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LI.PA vs. EQR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LI.PA vs. EQR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Klepierre SA (LI.PA) and Equity Residential (EQR). The values are adjusted to include any dividend payments, if applicable.

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LI.PA vs. EQR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LI.PA
Klepierre SA
2.79%28.66%17.45%24.13%11.69%18.41%-42.43%34.58%-22.07%3.30%
EQR
Equity Residential
-0.39%-19.42%28.79%5.09%-28.27%69.10%-29.91%29.02%12.11%-10.37%
Different Trading Currencies

LI.PA is traded in EUR, while EQR is traded in USD. To make them comparable, the EQR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LI.PA achieves a 2.79% return, which is significantly higher than EQR's -0.39% return. Over the past 10 years, LI.PA has outperformed EQR with an annualized return of 4.03%, while EQR has yielded a comparatively lower 1.82% annualized return.


LI.PA

1D
0.78%
1M
-0.17%
YTD
2.79%
6M
5.23%
1Y
14.82%
3Y*
23.85%
5Y*
18.23%
10Y*
4.03%

EQR

1D
1.67%
1M
-2.11%
YTD
-0.39%
6M
-1.30%
1Y
-17.49%
3Y*
2.64%
5Y*
0.58%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LI.PA vs. EQR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LI.PA
LI.PA Risk / Return Rank: 6767
Overall Rank
LI.PA Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LI.PA Sortino Ratio Rank: 6060
Sortino Ratio Rank
LI.PA Omega Ratio Rank: 5959
Omega Ratio Rank
LI.PA Calmar Ratio Rank: 7575
Calmar Ratio Rank
LI.PA Martin Ratio Rank: 7373
Martin Ratio Rank

EQR
EQR Risk / Return Rank: 1717
Overall Rank
EQR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EQR Sortino Ratio Rank: 1717
Sortino Ratio Rank
EQR Omega Ratio Rank: 1717
Omega Ratio Rank
EQR Calmar Ratio Rank: 1515
Calmar Ratio Rank
EQR Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LI.PA vs. EQR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Klepierre SA (LI.PA) and Equity Residential (EQR). 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.


LI.PAEQRDifference

Sharpe ratio

Return per unit of total volatility

0.83

-0.72

+1.55

Sortino ratio

Return per unit of downside risk

1.24

-0.89

+2.13

Omega ratio

Gain probability vs. loss probability

1.16

0.89

+0.27

Calmar ratio

Return relative to maximum drawdown

2.07

-0.80

+2.87

Martin ratio

Return relative to average drawdown

4.44

-1.12

+5.55

LI.PA vs. EQR - Sharpe Ratio Comparison

The current LI.PA Sharpe Ratio is 0.83, which is higher than the EQR Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of LI.PA and EQR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LI.PAEQRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

-0.72

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.03

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.07

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.20

+0.16

Correlation

The correlation between LI.PA and EQR is 0.22, 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.


Dividends

LI.PA vs. EQR - Dividend Comparison

LI.PA's dividend yield for the trailing twelve months is around 5.56%, more than EQR's 4.61% yield.


TTM20252024202320222021202020192018201720162015
LI.PA
Klepierre SA
5.56%5.48%3.60%6.93%7.90%4.80%7.35%6.20%7.27%4.96%4.55%3.90%
EQR
Equity Residential
4.61%4.37%2.82%4.33%4.24%2.66%4.07%2.81%3.27%3.16%20.22%2.71%

Drawdowns

LI.PA vs. EQR - Drawdown Comparison

The maximum LI.PA drawdown since its inception was -79.99%, which is greater than EQR's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for LI.PA and EQR.


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Drawdown Indicators


LI.PAEQRDifference

Max Drawdown

Largest peak-to-trough decline

-79.99%

-67.40%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-16.55%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-28.90%

-39.32%

+10.42%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

-45.91%

-24.15%

Current Drawdown

Current decline from peak

-2.63%

-23.79%

+21.16%

Average Drawdown

Average peak-to-trough decline

-18.49%

-12.10%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

9.88%

-4.70%

Volatility

LI.PA vs. EQR - Volatility Comparison

Klepierre SA (LI.PA) has a higher volatility of 8.28% compared to Equity Residential (EQR) at 5.51%. This indicates that LI.PA's price experiences larger fluctuations and is considered to be riskier than EQR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LI.PAEQRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

5.51%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

14.31%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

24.38%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.36%

22.11%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.70%

25.31%

+10.39%

Financials

LI.PA vs. EQR - Financials Comparison

This section allows you to compare key financial metrics between Klepierre SA and Equity Residential. 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


Please note, different currencies. LI.PA values in EUR, EQR values in USD