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 6.11%/yr vs 15.70%/yr for OEF. At a 0.36 correlation, their price movements are largely independent.
Performance
EPRT vs. OEF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPRT achieves a 1.19% return, which is significantly lower than OEF's 9.51% return.
EPRT
- 1D
- -1.43%
- 1M
- -4.22%
- YTD
- 1.19%
- 6M
- -3.21%
- 1Y
- -6.14%
- 3Y*
- 11.14%
- 5Y*
- 6.11%
- 10Y*
- —
OEF
- 1D
- -0.87%
- 1M
- 5.44%
- YTD
- 9.51%
- 6M
- 9.34%
- 1Y
- 29.54%
- 3Y*
- 24.53%
- 5Y*
- 15.70%
- 10Y*
- 16.71%
EPRT vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 1.19% | -1.40% | 27.32% | 14.20% | -14.60% | 41.19% | -9.72% | 86.75% | 3.10% |
OEF iShares S&P 100 ETF | 9.51% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -6.79% |
Correlation
The correlation between EPRT and OEF is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2018 | 0.36 |
The correlation between EPRT and OEF shifts across timeframes, from -0.06 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| EPRT | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.42 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.68 | -3.15 |
| Martin ratioReturn relative to average drawdown | -0.94 | 11.29 | -12.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EPRT | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 2.33 | -2.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.89 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
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.
Loading charts...
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 | -13.23% | -11.06% | -2.17% |
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 | -13.23% | -0.94% | -12.29% |
Average DrawdownAverage peak-to-trough decline | -13.94% | -11.76% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 2.62% | +3.95% |
Volatility
EPRT vs. OEF - Volatility Comparison
Essential Properties Realty Trust, Inc. (EPRT) has a higher volatility of 4.81% compared to iShares S&P 100 ETF (OEF) at 3.14%. 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.
Loading charts...
Volatility by Period
| EPRT | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.14% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 9.48% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 12.73% | +5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.60% | 17.69% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.56% | 18.44% | +20.12% |
Dividends
EPRT vs. OEF - Dividend Comparison
EPRT's dividend yield for the trailing twelve months is around 4.11%, more than OEF's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 4.11% | 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 | 0.83% | 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 -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPRT has higher volatility (4.81%) compared to OEF (3.14%). In terms of maximum drawdown, EPRT dropped -73.67% vs OEF's -54.11%.
OEF currently has the higher Sharpe Ratio (2.33 vs -0.35), 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.
Find the right allocation for EPRT and OEF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer