GRBK vs. EPRT
Compare and contrast key facts about Green Brick Partners, Inc. (GRBK) and Essential Properties Realty Trust, Inc. (EPRT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRBK or EPRT.
Key characteristics
| GRBK | EPRT | |
|---|---|---|
| YTD Return | 34.50% | 33.29% |
| 1Y Return | 47.73% | 47.90% |
| 3Y Return (Ann) | 37.85% | 9.40% |
| 5Y Return (Ann) | 43.59% | 9.20% |
| Sharpe Ratio | 1.58 | 2.76 |
| Sortino Ratio | 2.17 | 3.56 |
| Omega Ratio | 1.28 | 1.45 |
| Calmar Ratio | 0.80 | 2.53 |
| Martin Ratio | 8.56 | 14.96 |
| Ulcer Index | 6.58% | 3.62% |
| Daily Std Dev | 35.71% | 19.63% |
| Max Drawdown | -99.36% | -73.67% |
| Current Drawdown | -55.30% | -3.33% |
Fundamentals
| GRBK | EPRT | |
|---|---|---|
| Market Cap | $3.08B | $5.85B |
| EPS | $7.71 | $1.13 |
| PE Ratio | 8.97 | 29.21 |
| Total Revenue (TTM) | $1.98B | $427.24M |
| Gross Profit (TTM) | $648.76M | $392.27M |
| EBITDA (TTM) | $439.01M | $391.72M |
Correlation
The correlation between GRBK and EPRT is 0.37, 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.
Performance
GRBK vs. EPRT - Performance Comparison
The year-to-date returns for both stocks are quite close, with GRBK having a 34.50% return and EPRT slightly lower at 33.29%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GRBK vs. EPRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Green Brick Partners, Inc. (GRBK) and Essential Properties Realty Trust, Inc. (EPRT). 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
GRBK vs. EPRT - Dividend Comparison
GRBK has not paid dividends to shareholders, while EPRT's dividend yield for the trailing twelve months is around 3.48%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
GRBK Green Brick Partners, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPRT Essential Properties Realty Trust, Inc. | 3.48% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% |
Drawdowns
GRBK vs. EPRT - Drawdown Comparison
The maximum GRBK drawdown since its inception was -99.36%, which is greater than EPRT's maximum drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for GRBK and EPRT. For additional features, visit the drawdowns tool.
Volatility
GRBK vs. EPRT - Volatility Comparison
Green Brick Partners, Inc. (GRBK) has a higher volatility of 14.42% compared to Essential Properties Realty Trust, Inc. (EPRT) at 5.54%. This indicates that GRBK's price experiences larger fluctuations and is considered to be riskier than EPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GRBK vs. EPRT - Financials Comparison
This section allows you to compare key financial metrics between Green Brick Partners, Inc. and Essential Properties Realty Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities