PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NSA vs. EXR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NSA and EXR is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

NSA vs. EXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Storage Affiliates Trust (NSA) and Extra Space Storage Inc. (EXR). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
351.59%
210.30%
NSA
EXR

Key characteristics

Sharpe Ratio

NSA:

-0.05

EXR:

0.02

Sortino Ratio

NSA:

0.12

EXR:

0.21

Omega Ratio

NSA:

1.02

EXR:

1.03

Calmar Ratio

NSA:

-0.03

EXR:

0.02

Martin Ratio

NSA:

-0.12

EXR:

0.06

Ulcer Index

NSA:

10.18%

EXR:

9.50%

Daily Std Dev

NSA:

26.87%

EXR:

25.51%

Max Drawdown

NSA:

-55.05%

EXR:

-71.35%

Current Drawdown

NSA:

-35.86%

EXR:

-26.95%

Fundamentals

Market Cap

NSA:

$6.05B

EXR:

$34.07B

EPS

NSA:

$1.74

EXR:

$3.75

PE Ratio

NSA:

23.64

EXR:

41.20

PEG Ratio

NSA:

3.14

EXR:

4.82

Total Revenue (TTM)

NSA:

$795.63M

EXR:

$3.23B

Gross Profit (TTM)

NSA:

$485.15M

EXR:

$2.16B

EBITDA (TTM)

NSA:

$508.02M

EXR:

$2.20B

Returns By Period

In the year-to-date period, NSA achieves a -3.71% return, which is significantly higher than EXR's -4.50% return.


NSA

YTD

-3.71%

1M

-12.63%

6M

-8.14%

1Y

-2.05%

5Y*

7.88%

10Y*

N/A

EXR

YTD

-4.50%

1M

-10.01%

6M

-5.69%

1Y

-1.91%

5Y*

11.04%

10Y*

13.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NSA vs. EXR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for National Storage Affiliates Trust (NSA) and Extra Space Storage Inc. (EXR). 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 NSA, currently valued at -0.05, compared to the broader market-4.00-2.000.002.00-0.050.02
The chart of Sortino ratio for NSA, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.120.21
The chart of Omega ratio for NSA, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.03
The chart of Calmar ratio for NSA, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.030.02
The chart of Martin ratio for NSA, currently valued at -0.12, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.120.06
NSA
EXR

The current NSA Sharpe Ratio is -0.05, which is lower than the EXR Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of NSA and EXR, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
0.02
NSA
EXR

Dividends

NSA vs. EXR - Dividend Comparison

NSA's dividend yield for the trailing twelve months is around 5.95%, more than EXR's 4.41% yield.


TTM20232022202120202019201820172016201520142013
NSA
National Storage Affiliates Trust
5.95%5.38%5.95%2.30%3.75%3.78%4.38%3.82%3.99%3.15%0.00%0.00%
EXR
Extra Space Storage Inc.
4.41%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%3.09%3.44%

Drawdowns

NSA vs. EXR - Drawdown Comparison

The maximum NSA drawdown since its inception was -55.05%, smaller than the maximum EXR drawdown of -71.35%. Use the drawdown chart below to compare losses from any high point for NSA and EXR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-35.86%
-26.95%
NSA
EXR

Volatility

NSA vs. EXR - Volatility Comparison

National Storage Affiliates Trust (NSA) and Extra Space Storage Inc. (EXR) have volatilities of 8.33% and 7.97%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.33%
7.97%
NSA
EXR

Financials

NSA vs. EXR - Financials Comparison

This section allows you to compare key financial metrics between National Storage Affiliates Trust and Extra Space Storage 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab