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GLPI vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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GLPI vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLPI
Gaming and Leisure Properties, Inc.
0.91%-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
0.17%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Returns By Period

In the year-to-date period, GLPI achieves a 0.91% return, which is significantly higher than TLT's 0.17% return. Over the past 10 years, GLPI has outperformed TLT with an annualized return of 10.49%, while TLT has yielded a comparatively lower -1.38% annualized return.


GLPI

1D
0.96%
1M
-7.80%
YTD
0.91%
6M
-1.45%
1Y
-6.74%
3Y*
1.05%
5Y*
6.83%
10Y*
10.49%

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 2626
Overall Rank
GLPI Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GLPI Sortino Ratio Rank: 2222
Sortino Ratio Rank
GLPI Omega Ratio Rank: 2323
Omega Ratio Rank
GLPI Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLPI Martin Ratio Rank: 2929
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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 ratio

Return per unit of total volatility

-0.36

-0.04

-0.32

Sortino ratio

Return per unit of downside risk

-0.40

0.02

-0.42

Omega ratio

Gain probability vs. loss probability

0.96

1.00

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.40

0.05

-0.45

Martin ratio

Return relative to average drawdown

-0.80

0.11

-0.91

GLPI vs. TLT - Sharpe Ratio Comparison

The current GLPI Sharpe Ratio is -0.36, which is lower than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GLPI and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLPITLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.04

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.37

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.09

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.26

+0.10

Correlation

The correlation between GLPI and TLT is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLPI vs. TLT - Dividend Comparison

GLPI's dividend yield for the trailing twelve months is around 7.03%, more than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
GLPI
Gaming and Leisure Properties, Inc.
7.03%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
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

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

-14.33%

-9.23%

-5.10%

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

-9.48%

-40.17%

+30.69%

Average Drawdown

Average peak-to-trough decline

-8.36%

-13.62%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.31%

4.38%

+2.93%

Volatility

GLPI vs. TLT - Volatility Comparison

Gaming and Leisure Properties, Inc. (GLPI) has a higher volatility of 4.28% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. 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

4.28%

3.71%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

6.61%

+6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

11.44%

+7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.99%

15.90%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

14.93%

+13.88%