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EPR vs. SLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EPR and SLG is 0.54, 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.


-0.50.00.51.00.5

Performance

EPR vs. SLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPR Properties (EPR) and SL Green Realty Corp. (SLG). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,426.77%
734.34%
EPR
SLG

Key characteristics

Sharpe Ratio

EPR:

-0.16

SLG:

1.58

Sortino Ratio

EPR:

-0.10

SLG:

2.17

Omega Ratio

EPR:

0.99

SLG:

1.26

Calmar Ratio

EPR:

-0.08

SLG:

1.17

Martin Ratio

EPR:

-0.30

SLG:

12.03

Ulcer Index

EPR:

9.84%

SLG:

4.91%

Daily Std Dev

EPR:

18.23%

SLG:

37.37%

Max Drawdown

EPR:

-82.02%

SLG:

-94.02%

Current Drawdown

EPR:

-26.16%

SLG:

-15.40%

Fundamentals

Market Cap

EPR:

$3.40B

SLG:

$5.34B

EPS

EPR:

$2.32

SLG:

-$2.55

PEG Ratio

EPR:

2.93

SLG:

0.95

Total Revenue (TTM)

EPR:

$692.36M

SLG:

$866.45M

Gross Profit (TTM)

EPR:

$511.01M

SLG:

$428.29M

EBITDA (TTM)

EPR:

$505.09M

SLG:

$169.66M

Returns By Period

In the year-to-date period, EPR achieves a -4.33% return, which is significantly lower than SLG's 60.27% return. Over the past 10 years, EPR has outperformed SLG with an annualized return of 3.09%, while SLG has yielded a comparatively lower -0.67% annualized return.


EPR

YTD

-4.33%

1M

-2.25%

6M

10.21%

1Y

-3.71%

5Y*

-3.74%

10Y*

3.09%

SLG

YTD

60.27%

1M

-9.26%

6M

23.01%

1Y

58.85%

5Y*

1.51%

10Y*

-0.67%

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Risk-Adjusted Performance

EPR vs. SLG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for EPR, currently valued at -0.16, compared to the broader market-4.00-2.000.002.00-0.161.58
The chart of Sortino ratio for EPR, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.102.17
The chart of Omega ratio for EPR, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.26
The chart of Calmar ratio for EPR, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.081.17
The chart of Martin ratio for EPR, currently valued at -0.30, compared to the broader market0.0010.0020.00-0.3012.03
EPR
SLG

The current EPR Sharpe Ratio is -0.16, which is lower than the SLG Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of EPR and SLG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
1.58
EPR
SLG

Dividends

EPR vs. SLG - Dividend Comparison

EPR's dividend yield for the trailing twelve months is around 7.85%, more than SLG's 4.34% yield.


TTM20232022202120202019201820172016201520142013
EPR
EPR Properties
7.85%6.81%8.62%3.16%4.66%6.37%6.75%6.23%5.35%6.22%5.93%6.42%
SLG
SL Green Realty Corp.
4.34%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.16%
-15.40%
EPR
SLG

Volatility

EPR vs. SLG - Volatility Comparison

The current volatility for EPR Properties (EPR) is 5.15%, while SL Green Realty Corp. (SLG) has a volatility of 10.18%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.15%
10.18%
EPR
SLG

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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