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MAC vs. SKT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAC and SKT is 0.20, 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.


-0.50.00.51.0
Correlation: 0.2

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Performance

MAC vs. SKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macerich Company (MAC) and Tanger Factory Outlet Centers, Inc. (SKT). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-11.08%
-29.46%
RPXIX
MMLP

Key characteristics

Sharpe Ratio

MAC:

-0.17

SKT:

0.53

Sortino Ratio

MAC:

0.03

SKT:

0.87

Omega Ratio

MAC:

1.00

SKT:

1.12

Calmar Ratio

MAC:

-0.09

SKT:

0.77

Martin Ratio

MAC:

-0.67

SKT:

2.16

Ulcer Index

MAC:

9.77%

SKT:

6.00%

Daily Std Dev

MAC:

39.22%

SKT:

24.39%

Max Drawdown

MAC:

-93.38%

SKT:

-87.32%

Current Drawdown

MAC:

-73.51%

SKT:

-16.83%

Fundamentals

Market Cap

MAC:

$3.83B

SKT:

$3.46B

EPS

MAC:

-$0.88

SKT:

$0.88

PEG Ratio

MAC:

-485.00

SKT:

3.65

Total Revenue (TTM)

MAC:

$710.93M

SKT:

$402.69M

Gross Profit (TTM)

MAC:

$424.57M

SKT:

$245.25M

EBITDA (TTM)

MAC:

$238.01M

SKT:

$261.55M

Returns By Period

In the year-to-date period, MAC achieves a -26.43% return, which is significantly lower than SKT's -9.60% return. Over the past 10 years, MAC has underperformed SKT with an annualized return of -10.26%, while SKT has yielded a comparatively higher 3.80% annualized return.


MAC

YTD

-26.43%

1M

-20.09%

6M

-17.27%

1Y

-5.06%

5Y*

30.05%

10Y*

-10.26%

SKT

YTD

-9.60%

1M

-13.95%

6M

-6.92%

1Y

15.42%

5Y*

55.54%

10Y*

3.80%

*Annualized

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Macerich Company

Risk-Adjusted Performance

MAC vs. SKT — Risk-Adjusted Performance Rank

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

MAC
The Risk-Adjusted Performance Rank of MAC is 4545
Overall Rank
The Sharpe Ratio Rank of MAC is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of MAC is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MAC is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MAC is 5050
Calmar Ratio Rank
The Martin Ratio Rank of MAC is 4242
Martin Ratio Rank

SKT
The Risk-Adjusted Performance Rank of SKT is 7272
Overall Rank
The Sharpe Ratio Rank of SKT is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SKT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SKT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SKT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SKT is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MAC vs. SKT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Macerich Company (MAC) and Tanger Factory Outlet Centers, Inc. (SKT). 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.


The chart of Sharpe ratio for RPXIX, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.00
RPXIX: -0.13
MMLP: 0.23
The chart of Sortino ratio for RPXIX, currently valued at -0.02, compared to the broader market-6.00-4.00-2.000.002.004.00
RPXIX: -0.02
MMLP: 0.63
The chart of Omega ratio for RPXIX, currently valued at 1.00, compared to the broader market0.501.001.502.00
RPXIX: 1.00
MMLP: 1.09
The chart of Calmar ratio for RPXIX, currently valued at -0.08, compared to the broader market0.001.002.003.004.00
RPXIX: -0.08
MMLP: 0.10
The chart of Martin ratio for RPXIX, currently valued at -0.40, compared to the broader market-10.000.0010.0020.00
RPXIX: -0.40
MMLP: 1.06

The current MAC Sharpe Ratio is -0.17, which is lower than the SKT Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of MAC and SKT, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.13
0.23
RPXIX
MMLP

Dividends

MAC vs. SKT - Dividend Comparison

MAC's dividend yield for the trailing twelve months is around 4.68%, more than SKT's 3.59% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

MAC vs. SKT - Drawdown Comparison

The maximum MAC drawdown since its inception was -93.38%, which is greater than SKT's maximum drawdown of -87.32%. Use the drawdown chart below to compare losses from any high point for MAC and SKT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-32.73%
-86.51%
RPXIX
MMLP

Volatility

MAC vs. SKT - Volatility Comparison

The current volatility for Macerich Company (MAC) is NaN%, while Tanger Factory Outlet Centers, Inc. (SKT) has a volatility of NaN%. This indicates that MAC experiences smaller price fluctuations and is considered to be less risky than SKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.24%
13.98%
RPXIX
MMLP

Financials

MAC vs. SKT - Financials Comparison

This section allows you to compare key financial metrics between Macerich Company and Tanger Factory Outlet Centers, 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


100.00M150.00M200.00M250.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
273.68M
140.74M
(MAC) Total Revenue
(SKT) Total Revenue
Values in USD except per share items

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