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MAC vs. SKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, MAC achieves a 32.30% return, which is significantly higher than SKT's 19.85% return. Over the past 10 years, MAC has underperformed SKT with an annualized return of -6.53%, while SKT has yielded a comparatively higher 5.95% annualized return.


MAC

1D
1.74%
1M
9.16%
YTD
32.30%
6M
30.82%
1Y
56.16%
3Y*
37.73%
5Y*
10.53%
10Y*
-6.53%

SKT

1D
0.43%
1M
10.70%
YTD
19.85%
6M
16.46%
1Y
35.68%
3Y*
29.04%
5Y*
21.94%
10Y*
5.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAC vs. SKT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAC
Macerich Company
32.30%-3.72%34.48%45.69%-31.57%68.49%-56.69%-32.18%-30.56%-2.81%
SKT
Tanger Factory Outlet Centers, Inc.
19.85%1.39%27.71%62.06%2.68%101.59%-27.28%-21.33%-18.99%-22.30%

Correlation

The correlation between MAC and SKT is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 10, 1994

0.58

The correlation between MAC and SKT shifts across timeframes, from 0.58 (all time) to 0.71 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MAC:

-$0.72

SKT:

$1.44

PS Ratio

MAC:

6.09

SKT:

5.65

Total Revenue (TTM)

MAC:

$1.01B

SKT:

$596.62M

Gross Profit (TTM)

MAC:

$483.14M

SKT:

$334.96M

EBITDA (TTM)

MAC:

$669.55M

SKT:

$387.37M

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Return for Risk

MAC vs. SKT — Risk / Return Rank

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

MAC
MAC Risk / Return Rank: 8686
Overall Rank
MAC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MAC Sortino Ratio Rank: 8282
Sortino Ratio Rank
MAC Omega Ratio Rank: 8080
Omega Ratio Rank
MAC Calmar Ratio Rank: 9090
Calmar Ratio Rank
MAC Martin Ratio Rank: 9090
Martin Ratio Rank

SKT
SKT Risk / Return Rank: 8484
Overall Rank
SKT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SKT Sortino Ratio Rank: 8484
Sortino Ratio Rank
SKT Omega Ratio Rank: 7979
Omega Ratio Rank
SKT Calmar Ratio Rank: 8686
Calmar Ratio Rank
SKT Martin Ratio Rank: 8686
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.

MAC vs. SKT - Risk-Adjusted Trends 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.

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.


MACSKTDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.29

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

4.41

3.47

+0.94

Martin ratioReturn relative to average drawdown

11.51

8.75

+2.76

MAC vs. SKT - Sharpe Ratio Comparison

The current MAC Sharpe Ratio is 1.82, which is comparable to the SKT Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of MAC and SKT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MAC vs. SKT - Drawdown Comparison

The maximum MAC drawdown since its inception was -93.29%, 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.


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Drawdown Indicators


MACSKTDifference

Max Drawdown

Largest peak-to-trough decline

-93.29%

-87.32%

-5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-10.34%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-39.56%

-20.96%

-18.60%

Max Drawdown (5Y)

Largest decline over 5 years

-63.71%

-31.16%

-32.55%

Max Drawdown (10Y)

Largest decline over 10 years

-92.91%

-87.32%

-5.59%

Current Drawdown

Current decline from peak

-54.14%

-3.23%

-50.91%

Average Drawdown

Average peak-to-trough decline

-29.58%

-16.31%

-13.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

4.09%

+0.80%

Volatility

MAC vs. SKT - Volatility Comparison

Macerich Company (MAC) has a higher volatility of 10.40% compared to Tanger Factory Outlet Centers, Inc. (SKT) at 9.24%. This indicates that MAC's price experiences larger fluctuations and is considered to be riskier than SKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MACSKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

9.24%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

22.26%

16.21%

+6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

31.13%

22.23%

+8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.16%

31.07%

+10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.84%

42.41%

+6.43%

Dividends

MAC vs. SKT - Dividend Comparison

MAC's dividend yield for the trailing twelve months is around 2.83%, less than SKT's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
MAC
Macerich Company
2.83%3.68%3.41%4.41%5.51%3.47%10.78%11.14%6.86%4.37%3.88%5.74%
SKT
Tanger Factory Outlet Centers, Inc.
3.03%3.45%3.18%3.50%8.93%3.71%7.15%9.61%6.89%5.10%3.52%3.99%

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


100.00M150.00M200.00M250.00M20222023202420252026
241.54M
150.42M
(MAC) Total Revenue
(SKT) Total Revenue
Values in USD except per share items

MAC vs. SKT - Profitability Comparison

The chart below illustrates the profitability comparison between Macerich Company and Tanger Factory Outlet Centers, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
94.3%
68.9%
Portfolio components
MAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Macerich Company reported a gross profit of 227.73M and revenue of 241.54M. Therefore, the gross margin over that period was 94.3%.

SKT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tanger Factory Outlet Centers, Inc. reported a gross profit of 103.68M and revenue of 150.42M. Therefore, the gross margin over that period was 68.9%.

MAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Macerich Company reported an operating income of 158.29M and revenue of 241.54M, resulting in an operating margin of 65.5%.

SKT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tanger Factory Outlet Centers, Inc. reported an operating income of 83.60M and revenue of 150.42M, resulting in an operating margin of 55.6%.

MAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Macerich Company reported a net income of -36.35M and revenue of 241.54M, resulting in a net margin of -15.1%.

SKT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tanger Factory Outlet Centers, Inc. reported a net income of 28.26M and revenue of 150.42M, resulting in a net margin of 18.8%.


Frequently Asked Questions


MAC and SKT have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAC has higher volatility (10.40%) compared to SKT (9.24%). In terms of maximum drawdown, MAC dropped -93.29% vs SKT's -87.32%.

MAC currently has the higher Sharpe Ratio (1.82 vs 1.62), 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.

Portfolio Optimizer

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