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

Correlation

The correlation between NNN and WPC is 0.44, 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.


-0.50.00.51.00.4

Performance

NNN vs. WPC - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-3.08%
0.38%
NNN
WPC

Key characteristics

Sharpe Ratio

NNN:

-0.11

WPC:

-0.48

Sortino Ratio

NNN:

-0.02

WPC:

-0.54

Omega Ratio

NNN:

1.00

WPC:

0.94

Calmar Ratio

NNN:

-0.10

WPC:

-0.31

Martin Ratio

NNN:

-0.34

WPC:

-0.82

Ulcer Index

NNN:

5.47%

WPC:

12.27%

Daily Std Dev

NNN:

17.75%

WPC:

20.99%

Max Drawdown

NNN:

-56.17%

WPC:

-52.45%

Current Drawdown

NNN:

-18.40%

WPC:

-28.93%

Fundamentals

Market Cap

NNN:

$7.85B

WPC:

$12.33B

EPS

NNN:

$2.16

WPC:

$2.53

PE Ratio

NNN:

19.39

WPC:

22.28

PEG Ratio

NNN:

4.92

WPC:

0.00

Total Revenue (TTM)

NNN:

$867.02M

WPC:

$1.56B

Gross Profit (TTM)

NNN:

$651.12M

WPC:

$949.87M

EBITDA (TTM)

NNN:

$811.83M

WPC:

$1.37B

Returns By Period

In the year-to-date period, NNN achieves a -2.70% return, which is significantly higher than WPC's -12.46% return. Over the past 10 years, NNN has outperformed WPC with an annualized return of 4.66%, while WPC has yielded a comparatively lower 3.44% annualized return.


NNN

YTD

-2.70%

1M

-8.43%

6M

-3.09%

1Y

-1.44%

5Y*

-0.29%

10Y*

4.66%

WPC

YTD

-12.46%

1M

-3.59%

6M

1.14%

1Y

-10.90%

5Y*

-1.10%

10Y*

3.44%

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Risk-Adjusted Performance

NNN vs. WPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Retail Properties, 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.


Sharpe ratio
The chart of Sharpe ratio for NNN, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11-0.52
The chart of Sortino ratio for NNN, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.02-0.60
The chart of Omega ratio for NNN, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.93
The chart of Calmar ratio for NNN, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10-0.34
The chart of Martin ratio for NNN, currently valued at -0.34, compared to the broader market0.0010.0020.00-0.34-0.89
NNN
WPC

The current NNN Sharpe Ratio is -0.11, which is higher than the WPC Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of NNN and WPC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
-0.52
NNN
WPC

Dividends

NNN vs. WPC - Dividend Comparison

NNN's dividend yield for the trailing twelve months is around 5.76%, less than WPC's 6.40% 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%
WPC
W. P. Carey Inc.
6.40%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%5.71%

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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.40%
-28.93%
NNN
WPC

Volatility

NNN vs. WPC - Volatility Comparison

The current volatility for National Retail Properties, Inc. (NNN) is 4.48%, while W. P. Carey Inc. (WPC) has a volatility of 5.67%. This indicates that NNN experiences smaller price fluctuations and is considered to be less risky than WPC 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%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.48%
5.67%
NNN
WPC

Financials

NNN vs. WPC - Financials Comparison

This section allows you to compare key financial metrics between National Retail Properties, 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
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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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