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NNN vs. WPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NNN vs. WPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NNN REIT, Inc. (NNN) and W. P. Carey Inc. (WPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NNN achieves a 24.96% return, which is significantly higher than WPC's 18.21% return. Over the past 10 years, NNN has underperformed WPC with an annualized return of 3.86%, while WPC has yielded a comparatively higher 6.82% annualized return.


NNN

1D
-1.45%
1M
3.46%
6M
18.42%
YTD
24.96%
1Y
21.11%
3Y*
9.63%
5Y*
4.89%
10Y*
3.86%
ALL TIME*
13.07%

WPC

1D
-0.84%
1M
3.61%
6M
9.99%
YTD
18.21%
1Y
22.84%
3Y*
10.97%
5Y*
5.01%
10Y*
6.82%
ALL TIME*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$63.73M$70.01M$80.91M
$108.98M$110.31M$112.18M

NNN vs. WPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NNN
NNN REIT, Inc.
24.96%2.81%-0.06%-0.60%-0.01%23.08%-19.29%14.78%17.82%2.00%
WPC
W. P. Carey Inc.
18.21%24.99%-10.59%-7.93%0.47%22.88%-5.99%28.84%1.08%25.68%

Correlation

The correlation between NNN and WPC is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.74

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 21, 1998

0.45

Over the past year, NNN and WPC have become more correlated (0.75) than their long-term average of 0.45, meaning their price movements have been converging.

Fundamentals

Market Cap

NNN:

$9.16B

WPC:

$16.50B

EPS

NNN:

$2.05

WPC:

$2.92

PE Ratio

NNN:

23.50

WPC:

25.35

PEG Ratio

NNN:

2.66

WPC:

13.55

PS Ratio

NNN:

9.72

WPC:

10.61

PB Ratio

NNN:

2.08

WPC:

1.94

Total Revenue (TTM)

NNN:

$935.78M

WPC:

$1.56B

Gross Profit (TTM)

NNN:

$761.54M

WPC:

$971.12M

EBITDA (TTM)

NNN:

$870.06M

WPC:

$1.36B

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Return for Risk

NNN vs. WPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NNN
NNN Risk / Return Rank: 8080
Overall Rank
NNN Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NNN Sortino Ratio Rank: 7777
Sortino Ratio Rank
NNN Omega Ratio Rank: 7575
Omega Ratio Rank
NNN Calmar Ratio Rank: 8484
Calmar Ratio Rank
NNN Martin Ratio Rank: 8383
Martin Ratio Rank

WPC
WPC Risk / Return Rank: 8282
Overall Rank
WPC Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WPC Sortino Ratio Rank: 7878
Sortino Ratio Rank
WPC Omega Ratio Rank: 7878
Omega Ratio Rank
WPC Calmar Ratio Rank: 8484
Calmar Ratio Rank
WPC Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NNN vs. WPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NNN REIT, Inc. (NNN) and W. P. Carey Inc. (WPC). 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.


NNNWPCDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

2.47

2.36

+0.10

Martin ratioReturn relative to average drawdown

5.89

6.54

-0.66

NNN vs. WPC - Sharpe Ratio Comparison

The current NNN Sharpe Ratio is 1.24, which is comparable to the WPC Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of NNN and WPC, 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

NNN vs. WPC - Drawdown Comparison

The maximum NNN drawdown since its inception was -56.17%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for NNN and WPC.


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Drawdown Indicators


NNNWPCDifference

Max Drawdown

Largest peak-to-trough decline

-56.17%

-52.45%

-3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-9.71%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-22.03%

-20.83%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-36.81%

+11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-54.99%

-52.45%

-2.54%

Current Drawdown

Current decline from peak

-2.92%

-3.40%

+0.48%

Average Drawdown

Average peak-to-trough decline

-9.78%

-10.23%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.50%

+0.10%

Volatility

NNN vs. WPC - Volatility Comparison

NNN REIT, Inc. (NNN) and W. P. Carey Inc. (WPC) have volatilities of 5.79% and 5.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NNNWPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

5.92%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

13.39%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

17.18%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

20.86%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.12%

25.89%

+2.23%

Dividends

NNN vs. WPC - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 4.99%, which matches WPC's 4.99% yield.


PositionTTM20252024202320222021202020192018201720162015
NNN
NNN REIT, Inc.
4.99%5.96%5.61%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%
WPC
W. P. Carey Inc.
4.99%5.62%6.41%7.93%5.43%5.12%5.91%5.17%6.26%7.26%6.65%6.48%

Financials

NNN vs. WPC - Financials Comparison

This section allows you to compare key financial metrics between NNN REIT, Inc. and W. P. Carey 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

Frequently Asked Questions


NNN and WPC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WPC has higher volatility (5.92%) compared to NNN (5.79%). In terms of maximum drawdown, NNN dropped -56.17% vs WPC's -52.45%.

WPC currently has the higher Sharpe Ratio (1.34 vs 1.24), 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

Find the right allocation for NNN and WPC

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