EPRT vs. WPC
EPRT (Essential Properties Realty Trust, Inc.) and WPC (W. P. Carey Inc.) are both stocks. Both operate in the REIT - Diversified industry within the Real Estate sector. Over the past 5 years, EPRT returned 5.37%/yr vs 4.87%/yr for WPC. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
EPRT vs. WPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPRT achieves a 7.70% return, which is significantly lower than WPC's 17.45% return.
EPRT
- 1D
- 0.06%
- 1M
- 0.35%
- 6M
- 5.22%
- YTD
- 7.70%
- 1Y
- 6.77%
- 3Y*
- 13.37%
- 5Y*
- 5.37%
- 10Y*
- —
- ALL TIME*
- 15.74%
WPC
- 1D
- -0.65%
- 1M
- 3.20%
- 6M
- 8.37%
- YTD
- 17.45%
- 1Y
- 19.59%
- 3Y*
- 11.03%
- 5Y*
- 4.87%
- 10Y*
- 6.94%
- ALL TIME*
- 11.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $59.48M | $51.66M | $57.34M | |
| $106.67M | $107.35M | $111.83M |
EPRT vs. WPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 7.70% | -1.40% | 27.32% | 14.20% | -14.60% | 41.19% | -9.72% | 86.75% | 4.25% |
WPC W. P. Carey Inc. | 17.45% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 3.21% |
Correlation
The correlation between EPRT and WPC is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2018 | 0.62 |
The correlation between EPRT and WPC has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
Fundamentals
EPRT:
$6.77B
WPC:
$16.77B
EPRT:
$0.94
WPC:
$2.92
EPRT:
33.43
WPC:
25.19
EPRT:
2.62
WPC:
13.46
EPRT:
10.49
WPC:
10.54
EPRT:
1.53
WPC:
1.93
EPRT:
$617.91M
WPC:
$1.56B
EPRT:
$442.38M
WPC:
$971.12M
EPRT:
$440.76M
WPC:
$1.36B
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. WPC — Risk / Return Rank
EPRT
WPC
EPRT vs. WPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essential Properties Realty Trust, Inc. (EPRT) and W. P. Carey Inc. (WPC). 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 | WPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 2.18 | -1.69 |
| Martin ratioReturn relative to average drawdown | 1.11 | 6.03 | -4.92 |
Loading charts...
Drawdowns
EPRT vs. WPC - Drawdown Comparison
The maximum EPRT drawdown since its inception was -73.67%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for EPRT and WPC.
Loading charts...
Drawdown Indicators
| EPRT | WPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -52.45% | -21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -9.71% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -20.83% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -38.42% | -36.81% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.45% | — |
Current DrawdownCurrent decline from peak | -7.65% | -4.03% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -10.23% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.25% | 3.51% | +2.74% |
Volatility
EPRT vs. WPC - Volatility Comparison
Essential Properties Realty Trust, Inc. (EPRT) has a higher volatility of 7.80% compared to W. P. Carey Inc. (WPC) at 5.86%. This indicates that EPRT's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EPRT | WPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 5.86% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 13.29% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 17.11% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.62% | 20.85% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.33% | 25.90% | +12.43% |
Dividends
EPRT vs. WPC - Dividend Comparison
EPRT's dividend yield for the trailing twelve months is around 3.96%, less than WPC's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 3.96% | 4.06% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 1.62% | 0.00% | 0.00% | 0.00% |
WPC W. P. Carey Inc. | 5.03% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Financials
EPRT vs. WPC - Financials Comparison
This section allows you to compare key financial metrics between Essential Properties Realty Trust, Inc. and W. P. Carey 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EPRT and WPC have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPRT has higher volatility (7.80%) compared to WPC (5.86%). In terms of maximum drawdown, EPRT dropped -73.67% vs WPC's -52.45%.
WPC currently has the higher Sharpe Ratio (1.24 vs 0.37), 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 WPC
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