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GLPI vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLPI vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gaming and Leisure Properties, Inc. (GLPI) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLPI achieves a 4.80% return, which is significantly higher than TLT's -0.27% return. Over the past 10 years, GLPI has outperformed TLT with an annualized return of 10.07%, while TLT has yielded a comparatively lower -1.66% annualized return.


GLPI

1D
-0.67%
1M
-2.62%
YTD
4.80%
6M
9.12%
1Y
6.43%
3Y*
3.55%
5Y*
5.99%
10Y*
10.07%

TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLPI vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLPI
Gaming and Leisure Properties, Inc.
4.80%-0.80%3.95%0.92%13.49%22.10%4.18%42.88%-5.89%29.78%
TLT
iShares 20+ Year Treasury Bond ETF
-0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between GLPI and TLT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2013

0.05

The correlation between GLPI and TLT shifts across timeframes, from 0.05 (all time) to 0.27 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLPI vs. TLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLPI
GLPI Risk / Return Rank: 5050
Overall Rank
GLPI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GLPI Sortino Ratio Rank: 4646
Sortino Ratio Rank
GLPI Omega Ratio Rank: 4444
Omega Ratio Rank
GLPI Calmar Ratio Rank: 5252
Calmar Ratio Rank
GLPI Martin Ratio Rank: 5454
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1515
Omega Ratio Rank
TLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLPI vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaming and Leisure Properties, Inc. (GLPI) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


GLPITLTDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratioReturn relative to maximum drawdown

0.52

0.65

-0.13

Martin ratioReturn relative to average drawdown

1.29

1.63

-0.34

GLPI vs. TLT - Sharpe Ratio Comparison

The current GLPI Sharpe Ratio is 0.37, which is comparable to the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of GLPI and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GLPITLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.51

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.40

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

-0.11

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.26

+0.11

Drawdowns

GLPI vs. TLT - Drawdown Comparison

The maximum GLPI drawdown since its inception was -69.44%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for GLPI and TLT.


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Drawdown Indicators


GLPITLTDifference

Max Drawdown

Largest peak-to-trough decline

-69.44%

-48.35%

-21.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-7.58%

-4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.90%

-19.18%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-43.70%

+26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-69.44%

-48.35%

-21.09%

Current Drawdown

Current decline from peak

-5.99%

-40.44%

+34.45%

Average Drawdown

Average peak-to-trough decline

-8.30%

-13.82%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

3.04%

+1.95%

Volatility

GLPI vs. TLT - Volatility Comparison

Gaming and Leisure Properties, Inc. (GLPI) has a higher volatility of 3.71% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that GLPI's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLPITLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

2.76%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

6.50%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

9.77%

+7.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

15.87%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.80%

14.91%

+13.89%

Dividends

GLPI vs. TLT - Dividend Comparison

GLPI's dividend yield for the trailing twelve months is around 6.77%, more than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
GLPI
Gaming and Leisure Properties, Inc.
6.77%6.94%6.31%6.38%5.38%5.96%5.33%6.36%7.95%6.76%7.58%7.84%
TLT
iShares 20+ Year Treasury Bond ETF
4.59%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


GLPI and TLT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLPI has higher volatility (3.71%) compared to TLT (2.76%). In terms of maximum drawdown, GLPI dropped -69.44% vs TLT's -48.35%.

TLT currently has the higher Sharpe Ratio (0.51 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.

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