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GLPI vs. PSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.15%
19.30%
GLPI
PSA

Returns By Period

In the year-to-date period, GLPI achieves a 5.47% return, which is significantly lower than PSA's 12.99% return. Over the past 10 years, GLPI has outperformed PSA with an annualized return of 11.51%, while PSA has yielded a comparatively lower 10.27% annualized return.


GLPI

YTD

5.47%

1M

-3.66%

6M

11.20%

1Y

16.42%

5Y (annualized)

9.07%

10Y (annualized)

11.51%

PSA

YTD

12.99%

1M

-3.21%

6M

19.30%

1Y

35.19%

5Y (annualized)

14.19%

10Y (annualized)

10.27%

Fundamentals


GLPIPSA
Market Cap$13.49B$58.99B
EPS$2.86$9.64
PE Ratio17.1934.95
PEG Ratio8.0810.30
Total Revenue (TTM)$1.51B$4.68B
Gross Profit (TTM)$1.28B$3.44B
EBITDA (TTM)$1.42B$3.35B

Key characteristics


GLPIPSA
Sharpe Ratio0.941.51
Sortino Ratio1.342.09
Omega Ratio1.181.26
Calmar Ratio0.951.02
Martin Ratio2.494.58
Ulcer Index6.50%7.48%
Daily Std Dev17.20%22.76%
Max Drawdown-69.44%-55.80%
Current Drawdown-3.98%-9.13%

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Correlation

-0.50.00.51.00.4

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.

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 0.94, compared to the broader market-4.00-2.000.002.004.000.941.51
The chart of Sortino ratio for GLPI, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.342.09
The chart of Omega ratio for GLPI, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.26
The chart of Calmar ratio for GLPI, currently valued at 0.95, compared to the broader market0.002.004.006.000.951.02
The chart of Martin ratio for GLPI, currently valued at 2.49, compared to the broader market0.0010.0020.0030.002.494.58
GLPI
PSA

The current GLPI Sharpe Ratio is 0.94, which is lower than the PSA Sharpe Ratio of 1.51. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.94
1.51
GLPI
PSA

Dividends

GLPI vs. PSA - Dividend Comparison

GLPI's dividend yield for the trailing twelve months is around 6.07%, more than PSA's 3.59% yield.


TTM20232022202120202019201820172016201520142013
GLPI
Gaming and Leisure Properties, Inc.
6.07%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
3.59%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.98%
-9.13%
GLPI
PSA

Volatility

GLPI vs. PSA - Volatility Comparison

The current volatility for Gaming and Leisure Properties, Inc. (GLPI) is 5.60%, while Public Storage (PSA) has a volatility of 9.31%. 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%JuneJulyAugustSeptemberOctoberNovember
5.60%
9.31%
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