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NNN vs. MAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NNN and MAA is 0.55, 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.


-0.50.00.51.00.5

Performance

NNN vs. MAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Retail Properties, Inc. (NNN) and Mid-America Apartment Communities, Inc. (MAA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-3.09%
8.76%
NNN
MAA

Key characteristics

Sharpe Ratio

NNN:

-0.11

MAA:

0.78

Sortino Ratio

NNN:

-0.02

MAA:

1.25

Omega Ratio

NNN:

1.00

MAA:

1.14

Calmar Ratio

NNN:

-0.10

MAA:

0.37

Martin Ratio

NNN:

-0.34

MAA:

3.69

Ulcer Index

NNN:

5.47%

MAA:

4.25%

Daily Std Dev

NNN:

17.75%

MAA:

20.02%

Max Drawdown

NNN:

-56.17%

MAA:

-60.29%

Current Drawdown

NNN:

-18.40%

MAA:

-27.55%

Fundamentals

Market Cap

NNN:

$7.85B

MAA:

$18.72B

EPS

NNN:

$2.16

MAA:

$4.43

PE Ratio

NNN:

19.39

MAA:

35.23

PEG Ratio

NNN:

4.92

MAA:

10.19

Total Revenue (TTM)

NNN:

$867.02M

MAA:

$2.18B

Gross Profit (TTM)

NNN:

$651.12M

MAA:

$746.38M

EBITDA (TTM)

NNN:

$811.83M

MAA:

$1.29B

Returns By Period

In the year-to-date period, NNN achieves a -2.70% return, which is significantly lower than MAA's 15.96% return. Over the past 10 years, NNN has underperformed MAA with an annualized return of 4.66%, while MAA has yielded a comparatively higher 10.85% annualized return.


NNN

YTD

-2.70%

1M

-8.43%

6M

-3.09%

1Y

-1.44%

5Y*

-0.29%

10Y*

4.66%

MAA

YTD

15.96%

1M

-5.50%

6M

8.76%

1Y

18.00%

5Y*

6.47%

10Y*

10.85%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NNN vs. MAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Retail Properties, Inc. (NNN) and Mid-America Apartment Communities, Inc. (MAA). 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 NNN, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.110.78
The chart of Sortino ratio for NNN, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.021.25
The chart of Omega ratio for NNN, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.14
The chart of Calmar ratio for NNN, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.37
The chart of Martin ratio for NNN, currently valued at -0.34, compared to the broader market0.0010.0020.00-0.343.69
NNN
MAA

The current NNN Sharpe Ratio is -0.11, which is lower than the MAA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of NNN and MAA, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
0.78
NNN
MAA

Dividends

NNN vs. MAA - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 5.76%, more than MAA's 3.93% yield.


TTM20232022202120202019201820172016201520142013
NNN
National Retail Properties, Inc.
5.76%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%5.28%
MAA
Mid-America Apartment Communities, Inc.
3.93%4.16%2.98%2.25%3.16%2.91%3.86%3.46%3.35%3.39%3.91%4.58%

Drawdowns

NNN vs. MAA - Drawdown Comparison

The maximum NNN drawdown since its inception was -56.17%, smaller than the maximum MAA drawdown of -60.29%. Use the drawdown chart below to compare losses from any high point for NNN and MAA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.40%
-27.55%
NNN
MAA

Volatility

NNN vs. MAA - Volatility Comparison

The current volatility for National Retail Properties, Inc. (NNN) is 4.48%, while Mid-America Apartment Communities, Inc. (MAA) has a volatility of 4.90%. This indicates that NNN experiences smaller price fluctuations and is considered to be less risky than MAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.48%
4.90%
NNN
MAA

Financials

NNN vs. MAA - Financials Comparison

This section allows you to compare key financial metrics between National Retail Properties, Inc. and Mid-America Apartment Communities, 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


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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