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KRC vs. SLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KRC and SLG is 0.67, 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.


-0.50.00.51.00.7

Performance

KRC vs. SLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kilroy Realty Corporation (KRC) and SL Green Realty Corp. (SLG). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
475.92%
751.75%
KRC
SLG

Key characteristics

Sharpe Ratio

KRC:

0.15

SLG:

1.49

Sortino Ratio

KRC:

0.43

SLG:

2.07

Omega Ratio

KRC:

1.05

SLG:

1.25

Calmar Ratio

KRC:

0.09

SLG:

1.11

Martin Ratio

KRC:

0.38

SLG:

10.89

Ulcer Index

KRC:

13.49%

SLG:

5.13%

Daily Std Dev

KRC:

33.77%

SLG:

37.57%

Max Drawdown

KRC:

-81.27%

SLG:

-94.02%

Current Drawdown

KRC:

-42.81%

SLG:

-16.67%

Fundamentals

Market Cap

KRC:

$5.01B

SLG:

$5.34B

EPS

KRC:

$1.67

SLG:

-$2.55

PEG Ratio

KRC:

2.42

SLG:

0.95

Total Revenue (TTM)

KRC:

$1.12B

SLG:

$866.45M

Gross Profit (TTM)

KRC:

$576.77M

SLG:

$428.29M

EBITDA (TTM)

KRC:

$676.34M

SLG:

$169.66M

Returns By Period

In the year-to-date period, KRC achieves a 6.50% return, which is significantly lower than SLG's 57.86% return. Over the past 10 years, KRC has underperformed SLG with an annualized return of -1.91%, while SLG has yielded a comparatively higher -0.75% annualized return.


KRC

YTD

6.50%

1M

4.57%

6M

32.32%

1Y

4.80%

5Y*

-9.32%

10Y*

-1.91%

SLG

YTD

57.86%

1M

-13.80%

6M

25.97%

1Y

55.81%

5Y*

1.09%

10Y*

-0.75%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

KRC vs. SLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kilroy Realty Corporation (KRC) and SL Green Realty Corp. (SLG). 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 KRC, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.151.49
The chart of Sortino ratio for KRC, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.432.07
The chart of Omega ratio for KRC, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.25
The chart of Calmar ratio for KRC, currently valued at 0.09, compared to the broader market0.002.004.006.000.091.11
The chart of Martin ratio for KRC, currently valued at 0.38, compared to the broader market-5.000.005.0010.0015.0020.0025.000.3810.89
KRC
SLG

The current KRC Sharpe Ratio is 0.15, which is lower than the SLG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of KRC and SLG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.15
1.49
KRC
SLG

Dividends

KRC vs. SLG - Dividend Comparison

KRC's dividend yield for the trailing twelve months is around 5.33%, more than SLG's 4.41% yield.


TTM20232022202120202019201820172016201520142013
KRC
Kilroy Realty Corporation
5.33%5.42%5.48%3.07%3.43%2.28%2.85%2.21%4.61%2.21%2.03%2.79%
SLG
SL Green Realty Corp.
4.41%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%

Drawdowns

KRC vs. SLG - Drawdown Comparison

The maximum KRC drawdown since its inception was -81.27%, smaller than the maximum SLG drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for KRC and SLG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.81%
-16.67%
KRC
SLG

Volatility

KRC vs. SLG - Volatility Comparison

Kilroy Realty Corporation (KRC) has a higher volatility of 12.48% compared to SL Green Realty Corp. (SLG) at 10.59%. This indicates that KRC's price experiences larger fluctuations and is considered to be riskier than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.48%
10.59%
KRC
SLG

Financials

KRC vs. SLG - Financials Comparison

This section allows you to compare key financial metrics between Kilroy Realty Corporation and SL Green Realty Corp.. 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
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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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