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

Correlation

The correlation between EPRT and EPR is 0.57, 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

EPRT vs. EPR - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
208.97%
-1.65%
EPRT
EPR

Key characteristics

Sharpe Ratio

EPRT:

1.47

EPR:

-0.09

Sortino Ratio

EPRT:

1.99

EPR:

0.00

Omega Ratio

EPRT:

1.25

EPR:

1.00

Calmar Ratio

EPRT:

1.55

EPR:

-0.05

Martin Ratio

EPRT:

7.41

EPR:

-0.16

Ulcer Index

EPRT:

3.86%

EPR:

9.89%

Daily Std Dev

EPRT:

19.51%

EPR:

18.20%

Max Drawdown

EPRT:

-73.67%

EPR:

-82.02%

Current Drawdown

EPRT:

-8.10%

EPR:

-25.47%

Fundamentals

Market Cap

EPRT:

$5.75B

EPR:

$3.40B

EPS

EPRT:

$1.14

EPR:

$2.32

PE Ratio

EPRT:

28.67

EPR:

19.35

Total Revenue (TTM)

EPRT:

$428.06M

EPR:

$692.36M

Gross Profit (TTM)

EPRT:

$393.09M

EPR:

$511.01M

EBITDA (TTM)

EPRT:

$419.99M

EPR:

$505.09M

Returns By Period

In the year-to-date period, EPRT achieves a 27.12% return, which is significantly higher than EPR's -3.42% return.


EPRT

YTD

27.12%

1M

-6.05%

6M

19.69%

1Y

27.73%

5Y*

9.65%

10Y*

N/A

EPR

YTD

-3.42%

1M

-0.94%

6M

10.87%

1Y

-3.01%

5Y*

-3.56%

10Y*

3.12%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

EPRT vs. EPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Properties Realty Trust, Inc. (EPRT) and EPR Properties (EPR). 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 EPRT, currently valued at 1.47, compared to the broader market-4.00-2.000.002.001.47-0.09
The chart of Sortino ratio for EPRT, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.990.00
The chart of Omega ratio for EPRT, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.00
The chart of Calmar ratio for EPRT, currently valued at 1.55, compared to the broader market0.002.004.006.001.55-0.05
The chart of Martin ratio for EPRT, currently valued at 7.41, compared to the broader market-5.000.005.0010.0015.0020.0025.007.41-0.16
EPRT
EPR

The current EPRT Sharpe Ratio is 1.47, which is higher than the EPR Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of EPRT and EPR, 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
1.47
-0.09
EPRT
EPR

Dividends

EPRT vs. EPR - Dividend Comparison

EPRT's dividend yield for the trailing twelve months is around 3.65%, less than EPR's 7.78% yield.


TTM20232022202120202019201820172016201520142013
EPRT
Essential Properties Realty Trust, Inc.
3.65%4.38%4.58%3.47%4.39%3.55%3.14%0.00%0.00%0.00%0.00%0.00%
EPR
EPR Properties
7.78%6.81%8.62%3.16%4.66%6.37%6.75%6.23%5.35%6.22%5.93%6.42%

Drawdowns

EPRT vs. EPR - Drawdown Comparison

The maximum EPRT drawdown since its inception was -73.67%, smaller than the maximum EPR drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for EPRT and EPR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.10%
-25.47%
EPRT
EPR

Volatility

EPRT vs. EPR - Volatility Comparison

Essential Properties Realty Trust, Inc. (EPRT) has a higher volatility of 6.21% compared to EPR Properties (EPR) at 5.18%. This indicates that EPRT's price experiences larger fluctuations and is considered to be riskier than EPR 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%JulyAugustSeptemberOctoberNovemberDecember
6.21%
5.18%
EPRT
EPR

Financials

EPRT vs. EPR - Financials Comparison

This section allows you to compare key financial metrics between Essential Properties Realty Trust, Inc. and EPR Properties. 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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