EPRT vs. OEF
EPRT (Essential Properties Realty Trust, Inc.) is a stock, while OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index. Over the past 5 years, EPRT returned 6.64%/yr vs 14.34%/yr for OEF. At a 0.35 correlation, their price movements are largely independent.
Performance
EPRT vs. OEF - Performance Comparison
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Returns By Period
In the year-to-date period, EPRT achieves a 3.64% return, which is significantly lower than OEF's 5.26% return.
EPRT
- 1D
- 0.26%
- 1M
- -2.87%
- YTD
- 3.64%
- 6M
- 4.83%
- 1Y
- -3.07%
- 3Y*
- 14.59%
- 5Y*
- 6.64%
- 10Y*
- —
OEF
- 1D
- -0.32%
- 1M
- -3.01%
- YTD
- 5.26%
- 6M
- 4.08%
- 1Y
- 21.92%
- 3Y*
- 22.18%
- 5Y*
- 14.34%
- 10Y*
- 16.59%
EPRT vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 3.64% | -1.40% | 27.32% | 14.20% | -14.60% | 41.19% | -9.72% | 86.75% | 4.25% |
OEF iShares S&P 100 ETF | 5.26% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -7.42% |
Correlation
The correlation between EPRT and OEF is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2018 | 0.35 |
The correlation between EPRT and OEF shifts across timeframes, from -0.12 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EPRT vs. OEF — Risk / Return Rank
EPRT
OEF
EPRT vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essential Properties Realty Trust, Inc. (EPRT) and iShares S&P 100 ETF (OEF). 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.
| EPRT | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.99 | -2.21 |
| Martin ratioReturn relative to average drawdown | -0.49 | 8.01 | -8.50 |
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Drawdowns
EPRT vs. OEF - Drawdown Comparison
The maximum EPRT drawdown since its inception was -73.67%, which is greater than OEF's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for EPRT and OEF.
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Drawdown Indicators
| EPRT | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -54.11% | -19.56% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -11.06% | -3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -20.31% | -19.80% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -38.42% | -26.47% | -11.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.44% | — |
Current DrawdownCurrent decline from peak | -11.13% | -4.79% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -11.74% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 2.74% | +3.83% |
Volatility
EPRT vs. OEF - Volatility Comparison
Essential Properties Realty Trust, Inc. (EPRT) has a higher volatility of 6.91% compared to iShares S&P 100 ETF (OEF) at 5.26%. This indicates that EPRT's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPRT | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.26% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 10.54% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 13.40% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 17.81% | +4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.47% | 18.47% | +20.00% |
Dividends
EPRT vs. OEF - Dividend Comparison
EPRT's dividend yield for the trailing twelve months is around 4.01%, more than OEF's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 4.01% | 4.06% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 1.62% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 0.90% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
EPRT and OEF have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPRT has higher volatility (6.91%) compared to OEF (5.26%). In terms of maximum drawdown, EPRT dropped -73.67% vs OEF's -54.11%.
OEF currently has the higher Sharpe Ratio (1.65 vs -0.17), 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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