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SLG vs. EPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLG and EPR is 0.46, 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.


Performance

SLG vs. EPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SL Green Realty Corp. (SLG) and EPR Properties (EPR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SLG:

0.44

EPR:

1.65

Sortino Ratio

SLG:

0.73

EPR:

2.19

Omega Ratio

SLG:

1.09

EPR:

1.29

Calmar Ratio

SLG:

0.31

EPR:

1.01

Martin Ratio

SLG:

0.77

EPR:

6.36

Ulcer Index

SLG:

16.46%

EPR:

5.48%

Daily Std Dev

SLG:

36.42%

EPR:

22.13%

Max Drawdown

SLG:

-94.02%

EPR:

-82.02%

Current Drawdown

SLG:

-26.39%

EPR:

-4.59%

Fundamentals

Market Cap

SLG:

$4.41B

EPR:

$4.08B

EPS

SLG:

-$0.42

EPR:

$1.63

PEG Ratio

SLG:

0.95

EPR:

2.93

PS Ratio

SLG:

6.80

EPR:

5.86

PB Ratio

SLG:

1.14

EPR:

1.71

Total Revenue (TTM)

SLG:

$938.24M

EPR:

$649.20M

Gross Profit (TTM)

SLG:

$521.83M

EPR:

$589.80M

EBITDA (TTM)

SLG:

$426.66M

EPR:

$442.56M

Returns By Period

In the year-to-date period, SLG achieves a -11.89% return, which is significantly lower than EPR's 25.20% return. Over the past 10 years, SLG has underperformed EPR with an annualized return of -2.02%, while EPR has yielded a comparatively higher 5.27% annualized return.


SLG

YTD

-11.89%

1M

13.00%

6M

-20.32%

1Y

16.07%

5Y*

17.05%

10Y*

-2.02%

EPR

YTD

25.20%

1M

12.34%

6M

26.77%

1Y

36.28%

5Y*

23.49%

10Y*

5.27%

*Annualized

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Risk-Adjusted Performance

SLG vs. EPR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLG
The Risk-Adjusted Performance Rank of SLG is 6262
Overall Rank
The Sharpe Ratio Rank of SLG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SLG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SLG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SLG is 6161
Martin Ratio Rank

EPR
The Risk-Adjusted Performance Rank of EPR is 8888
Overall Rank
The Sharpe Ratio Rank of EPR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EPR is 8888
Sortino Ratio Rank
The Omega Ratio Rank of EPR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of EPR is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EPR is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLG vs. EPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) 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.


The current SLG Sharpe Ratio is 0.44, which is lower than the EPR Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SLG and EPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SLG vs. EPR - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 5.17%, less than EPR's 6.35% yield.


TTM20242023202220212020201920182017201620152014
SLG
SL Green Realty Corp.
5.17%4.43%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%
EPR
EPR Properties
6.35%7.68%6.81%8.62%3.16%4.66%6.37%6.75%6.23%5.35%6.22%5.93%

Drawdowns

SLG vs. EPR - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.02%, which is greater than EPR's maximum drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for SLG and EPR. For additional features, visit the drawdowns tool.


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Volatility

SLG vs. EPR - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 10.18% compared to EPR Properties (EPR) at 5.11%. This indicates that SLG'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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Financials

SLG vs. EPR - Financials Comparison

This section allows you to compare key financial metrics between SL Green Realty Corp. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M150.00M200.00M250.00M300.00M20212022202320242025
239.85M
163.40M
(SLG) Total Revenue
(EPR) Total Revenue
Values in USD except per share items

SLG vs. EPR - Profitability Comparison

The chart below illustrates the profitability comparison between SL Green Realty Corp. and EPR Properties over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
49.5%
90.7%
(SLG) Gross Margin
(EPR) Gross Margin
SLG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SL Green Realty Corp. reported a gross profit of 118.74M and revenue of 239.85M. Therefore, the gross margin over that period was 49.5%.

EPR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EPR Properties reported a gross profit of 148.23M and revenue of 163.40M. Therefore, the gross margin over that period was 90.7%.

SLG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SL Green Realty Corp. reported an operating income of 49.01M and revenue of 239.85M, resulting in an operating margin of 20.4%.

EPR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EPR Properties reported an operating income of 101.61M and revenue of 163.40M, resulting in an operating margin of 62.2%.

SLG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SL Green Realty Corp. reported a net income of -15.18M and revenue of 239.85M, resulting in a net margin of -6.3%.

EPR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EPR Properties reported a net income of 65.80M and revenue of 163.40M, resulting in a net margin of 40.3%.