EPR vs. SLG
EPR (EPR Properties) and SLG (SL Green Realty Corp.) are both stocks. Both are in the Real Estate sector — EPR in REIT - Specialty, SLG in REIT - Office. Over the past 10 years, EPR returned 3.23%/yr vs -2.74%/yr for SLG. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
EPR vs. SLG - Performance Comparison
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Returns By Period
In the year-to-date period, EPR achieves a 29.16% return, which is significantly higher than SLG's 18.80% return. Over the past 10 years, EPR has outperformed SLG with an annualized return of 3.23%, while SLG has yielded a comparatively lower -2.74% annualized return.
EPR
- 1D
- -2.56%
- 1M
- 5.54%
- 6M
- 18.18%
- YTD
- 29.16%
- 1Y
- 20.51%
- 3Y*
- 19.52%
- 5Y*
- 12.03%
- 10Y*
- 3.23%
- ALL TIME*
- 11.75%
SLG
- 1D
- -1.27%
- 1M
- -0.92%
- 6M
- 21.69%
- YTD
- 18.80%
- 1Y
- -0.37%
- 3Y*
- 19.45%
- 5Y*
- -0.86%
- 10Y*
- -2.74%
- ALL TIME*
- 6.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.74M | $40.64M | $39.39M | |
| $66.86M | $56.34M | $55.63M |
EPR vs. SLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 29.16% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -3.41% |
SLG SL Green Realty Corp. | 18.80% | -29.03% | 58.26% | 48.75% | -50.94% | 22.86% | -29.14% | 20.96% | -18.80% | -3.25% |
Correlation
The correlation between EPR and SLG is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 1997 | 0.53 |
Over the past year, the correlation between EPR and SLG has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
Fundamentals
EPR:
$4.75B
SLG:
$3.76B
EPR:
$3.43
SLG:
-$2.29
EPR:
6.52
SLG:
3.85
EPR:
2.07
SLG:
1.27
EPR:
$730.45M
SLG:
$1.04B
EPR:
$508.64M
SLG:
$530.86M
EPR:
$585.59M
SLG:
$492.41M
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Return for Risk
EPR vs. SLG — Risk / Return Rank
EPR
SLG
EPR vs. SLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and SL Green Realty Corp. (SLG). 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 | SLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.02 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | -0.07 | +1.12 |
| Martin ratioReturn relative to average drawdown | 2.70 | -0.11 | +2.81 |
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Drawdowns
EPR vs. SLG - Drawdown Comparison
The maximum EPR drawdown since its inception was -82.02%, smaller than the maximum SLG drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for EPR and SLG.
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Drawdown Indicators
| EPR | SLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -94.02% | +12.00% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -45.40% | +25.89% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -53.91% | +34.40% |
Max Drawdown (5Y)Largest decline over 5 years | -35.63% | -74.27% | +38.64% |
Max Drawdown (10Y)Largest decline over 10 years | -82.02% | -77.70% | -4.32% |
Current DrawdownCurrent decline from peak | -3.03% | -31.98% | +28.95% |
Average DrawdownAverage peak-to-trough decline | -16.51% | -27.47% | +10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.60% | 27.27% | -19.67% |
Volatility
EPR vs. SLG - Volatility Comparison
The current volatility for EPR Properties (EPR) is 5.84%, while SL Green Realty Corp. (SLG) has a volatility of 11.09%. This indicates that EPR experiences smaller price fluctuations and is considered to be less risky than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPR | SLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 11.09% | -5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.52% | 29.37% | -12.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.85% | 38.11% | -15.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.62% | 43.68% | -18.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 42.39% | +0.09% |
Dividends
EPR vs. SLG - Dividend Comparison
EPR's dividend yield for the trailing twelve months is around 5.82%, more than SLG's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 5.82% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
SLG SL Green Realty Corp. | 4.28% | 6.18% | 4.43% | 7.15% | 10.94% | 5.09% | 7.81% | 3.74% | 4.16% | 3.11% | 2.73% | 2.23% |
Financials
EPR vs. SLG - Financials Comparison
This section allows you to compare key financial metrics between EPR Properties and SL Green Realty Corp.. 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. SLG - Profitability Comparison
EPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EPR Properties reported a gross profit of 196.03M and revenue of 196.08M. Therefore, the gross margin over that period was 100.0%.
SLG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported a gross profit of 221.57M and revenue of 264.00M. Therefore, the gross margin over that period was 83.9%.
EPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EPR Properties reported an operating income of 107.04M and revenue of 196.08M, resulting in an operating margin of 54.6%.
SLG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported an operating income of 198.79M and revenue of 264.00M, resulting in an operating margin of 75.3%.
EPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EPR Properties reported a net income of 67.17M and revenue of 196.08M, resulting in a net margin of 34.3%.
SLG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported a net income of -26.50M and revenue of 264.00M, resulting in a net margin of -10.0%.
Frequently Asked Questions
EPR and SLG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLG has higher volatility (11.09%) compared to EPR (5.84%). In terms of maximum drawdown, EPR dropped -82.02% vs SLG's -94.02%.
EPR currently has the higher Sharpe Ratio (0.90 vs -0.08), 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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