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 5.86%/yr vs 5.28%/yr for WPC. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
EPRT vs. WPC - Performance Comparison
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Returns By Period
In the year-to-date period, EPRT achieves a 0.34% return, which is significantly lower than WPC's 12.53% return.
EPRT
- 1D
- 0.34%
- 1M
- -5.97%
- YTD
- 0.34%
- 6M
- -0.33%
- 1Y
- -5.21%
- 3Y*
- 13.36%
- 5Y*
- 5.86%
- 10Y*
- —
WPC
- 1D
- 0.29%
- 1M
- -4.10%
- YTD
- 12.53%
- 6M
- 14.03%
- 1Y
- 19.14%
- 3Y*
- 10.42%
- 5Y*
- 5.28%
- 10Y*
- 7.06%
EPRT vs. WPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 0.34% | -1.40% | 27.32% | 14.20% | -14.60% | 41.19% | -9.72% | 86.75% | 4.25% |
WPC W. P. Carey Inc. | 12.53% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 3.21% |
Correlation
The correlation between EPRT and WPC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year 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:
$6.25B
WPC:
$15.83B
EPRT:
$1.26
WPC:
$2.34
EPRT:
23.33
WPC:
30.57
EPRT:
1.83
WPC:
16.34
EPRT:
10.13
WPC:
10.31
EPRT:
1.42
WPC:
1.90
EPRT:
$591.33M
WPC:
$1.53B
EPRT:
$502.46M
WPC:
$942.27M
EPRT:
$476.93M
WPC:
$1.21B
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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 | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.98 | -2.35 |
| Martin ratioReturn relative to average drawdown | -0.76 | 5.88 | -6.64 |
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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.
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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 | -20.31% | -27.07% | +6.76% |
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 | -13.96% | -6.88% | -7.08% |
Average DrawdownAverage peak-to-trough decline | -13.93% | -10.26% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.88% | 3.26% | +3.62% |
Volatility
EPRT vs. WPC - Volatility Comparison
The current volatility for Essential Properties Realty Trust, Inc. (EPRT) is 6.08%, while W. P. Carey Inc. (WPC) has a volatility of 7.09%. This indicates that EPRT experiences smaller price fluctuations and is considered to be less risky than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPRT | WPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 7.09% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 13.26% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.08% | 17.22% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 20.78% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.48% | 25.86% | +12.62% |
Dividends
EPRT vs. WPC - Dividend Comparison
EPRT's dividend yield for the trailing twelve months is around 4.14%, less than WPC's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 4.14% | 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. | 5.12% | 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 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPC has higher volatility (7.09%) compared to EPRT (6.08%). In terms of maximum drawdown, EPRT dropped -73.67% vs WPC's -52.45%.
WPC currently has the higher Sharpe Ratio (1.12 vs -0.29), 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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