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

Correlation

The correlation between EPR and STAG is 0.56, 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.


-0.50.00.51.00.6

Performance

EPR vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPR Properties (EPR) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
9.87%
-4.91%
EPR
STAG

Key characteristics

Sharpe Ratio

EPR:

-0.11

STAG:

-0.55

Sortino Ratio

EPR:

-0.03

STAG:

-0.68

Omega Ratio

EPR:

1.00

STAG:

0.93

Calmar Ratio

EPR:

-0.06

STAG:

-0.50

Martin Ratio

EPR:

-0.21

STAG:

-1.44

Ulcer Index

EPR:

9.67%

STAG:

7.50%

Daily Std Dev

EPR:

18.12%

STAG:

19.68%

Max Drawdown

EPR:

-82.02%

STAG:

-45.08%

Current Drawdown

EPR:

-24.41%

STAG:

-20.51%

Fundamentals

Market Cap

EPR:

$3.32B

STAG:

$6.30B

EPS

EPR:

$2.32

STAG:

$0.99

PE Ratio

EPR:

18.92

STAG:

34.20

PEG Ratio

EPR:

2.93

STAG:

-402.43

Total Revenue (TTM)

EPR:

$692.36M

STAG:

$751.37M

Gross Profit (TTM)

EPR:

$511.01M

STAG:

$382.24M

EBITDA (TTM)

EPR:

$505.09M

STAG:

$574.17M

Returns By Period

In the year-to-date period, EPR achieves a -2.05% return, which is significantly higher than STAG's -10.83% return. Over the past 10 years, EPR has underperformed STAG with an annualized return of 3.19%, while STAG has yielded a comparatively higher 8.47% annualized return.


EPR

YTD

-2.05%

1M

-2.56%

6M

10.46%

1Y

-2.05%

5Y*

-3.48%

10Y*

3.19%

STAG

YTD

-10.83%

1M

-8.24%

6M

-3.71%

1Y

-10.83%

5Y*

5.68%

10Y*

8.47%

*Annualized

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EPR Properties

STAG Industrial, Inc.

Risk-Adjusted Performance

EPR vs. STAG - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for EPR, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11-0.55
The chart of Sortino ratio for EPR, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.03-0.68
The chart of Omega ratio for EPR, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.93
The chart of Calmar ratio for EPR, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06-0.50
The chart of Martin ratio for EPR, currently valued at -0.21, compared to the broader market0.005.0010.0015.0020.0025.00-0.21-1.44
EPR
STAG

The current EPR Sharpe Ratio is -0.11, which is higher than the STAG Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of EPR and STAG, 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 Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember
-0.11
-0.55
EPR
STAG

Dividends

EPR vs. STAG - Dividend Comparison

EPR's dividend yield for the trailing twelve months is around 7.69%, more than STAG's 4.38% yield.


TTM2023202220212020201920182017201620152014
EPR
EPR Properties
7.69%6.81%8.62%3.16%4.66%6.37%6.75%6.23%5.35%6.22%5.93%
STAG
STAG Industrial, Inc.
4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember
-24.41%
-20.51%
EPR
STAG

Volatility

EPR vs. STAG - Volatility Comparison

The current volatility for EPR Properties (EPR) is 4.74%, while STAG Industrial, Inc. (STAG) has a volatility of 6.37%. This indicates that EPR experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember
4.74%
6.37%
EPR
STAG

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.


Quarterly
Annual

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


60.00M80.00M100.00M120.00M140.00M160.00M180.00M200.00M2020AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
180.51M
190.74M
(EPR) Total Revenue
(STAG) Total Revenue
Values in USD except per share items

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