EPR vs. LTC

In the year-to-date period, EPR achieves a 12.75% return, which is significantly higher than LTC's 4.75% return. Over the past 10 years, EPR has outperformed LTC with an annualized return of 4.17%, while LTC has yielded a comparatively lower 3.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and LTC Properties, Inc. (LTC). 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.

The current EPR Sharpe Ratio is 1.31, which is higher than the LTC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EPR and LTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EPR's dividend yield for the trailing twelve months is around 6.99%, more than LTC's 6.44% yield.

The maximum EPR drawdown since its inception was -82.02%, which is greater than LTC's maximum drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for EPR and LTC. For additional features, visit the drawdowns tool.

EPR Properties (EPR) has a higher volatility of 13.30% compared to LTC Properties, Inc. (LTC) at 6.96%. This indicates that EPR's price experiences larger fluctuations and is considered to be riskier than LTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between EPR Properties and LTC Properties, 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.