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GLPI vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.0

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.29%
-3.39%
GLPI
TLT

Key characteristics

Sharpe Ratio

GLPI:

0.23

TLT:

-0.51

Sortino Ratio

GLPI:

0.42

TLT:

-0.62

Omega Ratio

GLPI:

1.06

TLT:

0.93

Calmar Ratio

GLPI:

0.23

TLT:

-0.17

Martin Ratio

GLPI:

0.61

TLT:

-1.08

Ulcer Index

GLPI:

6.57%

TLT:

6.74%

Daily Std Dev

GLPI:

17.41%

TLT:

14.30%

Max Drawdown

GLPI:

-69.44%

TLT:

-48.35%

Current Drawdown

GLPI:

-7.50%

TLT:

-41.84%

Returns By Period

In the year-to-date period, GLPI achieves a 1.62% return, which is significantly higher than TLT's -6.66% return. Over the past 10 years, GLPI has outperformed TLT with an annualized return of 11.77%, while TLT has yielded a comparatively lower -0.98% annualized return.


GLPI

YTD

1.62%

1M

-5.45%

6M

9.29%

1Y

3.55%

5Y*

7.79%

10Y*

11.77%

TLT

YTD

-6.66%

1M

-1.53%

6M

-3.39%

1Y

-7.29%

5Y*

-5.93%

10Y*

-0.98%

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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.


Sharpe ratio
The chart of Sharpe ratio for GLPI, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.23-0.51
The chart of Sortino ratio for GLPI, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.42-0.62
The chart of Omega ratio for GLPI, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.93
The chart of Calmar ratio for GLPI, currently valued at 0.23, compared to the broader market0.002.004.006.000.23-0.17
The chart of Martin ratio for GLPI, currently valued at 0.61, compared to the broader market-5.000.005.0010.0015.0020.0025.000.61-1.08
GLPI
TLT

The current GLPI Sharpe Ratio is 0.23, which is higher than the TLT Sharpe Ratio of -0.51. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.23
-0.51
GLPI
TLT

Dividends

GLPI vs. TLT - Dividend Comparison

GLPI's dividend yield for the trailing twelve months is around 6.46%, more than TLT's 4.24% 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%
TLT
iShares 20+ Year Treasury Bond ETF
4.24%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.50%
-41.84%
GLPI
TLT

Volatility

GLPI vs. TLT - Volatility Comparison

Gaming and Leisure Properties, Inc. (GLPI) has a higher volatility of 5.20% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.54%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.20%
4.54%
GLPI
TLT
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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.

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