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HST vs. EPRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


HSTEPRT
YTD Return-4.21%34.18%
1Y Return16.25%52.89%
3Y Return (Ann)4.29%9.67%
5Y Return (Ann)4.40%9.55%
Sharpe Ratio0.772.73
Sortino Ratio1.163.52
Omega Ratio1.141.44
Calmar Ratio0.752.21
Martin Ratio1.5514.89
Ulcer Index11.23%3.61%
Daily Std Dev22.49%19.72%
Max Drawdown-87.00%-73.67%
Current Drawdown-11.82%-2.68%

Fundamentals


HSTEPRT
Market Cap$12.80B$5.85B
EPS$1.03$1.14
PE Ratio17.5329.19
Total Revenue (TTM)$5.58B$427.24M
Gross Profit (TTM)$2.25B$392.27M
EBITDA (TTM)$1.34B$391.72M

Correlation

-0.50.00.51.00.4

The correlation between HST and EPRT is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

HST vs. EPRT - Performance Comparison

In the year-to-date period, HST achieves a -4.21% return, which is significantly lower than EPRT's 34.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
0.09%
24.48%
HST
EPRT

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Risk-Adjusted Performance

HST vs. EPRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Host Hotels & Resorts, Inc. (HST) 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.


HST
Sharpe ratio
The chart of Sharpe ratio for HST, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.77
Sortino ratio
The chart of Sortino ratio for HST, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.006.001.16
Omega ratio
The chart of Omega ratio for HST, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for HST, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Martin ratio
The chart of Martin ratio for HST, currently valued at 1.55, compared to the broader market0.0010.0020.0030.001.55
EPRT
Sharpe ratio
The chart of Sharpe ratio for EPRT, currently valued at 2.73, compared to the broader market-4.00-2.000.002.004.002.73
Sortino ratio
The chart of Sortino ratio for EPRT, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for EPRT, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for EPRT, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Martin ratio
The chart of Martin ratio for EPRT, currently valued at 14.89, compared to the broader market0.0010.0020.0030.0014.89

HST vs. EPRT - Sharpe Ratio Comparison

The current HST Sharpe Ratio is 0.77, which is lower than the EPRT Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of HST and EPRT, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.77
2.73
HST
EPRT

Dividends

HST vs. EPRT - Dividend Comparison

HST's dividend yield for the trailing twelve months is around 5.81%, more than EPRT's 3.46% yield.


TTM20232022202120202019201820172016201520142013
HST
Host Hotels & Resorts, Inc.
5.81%4.62%3.30%0.00%1.37%4.58%5.10%4.28%4.51%5.22%3.16%2.37%
EPRT
Essential Properties Realty Trust, Inc.
3.46%4.38%4.58%3.47%4.39%3.55%3.14%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HST vs. EPRT - Drawdown Comparison

The maximum HST drawdown since its inception was -87.00%, which is greater than EPRT's maximum drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for HST and EPRT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.82%
-2.68%
HST
EPRT

Volatility

HST vs. EPRT - Volatility Comparison

The current volatility for Host Hotels & Resorts, Inc. (HST) is 4.99%, while Essential Properties Realty Trust, Inc. (EPRT) has a volatility of 5.87%. This indicates that HST experiences smaller price fluctuations and is considered to be less risky than EPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.99%
5.87%
HST
EPRT

Financials

HST vs. EPRT - Financials Comparison

This section allows you to compare key financial metrics between Host Hotels & Resorts, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items