PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EPR vs. SPG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


EPRSPG
YTD Return-13.73%1.10%
1Y Return5.39%36.75%
3Y Return (Ann)1.45%11.25%
5Y Return (Ann)-7.08%1.23%
10Y Return (Ann)3.09%3.56%
Sharpe Ratio0.471.74
Daily Std Dev21.48%22.79%
Max Drawdown-82.02%-77.00%
Current Drawdown-33.42%-9.03%

Fundamentals


EPRSPG
Market Cap$3.06B$52.61B
EPS$1.97$6.98
PE Ratio20.5120.12
PEG Ratio2.937.60
Revenue (TTM)$698.02M$5.66B
Gross Profit (TTM)$599.38M$4.29B
EBITDA (TTM)$538.79M$4.11B

Correlation

-0.50.00.51.00.6

The correlation between EPR and SPG is 0.59, 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. SPG - Performance Comparison

In the year-to-date period, EPR achieves a -13.73% return, which is significantly lower than SPG's 1.10% return. Over the past 10 years, EPR has underperformed SPG with an annualized return of 3.09%, while SPG has yielded a comparatively higher 3.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
4.34%
39.96%
EPR
SPG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EPR Properties

Simon Property Group, Inc.

Risk-Adjusted Performance

EPR vs. SPG - Risk-Adjusted Performance Comparison

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


EPR
Sharpe ratio
The chart of Sharpe ratio for EPR, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for EPR, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.006.000.85
Omega ratio
The chart of Omega ratio for EPR, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for EPR, currently valued at 0.26, compared to the broader market0.002.004.006.000.26
Martin ratio
The chart of Martin ratio for EPR, currently valued at 1.19, compared to the broader market0.0010.0020.0030.001.19
SPG
Sharpe ratio
The chart of Sharpe ratio for SPG, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for SPG, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for SPG, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for SPG, currently valued at 1.07, compared to the broader market0.002.004.006.001.07
Martin ratio
The chart of Martin ratio for SPG, currently valued at 6.12, compared to the broader market0.0010.0020.0030.006.12

EPR vs. SPG - Sharpe Ratio Comparison

The current EPR Sharpe Ratio is 0.47, which is lower than the SPG Sharpe Ratio of 1.74. The chart below compares the 12-month rolling Sharpe Ratio of EPR and SPG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
0.47
1.74
EPR
SPG

Dividends

EPR vs. SPG - Dividend Comparison

EPR's dividend yield for the trailing twelve months is around 7.40%, more than SPG's 5.34% yield.


TTM20232022202120202019201820172016201520142013
EPR
EPR Properties
7.40%6.81%8.62%3.16%4.66%6.37%6.75%6.23%5.35%6.21%5.93%6.43%
SPG
Simon Property Group, Inc.
5.34%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%

Drawdowns

EPR vs. SPG - Drawdown Comparison

The maximum EPR drawdown since its inception was -82.02%, which is greater than SPG's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for EPR and SPG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-33.42%
-9.03%
EPR
SPG

Volatility

EPR vs. SPG - Volatility Comparison

EPR Properties (EPR) has a higher volatility of 6.25% compared to Simon Property Group, Inc. (SPG) at 5.86%. This indicates that EPR's price experiences larger fluctuations and is considered to be riskier than SPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2024FebruaryMarchApril
6.25%
5.86%
EPR
SPG

Financials

EPR vs. SPG - Financials Comparison

This section allows you to compare key financial metrics between EPR Properties and Simon Property Group, 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.


Quarterly
Annual

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



Values in USD except per share items