JRE vs. EPR
JRE (Janus Henderson U.S. Real Estate ETF) is fund fund actively managed by Janus Henderson, while EPR (EPR Properties) is a stock. Over the past 5 years, JRE returned 4.60%/yr vs 9.27%/yr for EPR. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
JRE vs. EPR - Performance Comparison
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Returns By Period
In the year-to-date period, JRE achieves a 16.53% return, which is significantly lower than EPR's 19.56% return.
JRE
- 1D
- 1.21%
- 1M
- 0.80%
- YTD
- 16.53%
- 6M
- 16.75%
- 1Y
- 19.12%
- 3Y*
- 12.08%
- 5Y*
- 4.60%
- 10Y*
- —
EPR
- 1D
- 0.92%
- 1M
- -0.46%
- YTD
- 19.56%
- 6M
- 20.05%
- 1Y
- 6.35%
- 3Y*
- 18.12%
- 5Y*
- 9.27%
- 10Y*
- 3.21%
JRE vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRE Janus Henderson U.S. Real Estate ETF | 16.53% | 2.97% | 7.65% | 8.79% | -23.47% | 16.20% |
EPR EPR Properties | 19.56% | 20.52% | -1.25% | 38.83% | -14.61% | -5.93% |
Correlation
The correlation between JRE and EPR is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2021 | 0.66 |
The correlation between JRE and EPR has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
JRE vs. EPR — Risk / Return Rank
JRE
EPR
JRE vs. EPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson U.S. Real Estate ETF (JRE) and EPR Properties (EPR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRE | EPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.07 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 0.33 | +2.36 |
| Martin ratioReturn relative to average drawdown | 8.30 | 0.65 | +7.66 |
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Drawdowns
JRE vs. EPR - Drawdown Comparison
The maximum JRE drawdown since its inception was -31.69%, smaller than the maximum EPR drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for JRE and EPR.
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Drawdown Indicators
| JRE | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.69% | -82.02% | +50.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -19.51% | +12.37% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -19.51% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -35.63% | +3.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.02% | — |
Current DrawdownCurrent decline from peak | -0.81% | -3.02% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -12.51% | -16.57% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 9.82% | -7.51% |
Volatility
JRE vs. EPR - Volatility Comparison
The current volatility for Janus Henderson U.S. Real Estate ETF (JRE) is 5.35%, while EPR Properties (EPR) has a volatility of 6.12%. This indicates that JRE experiences smaller price fluctuations and is considered to be less risky than EPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRE | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 6.12% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 16.84% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 22.65% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 26.14% | -7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.73% | 42.48% | -23.75% |
Dividends
JRE vs. EPR - Dividend Comparison
JRE's dividend yield for the trailing twelve months is around 4.85%, less than EPR's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 6.18% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
JRE Janus Henderson U.S. Real Estate ETF | 4.85% | 5.81% | 2.20% | 2.77% | 2.87% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRE and EPR have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPR has higher volatility (6.12%) compared to JRE (5.35%). In terms of maximum drawdown, JRE dropped -31.69% vs EPR's -82.02%.
JRE currently has the higher Sharpe Ratio (1.39 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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