SAFE vs. EPR
SAFE (Safehold Inc.) and EPR (EPR Properties) are both stocks. Both are in the Real Estate sector — SAFE in REIT - Diversified, EPR in REIT - Retail. Over the past 5 years, SAFE returned -26.22%/yr vs 9.67%/yr for EPR. At a 0.39 correlation, their price movements are largely independent.
Performance
SAFE vs. EPR - Performance Comparison
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Returns By Period
In the year-to-date period, SAFE achieves a 12.57% return, which is significantly lower than EPR's 21.91% return.
SAFE
- 1D
- -0.85%
- 1M
- 3.75%
- YTD
- 12.57%
- 6M
- 14.20%
- 1Y
- 4.11%
- 3Y*
- -8.45%
- 5Y*
- -26.22%
- 10Y*
- —
EPR
- 1D
- 1.96%
- 1M
- 1.50%
- YTD
- 21.91%
- 6M
- 23.79%
- 1Y
- 6.95%
- 3Y*
- 18.89%
- 5Y*
- 9.67%
- 10Y*
- 3.41%
SAFE vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAFE Safehold Inc. | 12.57% | -22.47% | -18.25% | -15.60% | -63.41% | 11.15% | 82.46% | 118.07% | 10.49% | -5.74% |
EPR EPR Properties | 21.91% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -8.55% |
Correlation
The correlation between SAFE and EPR is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2017 | 0.39 |
The correlation between SAFE and EPR shifts across timeframes, from 0.39 (all time) to 0.49 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SAFE:
$1.09B
EPR:
$4.53B
SAFE:
$1.59
EPR:
$3.55
SAFE:
9.59
EPR:
16.68
SAFE:
0.72
EPR:
0.36
SAFE:
2.78
EPR:
6.47
SAFE:
0.45
EPR:
1.96
SAFE:
$392.62M
EPR:
$700.22M
SAFE:
$382.95M
EPR:
$568.77M
SAFE:
$335.22M
EPR:
$582.57M
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Return for Risk
SAFE vs. EPR — Risk / Return Rank
SAFE
EPR
SAFE vs. EPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safehold Inc. (SAFE) 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.
| SAFE | EPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.07 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.36 | -0.18 |
| Martin ratioReturn relative to average drawdown | 0.40 | 0.71 | -0.31 |
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Drawdowns
SAFE vs. EPR - Drawdown Comparison
The maximum SAFE drawdown since its inception was -84.70%, roughly equal to the maximum EPR drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for SAFE and EPR.
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Drawdown Indicators
| SAFE | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.70% | -82.02% | -2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -22.90% | -19.51% | -3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -51.87% | -19.51% | -32.36% |
Max Drawdown (5Y)Largest decline over 5 years | -84.70% | -35.63% | -49.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.02% | — |
Current DrawdownCurrent decline from peak | -81.28% | -1.12% | -80.16% |
Average DrawdownAverage peak-to-trough decline | -40.14% | -16.57% | -23.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.32% | 9.82% | +0.50% |
Volatility
SAFE vs. EPR - Volatility Comparison
Safehold Inc. (SAFE) has a higher volatility of 9.23% compared to EPR Properties (EPR) at 6.40%. This indicates that SAFE'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.
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Volatility by Period
| SAFE | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.23% | 6.40% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 22.74% | 16.94% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.05% | 22.68% | +11.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.38% | 26.14% | +14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.99% | 42.48% | -1.49% |
Dividends
SAFE vs. EPR - Dividend Comparison
SAFE's dividend yield for the trailing twelve months is around 4.65%, less than EPR's 6.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 6.06% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
SAFE Safehold Inc. | 4.65% | 5.17% | 3.83% | 3.03% | 2.45% | 0.84% | 1.10% | 1.15% | 3.19% | 1.78% | 0.00% | 0.00% |
Financials
SAFE vs. EPR - Financials Comparison
This section allows you to compare key financial metrics between Safehold Inc. 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
SAFE vs. EPR - Profitability Comparison
SAFE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Safehold Inc. reported a gross profit of 102.90M and revenue of 104.75M. Therefore, the gross margin over that period was 98.2%.
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%.
SAFE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Safehold Inc. reported an operating income of 72.96M and revenue of 104.75M, resulting in an operating margin of 69.7%.
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%.
SAFE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Safehold Inc. reported a net income of 28.86M and revenue of 104.75M, resulting in a net margin of 27.6%.
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
SAFE and EPR have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAFE has higher volatility (9.23%) compared to EPR (6.40%). In terms of maximum drawdown, SAFE dropped -84.70% vs EPR's -82.02%.
EPR currently has the higher Sharpe Ratio (0.31 vs 0.12), 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.
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