LAMR vs. AMT
Compare and contrast key facts about Lamar Advertising Company (REIT) (LAMR) and American Tower Corporation (AMT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LAMR or AMT.
Correlation
The correlation between LAMR and AMT is 0.36, 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.
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LAMR vs. AMT - Performance Comparison
Key characteristics
LAMR:
-0.29
AMT:
0.41
LAMR:
-0.23
AMT:
0.75
LAMR:
0.97
AMT:
1.10
LAMR:
-0.27
AMT:
0.29
LAMR:
-0.92
AMT:
0.91
LAMR:
7.12%
AMT:
12.40%
LAMR:
22.71%
AMT:
27.32%
LAMR:
-91.85%
AMT:
-98.70%
LAMR:
-23.86%
AMT:
-25.32%
Fundamentals
LAMR:
$10.74B
AMT:
$99.89B
LAMR:
$3.52
AMT:
$6.91
LAMR:
29.80
AMT:
30.88
LAMR:
7.43
AMT:
1.33
LAMR:
$1.71B
AMT:
$7.97B
LAMR:
$1.27B
AMT:
$5.28B
LAMR:
$908.49M
AMT:
$5.69B
Returns By Period
In the year-to-date period, LAMR achieves a -14.73% return, which is significantly lower than AMT's 11.59% return. Both investments have delivered pretty close results over the past 10 years, with LAMR having a 10.57% annualized return and AMT not far behind at 10.46%.
LAMR
-14.73%
-17.14%
-20.89%
-6.74%
20.40%
10.57%
AMT
11.59%
-3.59%
-7.27%
12.42%
-2.11%
10.46%
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Risk-Adjusted Performance
LAMR vs. AMT — Risk-Adjusted Performance Rank
LAMR
AMT
LAMR vs. AMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lamar Advertising Company (REIT) (LAMR) and American Tower Corporation (AMT). 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
LAMR vs. AMT - Dividend Comparison
LAMR's dividend yield for the trailing twelve months is around 5.76%, more than AMT's 3.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAMR Lamar Advertising Company (REIT) | 5.19% | 4.64% | 4.70% | 5.30% | 3.30% | 3.00% | 4.30% | 5.28% | 4.47% | 4.49% | 4.58% | 4.66% |
AMT American Tower Corporation | 3.12% | 3.53% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% | 1.42% |
Drawdowns
LAMR vs. AMT - Drawdown Comparison
The maximum LAMR drawdown since its inception was -91.85%, smaller than the maximum AMT drawdown of -98.70%. Use the drawdown chart below to compare losses from any high point for LAMR and AMT. For additional features, visit the drawdowns tool.
Volatility
LAMR vs. AMT - Volatility Comparison
Lamar Advertising Company (REIT) (LAMR) has a higher volatility of 14.77% compared to American Tower Corporation (AMT) at 9.28%. This indicates that LAMR's price experiences larger fluctuations and is considered to be riskier than AMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LAMR vs. AMT - Financials Comparison
This section allows you to compare key financial metrics between Lamar Advertising Company (REIT) and American Tower Corporation. 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
User Portfolios with LAMR or AMT
2%
YTD
Recent discussions
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4803heights
VUG vs FOCPX
FOCPX vs VUG is absolutely incorrect. I ran the same comparison on Morning star and FOCPX has out performed but your graph shows the opposite.
what is the source of this data. is it trust worthy.
SK
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas