EPR vs. STAG
EPR (EPR Properties) and STAG (STAG Industrial, Inc.) are both stocks. Both are in the Real Estate sector — EPR in REIT - Retail, STAG in REIT - Industrial. Over the past 10 years, EPR returned 3.41%/yr vs 10.20%/yr for STAG. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
EPR vs. STAG - Performance Comparison
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Returns By Period
In the year-to-date period, EPR achieves a 21.91% return, which is significantly higher than STAG's 6.92% return. Over the past 10 years, EPR has underperformed STAG with an annualized return of 3.41%, while STAG has yielded a comparatively higher 10.20% annualized return.
EPR
- 1D
- 1.96%
- 1M
- 1.50%
- YTD
- 21.91%
- 6M
- 23.79%
- 1Y
- 6.95%
- 3Y*
- 18.89%
- 5Y*
- 9.67%
- 10Y*
- 3.41%
STAG
- 1D
- 0.78%
- 1M
- 1.91%
- YTD
- 6.92%
- 6M
- 6.43%
- 1Y
- 9.18%
- 3Y*
- 8.41%
- 5Y*
- 4.66%
- 10Y*
- 10.20%
EPR vs. STAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 21.91% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -3.41% |
STAG STAG Industrial, Inc. | 6.92% | 13.30% | -10.34% | 26.73% | -29.66% | 59.10% | 4.18% | 33.20% | -3.81% | 20.68% |
Correlation
The correlation between EPR and STAG is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2011 | 0.57 |
The correlation between EPR and STAG has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.
Fundamentals
EPR:
$4.53B
STAG:
$7.44B
EPR:
$3.55
STAG:
$1.30
EPR:
16.68
STAG:
30.00
EPR:
0.36
STAG:
3.80
EPR:
6.47
STAG:
8.47
EPR:
1.96
STAG:
2.07
EPR:
$700.22M
STAG:
$863.82M
EPR:
$568.77M
STAG:
$356.54M
EPR:
$582.57M
STAG:
$598.36M
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Return for Risk
EPR vs. STAG — Risk / Return Rank
EPR
STAG
EPR vs. STAG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and STAG Industrial, Inc. (STAG). 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 | STAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.98 | -0.62 |
| Martin ratioReturn relative to average drawdown | 0.71 | 2.37 | -1.66 |
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Drawdowns
EPR vs. STAG - Drawdown Comparison
The maximum EPR drawdown since its inception was -82.02%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for EPR and STAG.
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Drawdown Indicators
| EPR | STAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -45.08% | -36.94% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -9.44% | -10.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -24.59% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -35.63% | -42.22% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -82.02% | -45.08% | -36.94% |
Current DrawdownCurrent decline from peak | -1.12% | -3.18% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -16.57% | -10.49% | -6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 3.91% | +5.91% |
Volatility
EPR vs. STAG - Volatility Comparison
EPR Properties (EPR) and STAG Industrial, Inc. (STAG) have volatilities of 6.40% and 6.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPR | STAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.50% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 14.29% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 19.87% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.14% | 23.44% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 26.20% | +16.28% |
Dividends
EPR vs. STAG - Dividend Comparison
EPR's dividend yield for the trailing twelve months is around 6.06%, more than STAG's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 6.06% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
STAG STAG Industrial, Inc. | 3.23% | 4.05% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% |
Financials
EPR vs. STAG - Financials Comparison
This section allows you to compare key financial metrics between EPR Properties and STAG Industrial, 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.
Total Revenue: Total amount of money received from sales and other business activities
EPR vs. STAG - Profitability Comparison
EPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EPR Properties reported a gross profit of 180.96M and revenue of 181.25M. Therefore, the gross margin over that period was 99.8%.
STAG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported a gross profit of 0.00 and revenue of 224.21M. Therefore, the gross margin over that period was 0.0%.
EPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EPR Properties reported an operating income of 100.62M and revenue of 181.25M, resulting in an operating margin of 55.5%.
STAG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported an operating income of 1.32M and revenue of 224.21M, resulting in an operating margin of 0.6%.
EPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EPR Properties reported a net income of 62.61M and revenue of 181.25M, resulting in a net margin of 34.5%.
STAG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported a net income of 61.96M and revenue of 224.21M, resulting in a net margin of 27.6%.
Frequently Asked Questions
EPR and STAG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STAG has higher volatility (6.50%) compared to EPR (6.40%). In terms of maximum drawdown, EPR dropped -82.02% vs STAG's -45.08%.
STAG currently has the higher Sharpe Ratio (0.46 vs 0.31), 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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