RLJ vs. EPR
RLJ (RLJ Lodging Trust) and EPR (EPR Properties) are both stocks. Both are in the Real Estate sector — RLJ in REIT - Hotel & Motel, EPR in REIT - Retail. Over the past 10 years, RLJ returned -1.60%/yr vs 3.21%/yr for EPR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
RLJ vs. EPR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RLJ achieves a 55.59% return, which is significantly higher than EPR's 19.56% return. Over the past 10 years, RLJ has underperformed EPR with an annualized return of -1.60%, while EPR has yielded a comparatively higher 3.21% annualized return.
RLJ
- 1D
- -0.61%
- 1M
- 18.58%
- YTD
- 55.59%
- 6M
- 51.75%
- 1Y
- 71.26%
- 3Y*
- 11.59%
- 5Y*
- -2.33%
- 10Y*
- -1.60%
EPR
- 1D
- 0.92%
- 1M
- -0.46%
- YTD
- 19.56%
- 6M
- 20.05%
- 1Y
- 6.35%
- 3Y*
- 18.12%
- 5Y*
- 9.27%
- 10Y*
- 3.21%
RLJ vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RLJ RLJ Lodging Trust | 55.59% | -21.01% | -8.42% | 14.59% | -23.12% | -1.29% | -19.81% | 16.53% | -20.12% | -4.62% |
EPR EPR Properties | 19.56% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -3.41% |
Correlation
The correlation between RLJ and EPR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 11, 2011 | 0.52 |
The correlation between RLJ and EPR shifts across timeframes, from 0.33 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
RLJ:
$1.70B
EPR:
$4.44B
RLJ:
$0.17
EPR:
$3.55
RLJ:
68.39
EPR:
16.35
RLJ:
11.80
EPR:
0.35
RLJ:
1.25
EPR:
6.35
RLJ:
0.79
EPR:
1.92
RLJ:
$1.36B
EPR:
$700.22M
RLJ:
$19.43M
EPR:
$568.77M
RLJ:
$321.42M
EPR:
$582.57M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RLJ vs. EPR — Risk / Return Rank
RLJ
EPR
RLJ vs. EPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RLJ Lodging Trust (RLJ) and EPR Properties (EPR). 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.
| RLJ | EPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.07 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 4.90 | 0.33 | +4.58 |
| Martin ratioReturn relative to average drawdown | 13.02 | 0.65 | +12.37 |
Loading charts...
Drawdowns
RLJ vs. EPR - Drawdown Comparison
The maximum RLJ drawdown since its inception was -83.78%, roughly equal to the maximum EPR drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for RLJ and EPR.
Loading charts...
Drawdown Indicators
| RLJ | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.78% | -82.02% | -1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -19.51% | +4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -44.24% | -19.51% | -24.73% |
Max Drawdown (5Y)Largest decline over 5 years | -55.20% | -35.63% | -19.57% |
Max Drawdown (10Y)Largest decline over 10 years | -79.52% | -82.02% | +2.50% |
Current DrawdownCurrent decline from peak | -47.31% | -3.02% | -44.29% |
Average DrawdownAverage peak-to-trough decline | -35.37% | -16.57% | -18.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 9.82% | -4.33% |
Volatility
RLJ vs. EPR - Volatility Comparison
RLJ Lodging Trust (RLJ) has a higher volatility of 7.18% compared to EPR Properties (EPR) at 6.12%. This indicates that RLJ's price experiences larger fluctuations and is considered to be riskier than EPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RLJ | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 6.12% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 21.17% | 16.84% | +4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.82% | 22.65% | +6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.25% | 26.14% | +7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.14% | 42.48% | +0.66% |
Dividends
RLJ vs. EPR - Dividend Comparison
RLJ's dividend yield for the trailing twelve months is around 5.28%, less than EPR's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 6.18% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
RLJ RLJ Lodging Trust | 5.28% | 8.05% | 4.90% | 3.07% | 1.13% | 0.29% | 0.28% | 7.45% | 8.05% | 6.01% | 5.39% | 6.10% |
Financials
RLJ vs. EPR - Financials Comparison
This section allows you to compare key financial metrics between RLJ Lodging Trust and EPR Properties. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
RLJ vs. EPR - Profitability Comparison
RLJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RLJ Lodging Trust reported a gross profit of 114.98M and revenue of 339.98M. Therefore, the gross margin over that period was 33.8%.
EPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EPR Properties reported a gross profit of 180.96M and revenue of 181.25M. Therefore, the gross margin over that period was 99.8%.
RLJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RLJ Lodging Trust reported an operating income of 27.84M and revenue of 339.98M, resulting in an operating margin of 8.2%.
EPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EPR Properties reported an operating income of 100.62M and revenue of 181.25M, resulting in an operating margin of 55.5%.
RLJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RLJ Lodging Trust reported a net income of -349.00K and revenue of 339.98M, resulting in a net margin of -0.1%.
EPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EPR Properties reported a net income of 62.61M and revenue of 181.25M, resulting in a net margin of 34.5%.
Frequently Asked Questions
RLJ and EPR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RLJ has higher volatility (7.18%) compared to EPR (6.12%). In terms of maximum drawdown, RLJ dropped -83.78% vs EPR's -82.02%.
RLJ currently has the higher Sharpe Ratio (2.49 vs 0.28), 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.
Find the right allocation for RLJ and EPR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer