PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EPRT vs. VICI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EPRT and VICI 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. VICI - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.65%
6.53%
EPRT
VICI

Key characteristics

Sharpe Ratio

EPRT:

1.45

VICI:

-0.13

Sortino Ratio

EPRT:

1.97

VICI:

-0.05

Omega Ratio

EPRT:

1.24

VICI:

0.99

Calmar Ratio

EPRT:

1.53

VICI:

-0.15

Martin Ratio

EPRT:

7.26

VICI:

-0.31

Ulcer Index

EPRT:

3.89%

VICI:

7.80%

Daily Std Dev

EPRT:

19.53%

VICI:

18.61%

Max Drawdown

EPRT:

-73.67%

VICI:

-60.21%

Current Drawdown

EPRT:

-7.72%

VICI:

-12.58%

Fundamentals

Market Cap

EPRT:

$5.75B

VICI:

$31.68B

EPS

EPRT:

$1.14

VICI:

$2.70

PE Ratio

EPRT:

28.67

VICI:

11.13

Total Revenue (TTM)

EPRT:

$428.06M

VICI:

$3.81B

Gross Profit (TTM)

EPRT:

$393.09M

VICI:

$3.78B

EBITDA (TTM)

EPRT:

$419.99M

VICI:

$3.67B

Returns By Period

In the year-to-date period, EPRT achieves a 27.64% return, which is significantly higher than VICI's -3.83% return.


EPRT

YTD

27.64%

1M

-5.41%

6M

17.86%

1Y

27.61%

5Y*

10.12%

10Y*

N/A

VICI

YTD

-3.83%

1M

-8.81%

6M

4.73%

1Y

-2.18%

5Y*

8.69%

10Y*

N/A

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. VICI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Properties Realty Trust, Inc. (EPRT) and VICI Properties Inc. (VICI). 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 1.45, compared to the broader market-4.00-2.000.002.001.45-0.13
The chart of Sortino ratio for EPRT, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.97-0.05
The chart of Omega ratio for EPRT, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.99
The chart of Calmar ratio for EPRT, currently valued at 1.53, compared to the broader market0.002.004.006.001.53-0.15
The chart of Martin ratio for EPRT, currently valued at 7.26, compared to the broader market-5.000.005.0010.0015.0020.0025.007.26-0.31
EPRT
VICI

The current EPRT Sharpe Ratio is 1.45, which is higher than the VICI Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of EPRT and VICI, 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
1.45
-0.13
EPRT
VICI

Dividends

EPRT vs. VICI - Dividend Comparison

EPRT's dividend yield for the trailing twelve months is around 3.63%, less than VICI's 5.85% yield.


TTM202320222021202020192018
EPRT
Essential Properties Realty Trust, Inc.
3.63%4.38%4.58%3.47%4.39%3.55%3.14%
VICI
VICI Properties Inc.
5.85%5.05%4.63%4.58%4.93%4.59%5.32%

Drawdowns

EPRT vs. VICI - Drawdown Comparison

The maximum EPRT drawdown since its inception was -73.67%, which is greater than VICI's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for EPRT and VICI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.72%
-12.58%
EPRT
VICI

Volatility

EPRT vs. VICI - Volatility Comparison

Essential Properties Realty Trust, Inc. (EPRT) has a higher volatility of 6.25% compared to VICI Properties Inc. (VICI) at 5.64%. This indicates that EPRT's price experiences larger fluctuations and is considered to be riskier than VICI 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
6.25%
5.64%
EPRT
VICI

Financials

EPRT vs. VICI - Financials Comparison

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab