GLPI vs. TLT
Compare and contrast key facts about Gaming and Leisure Properties, Inc. (GLPI) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLPI or TLT.
Performance
GLPI vs. TLT - Performance Comparison
Returns By Period
In the year-to-date period, GLPI achieves a 5.47% return, which is significantly higher than TLT's -5.85% return. Over the past 10 years, GLPI has outperformed TLT with an annualized return of 11.51%, while TLT has yielded a comparatively lower -0.34% annualized return.
GLPI
5.47%
-3.66%
11.20%
16.42%
9.07%
11.51%
TLT
-5.85%
-5.17%
0.53%
4.54%
-5.85%
-0.34%
Key characteristics
| GLPI | TLT | |
|---|---|---|
| Sharpe Ratio | 0.94 | 0.40 |
| Sortino Ratio | 1.34 | 0.65 |
| Omega Ratio | 1.18 | 1.07 |
| Calmar Ratio | 0.95 | 0.13 |
| Martin Ratio | 2.49 | 0.95 |
| Ulcer Index | 6.50% | 6.17% |
| Daily Std Dev | 17.20% | 14.79% |
| Max Drawdown | -69.44% | -48.35% |
| Current Drawdown | -3.98% | -41.33% |
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Correlation
The correlation between GLPI and TLT is 0.03, 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.
Risk-Adjusted Performance
GLPI vs. TLT - Risk-Adjusted Performance 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.
Dividends
GLPI vs. TLT - Dividend Comparison
GLPI's dividend yield for the trailing twelve months is around 6.07%, more than TLT's 4.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.08% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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. For additional features, visit the drawdowns tool.
Volatility
GLPI vs. TLT - Volatility Comparison
Gaming and Leisure Properties, Inc. (GLPI) has a higher volatility of 5.60% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.89%. 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.