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EPR vs. LLC.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EPR vs. LLC.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPR Properties (EPR) and Lendlease Group (LLC.AX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EPR is traded in USD, while LLC.AX is traded in AUD. To make them comparable, the LLC.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EPR achieves a 18.74% return, which is significantly higher than LLC.AX's -48.24% return. Over the past 10 years, EPR has outperformed LLC.AX with an annualized return of 3.47%, while LLC.AX has yielded a comparatively lower -13.42% annualized return.


EPR

1D
0.49%
1M
-0.57%
YTD
18.74%
6M
17.27%
1Y
8.77%
3Y*
16.38%
5Y*
8.88%
10Y*
3.47%

LLC.AX

1D
-2.67%
1M
-22.22%
YTD
-48.24%
6M
-47.57%
1Y
-50.48%
3Y*
-27.52%
5Y*
-27.17%
10Y*
-13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPR vs. LLC.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPR
EPR Properties
18.74%20.52%-1.25%38.83%-14.61%50.60%-52.09%17.13%3.59%-3.41%
LLC.AX
Lendlease Group
-48.24%-6.38%-22.20%-2.86%-30.18%-21.27%-16.71%54.97%-33.40%26.36%

Correlation

The correlation between EPR and LLC.AX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.08

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

0.13

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2007

0.13

The correlation between EPR and LLC.AX shifts across timeframes, from -0.06 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EPR vs. LLC.AX — Risk / Return Rank

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

EPR
EPR Risk / Return Rank: 5151
Overall Rank
EPR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EPR Sortino Ratio Rank: 4949
Sortino Ratio Rank
EPR Omega Ratio Rank: 4747
Omega Ratio Rank
EPR Calmar Ratio Rank: 5353
Calmar Ratio Rank
EPR Martin Ratio Rank: 5252
Martin Ratio Rank

LLC.AX
LLC.AX Risk / Return Rank: 11
Overall Rank
LLC.AX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
LLC.AX Sortino Ratio Rank: 00
Sortino Ratio Rank
LLC.AX Omega Ratio Rank: 11
Omega Ratio Rank
LLC.AX Calmar Ratio Rank: 22
Calmar Ratio Rank
LLC.AX Martin Ratio Rank: 00
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.

EPR vs. LLC.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and Lendlease Group (LLC.AX). 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.


EPRLLC.AXDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+3.38

Omega ratioGain probability vs. loss probability

1.09

0.68

+0.41

Calmar ratioReturn relative to maximum drawdown

0.45

-0.96

+1.41

Martin ratioReturn relative to average drawdown

0.90

-2.36

+3.26

EPR vs. LLC.AX - Sharpe Ratio Comparison

The current EPR Sharpe Ratio is 0.40, which is higher than the LLC.AX Sharpe Ratio of -1.70. The chart below compares the historical Sharpe Ratios of EPR and LLC.AX, 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


EPRLLC.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

-1.70

+2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.90

+1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

-0.41

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.21

+0.51

Drawdowns

EPR vs. LLC.AX - Drawdown Comparison

The maximum EPR drawdown since its inception was -82.02%, smaller than the maximum LLC.AX drawdown of -86.51%. Use the drawdown chart below to compare losses from any high point for EPR and LLC.AX.


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Drawdown Indicators


EPRLLC.AXDifference

Max Drawdown

Largest peak-to-trough decline

-82.02%

-86.51%

+4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-19.51%

-52.64%

+33.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-66.85%

+47.34%

Max Drawdown (5Y)

Largest decline over 5 years

-35.63%

-79.63%

+44.00%

Max Drawdown (10Y)

Largest decline over 10 years

-82.02%

-86.51%

+4.49%

Current Drawdown

Current decline from peak

-3.10%

-86.51%

+83.41%

Average Drawdown

Average peak-to-trough decline

-16.59%

-39.95%

+23.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.81%

21.44%

-11.63%

Volatility

EPR vs. LLC.AX - Volatility Comparison

The current volatility for EPR Properties (EPR) is 4.60%, while Lendlease Group (LLC.AX) has a volatility of 12.62%. This indicates that EPR experiences smaller price fluctuations and is considered to be less risky than LLC.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPRLLC.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

12.62%

-8.02%

Volatility (6M)

Calculated over the trailing 6-month period

16.41%

23.67%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

22.33%

29.71%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.15%

30.28%

-4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.45%

32.64%

+9.81%

Dividends

EPR vs. LLC.AX - Dividend Comparison

EPR's dividend yield for the trailing twelve months is around 6.22%, less than LLC.AX's 9.34% yield.


PositionTTM20252024202320222021202020192018201720162015
EPR
EPR Properties
6.22%7.05%7.68%6.81%8.62%3.16%4.66%6.37%5.62%6.23%5.35%6.21%
LLC.AX
Lendlease Group
9.34%4.42%2.57%2.14%2.04%2.53%2.54%2.39%5.93%4.04%4.10%3.79%

Financials

EPR vs. LLC.AX - Financials Comparison

This section allows you to compare key financial metrics between EPR Properties and Lendlease Group. 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. EPR values in USD, LLC.AX values in AUD

Frequently Asked Questions


EPR and LLC.AX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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