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

Correlation

The correlation between SAMG and NNN is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SAMG vs. NNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silvercrest Asset Management Group Inc. (SAMG) and National Retail Properties, Inc. (NNN). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
133.03%
101.18%
SAMG
NNN

Key characteristics

Sharpe Ratio

SAMG:

0.24

NNN:

0.10

Sortino Ratio

SAMG:

0.58

NNN:

0.25

Omega Ratio

SAMG:

1.07

NNN:

1.03

Calmar Ratio

SAMG:

0.23

NNN:

0.10

Martin Ratio

SAMG:

0.87

NNN:

0.31

Ulcer Index

SAMG:

9.22%

NNN:

5.34%

Daily Std Dev

SAMG:

33.13%

NNN:

17.60%

Max Drawdown

SAMG:

-54.78%

NNN:

-56.17%

Current Drawdown

SAMG:

-16.97%

NNN:

-16.31%

Fundamentals

Market Cap

SAMG:

$173.37M

NNN:

$7.85B

EPS

SAMG:

$0.78

NNN:

$2.16

PE Ratio

SAMG:

23.50

NNN:

19.39

PEG Ratio

SAMG:

0.98

NNN:

4.92

Total Revenue (TTM)

SAMG:

$120.34M

NNN:

$867.02M

Gross Profit (TTM)

SAMG:

$42.69M

NNN:

$651.12M

EBITDA (TTM)

SAMG:

$19.29M

NNN:

$811.83M

Returns By Period

In the year-to-date period, SAMG achieves a 7.00% return, which is significantly higher than NNN's -0.21% return. Over the past 10 years, SAMG has outperformed NNN with an annualized return of 5.94%, while NNN has yielded a comparatively lower 5.02% annualized return.


SAMG

YTD

7.00%

1M

-4.08%

6M

18.83%

1Y

3.88%

5Y*

12.56%

10Y*

5.94%

NNN

YTD

-0.21%

1M

-4.90%

6M

-0.86%

1Y

0.63%

5Y*

0.21%

10Y*

5.02%

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Risk-Adjusted Performance

SAMG vs. NNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercrest Asset Management Group Inc. (SAMG) and National Retail Properties, Inc. (NNN). 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 SAMG, currently valued at 0.24, compared to the broader market-4.00-2.000.002.000.240.10
The chart of Sortino ratio for SAMG, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.580.25
The chart of Omega ratio for SAMG, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.03
The chart of Calmar ratio for SAMG, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.10
The chart of Martin ratio for SAMG, currently valued at 0.87, compared to the broader market0.0010.0020.000.870.31
SAMG
NNN

The current SAMG Sharpe Ratio is 0.24, which is higher than the NNN Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of SAMG and NNN, 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
0.24
0.10
SAMG
NNN

Dividends

SAMG vs. NNN - Dividend Comparison

SAMG's dividend yield for the trailing twelve months is around 4.49%, less than NNN's 5.61% yield.


TTM20232022202120202019201820172016201520142013
SAMG
Silvercrest Asset Management Group Inc.
4.49%4.35%3.73%3.84%4.61%4.77%4.23%2.99%3.65%5.05%3.07%0.70%
NNN
National Retail Properties, Inc.
5.61%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%5.28%

Drawdowns

SAMG vs. NNN - Drawdown Comparison

The maximum SAMG drawdown since its inception was -54.78%, roughly equal to the maximum NNN drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for SAMG and NNN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.97%
-16.31%
SAMG
NNN

Volatility

SAMG vs. NNN - Volatility Comparison

Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 9.94% compared to National Retail Properties, Inc. (NNN) at 4.20%. This indicates that SAMG's price experiences larger fluctuations and is considered to be riskier than NNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.94%
4.20%
SAMG
NNN

Financials

SAMG vs. NNN - Financials Comparison

This section allows you to compare key financial metrics between Silvercrest Asset Management Group Inc. and National Retail Properties, 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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