income of 100.62M and revenue of 181.25M, resulting in an operating margin of 55.5%.
AVB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported an operating income of 218.54M and revenue of 770.28M, resulting in an operating margin of 28.4%.
EPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EPR Properties reported a net income of 62.61M and revenue of 181.25M, resulting in a net margin of 34.5%.
AVB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a net income of 325.73M and revenue of 770.28M, resulting in a net margin of 42.3%.
Frequently Asked Questions
EPR and AVB have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVB has higher volatility (5.80%) compared to EPR (5.14%). In terms of maximum drawdown, EPR dropped -82.02% vs AVB's -70.04%.
EPR currently has the higher Sharpe Ratio (0.50 vs -0.35), 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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