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

Correlation

The correlation between EPR and SLG is 0.46, 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.


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.

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Key characteristics

Sharpe Ratio

EPR:

1.73

SLG:

0.52

Sortino Ratio

EPR:

2.37

SLG:

1.04

Omega Ratio

EPR:

1.32

SLG:

1.13

Calmar Ratio

EPR:

1.11

SLG:

0.52

Martin Ratio

EPR:

6.99

SLG:

1.35

Ulcer Index

EPR:

5.48%

SLG:

16.12%

Daily Std Dev

EPR:

22.08%

SLG:

36.54%

Max Drawdown

EPR:

-82.02%

SLG:

-94.02%

Current Drawdown

EPR:

-6.32%

SLG:

-26.05%

Fundamentals

Market Cap

EPR:

$4.05B

SLG:

$4.49B

EPS

EPR:

$1.63

SLG:

-$0.42

PEG Ratio

EPR:

2.93

SLG:

0.95

PS Ratio

EPR:

5.80

SLG:

6.93

PB Ratio

EPR:

1.73

SLG:

1.08

Total Revenue (TTM)

EPR:

$517.64M

SLG:

$938.24M

Gross Profit (TTM)

EPR:

$431.94M

SLG:

$521.83M

EBITDA (TTM)

EPR:

$308.87M

SLG:

$426.66M

Returns By Period

In the year-to-date period, EPR achieves a 22.93% return, which is significantly higher than SLG's -11.49% return. Over the past 10 years, EPR has outperformed SLG with an annualized return of 5.09%, while SLG has yielded a comparatively lower -2.25% annualized return.


EPR

YTD

22.93%

1M

13.27%

6M

20.87%

1Y

37.84%

5Y*

24.29%

10Y*

5.09%

SLG

YTD

-11.49%

1M

19.64%

6M

-25.32%

1Y

18.65%

5Y*

17.04%

10Y*

-2.25%

*Annualized

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Risk-Adjusted Performance

EPR vs. SLG — Risk-Adjusted Performance Rank

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

EPR
The Risk-Adjusted Performance Rank of EPR is 9090
Overall Rank
The Sharpe Ratio Rank of EPR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of EPR is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EPR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of EPR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EPR is 9191
Martin Ratio Rank

SLG
The Risk-Adjusted Performance Rank of SLG is 6868
Overall Rank
The Sharpe Ratio Rank of SLG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SLG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SLG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SLG is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current EPR Sharpe Ratio is 1.73, which is higher than the SLG Sharpe Ratio of 0.52. 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.


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Dividends

EPR vs. SLG - Dividend Comparison

EPR's dividend yield for the trailing twelve months is around 6.47%, more than SLG's 5.14% yield.


TTM20242023202220212020201920182017201620152014
EPR
EPR Properties
6.47%7.68%6.81%8.62%3.16%4.66%6.37%6.75%6.23%5.35%6.22%5.93%
SLG
SL Green Realty Corp.
5.14%4.43%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%

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.


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Volatility

EPR vs. SLG - Volatility Comparison

The current volatility for EPR Properties (EPR) is 5.06%, while SL Green Realty Corp. (SLG) has a volatility of 9.92%. 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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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


100.00M150.00M200.00M250.00M300.00M20212022202320242025
164.04M
239.85M
(EPR) Total Revenue
(SLG) Total Revenue
Values in USD except per share items

EPR vs. SLG - Profitability Comparison

The chart below illustrates the profitability comparison between EPR Properties and SL Green Realty Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
90.7%
49.5%
(EPR) Gross Margin
(SLG) Gross Margin
EPR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EPR Properties reported a gross profit of 148.85M and revenue of 164.04M. Therefore, the gross margin over that period was 90.7%.

SLG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SL Green Realty Corp. reported a gross profit of 118.74M and revenue of 239.85M. Therefore, the gross margin over that period was 49.5%.

EPR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EPR Properties reported an operating income of 45.24M and revenue of 164.04M, resulting in an operating margin of 27.6%.

SLG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SL Green Realty Corp. reported an operating income of 49.01M and revenue of 239.85M, resulting in an operating margin of 20.4%.

EPR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EPR Properties reported a net income of -8.40M and revenue of 164.04M, resulting in a net margin of -5.1%.

SLG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SL Green Realty Corp. reported a net income of -15.18M and revenue of 239.85M, resulting in a net margin of -6.3%.