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

Correlation

The correlation between GLPI and PSA is 0.42, 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.


-0.50.00.51.00.4

Performance

GLPI vs. PSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gaming and Leisure Properties, Inc. (GLPI) and Public Storage (PSA). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
242.20%
172.40%
GLPI
PSA

Key characteristics

Sharpe Ratio

GLPI:

0.23

PSA:

0.24

Sortino Ratio

GLPI:

0.42

PSA:

0.49

Omega Ratio

GLPI:

1.06

PSA:

1.06

Calmar Ratio

GLPI:

0.23

PSA:

0.18

Martin Ratio

GLPI:

0.61

PSA:

0.69

Ulcer Index

GLPI:

6.57%

PSA:

8.13%

Daily Std Dev

GLPI:

17.41%

PSA:

23.40%

Max Drawdown

GLPI:

-69.44%

PSA:

-55.80%

Current Drawdown

GLPI:

-7.50%

PSA:

-18.43%

Fundamentals

Market Cap

GLPI:

$13.44B

PSA:

$54.90B

EPS

GLPI:

$2.86

PSA:

$9.65

PE Ratio

GLPI:

17.13

PSA:

32.47

PEG Ratio

GLPI:

8.08

PSA:

9.58

Total Revenue (TTM)

GLPI:

$1.51B

PSA:

$4.68B

Gross Profit (TTM)

GLPI:

$1.28B

PSA:

$3.43B

EBITDA (TTM)

GLPI:

$1.39B

PSA:

$3.31B

Returns By Period

In the year-to-date period, GLPI achieves a 1.62% return, which is significantly higher than PSA's 1.43% return. Over the past 10 years, GLPI has outperformed PSA with an annualized return of 11.77%, while PSA has yielded a comparatively lower 8.81% annualized return.


GLPI

YTD

1.62%

1M

-5.45%

6M

9.29%

1Y

3.55%

5Y*

7.79%

10Y*

11.77%

PSA

YTD

1.43%

1M

-9.78%

6M

4.05%

1Y

4.11%

5Y*

11.72%

10Y*

8.81%

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

GLPI vs. PSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaming and Leisure Properties, Inc. (GLPI) and Public Storage (PSA). 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 GLPI, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.230.24
The chart of Sortino ratio for GLPI, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.420.49
The chart of Omega ratio for GLPI, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.06
The chart of Calmar ratio for GLPI, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.18
The chart of Martin ratio for GLPI, currently valued at 0.61, compared to the broader market-5.000.005.0010.0015.0020.0025.000.610.69
GLPI
PSA

The current GLPI Sharpe Ratio is 0.23, which is comparable to the PSA Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of GLPI and PSA, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.24
GLPI
PSA

Dividends

GLPI vs. PSA - Dividend Comparison

GLPI's dividend yield for the trailing twelve months is around 6.46%, more than PSA's 4.03% yield.


TTM20232022202120202019201820172016201520142013
GLPI
Gaming and Leisure Properties, Inc.
6.46%6.38%5.38%5.96%3.63%6.36%7.95%6.76%7.58%7.84%48.81%0.00%
PSA
Public Storage
4.03%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%

Drawdowns

GLPI vs. PSA - Drawdown Comparison

The maximum GLPI drawdown since its inception was -69.44%, which is greater than PSA's maximum drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for GLPI and PSA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.50%
-18.43%
GLPI
PSA

Volatility

GLPI vs. PSA - Volatility Comparison

The current volatility for Gaming and Leisure Properties, Inc. (GLPI) is 5.20%, while Public Storage (PSA) has a volatility of 8.13%. This indicates that GLPI experiences smaller price fluctuations and is considered to be less risky than PSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.20%
8.13%
GLPI
PSA

Financials

GLPI vs. PSA - Financials Comparison

This section allows you to compare key financial metrics between Gaming and Leisure Properties, Inc. and Public Storage. 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