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SLG vs. KRC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SLG vs. KRC - Performance Comparison

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

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Returns By Period

In the year-to-date period, SLG achieves a 18.80% return, which is significantly higher than KRC's 7.42% return. Over the past 10 years, SLG has underperformed KRC with an annualized return of -2.74%, while KRC has yielded a comparatively higher -1.76% annualized return.


SLG

1D
-1.27%
1M
-0.92%
6M
21.69%
YTD
18.80%
1Y
-0.37%
3Y*
19.45%
5Y*
-0.86%
10Y*
-2.74%
ALL TIME*
6.92%

KRC

1D
-1.82%
1M
-1.27%
6M
16.42%
YTD
7.42%
1Y
12.83%
3Y*
9.89%
5Y*
-5.86%
10Y*
-1.76%
ALL TIME*
6.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$61.04M$52.15M$57.02M
$66.86M$56.34M$55.63M

SLG vs. KRC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLG
SL Green Realty Corp.
18.80%-29.03%58.26%48.75%-50.94%22.86%-29.14%20.96%-18.80%-3.25%
KRC
Kilroy Realty Corporation
7.42%-2.00%7.81%10.09%-39.25%19.30%-29.18%36.76%-13.54%4.28%

Correlation

The correlation between SLG and KRC is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.75

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Aug 15, 1997

0.67

The correlation between SLG and KRC shifts across timeframes, from 0.67 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SLG:

$3.76B

KRC:

$4.52B

EPS

SLG:

-$2.29

KRC:

$1.35

PS Ratio

SLG:

3.85

KRC:

4.20

Total Revenue (TTM)

SLG:

$1.04B

KRC:

$1.09B

Gross Profit (TTM)

SLG:

$530.86M

KRC:

$734.30M

EBITDA (TTM)

SLG:

$492.41M

KRC:

$564.15M

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Return for Risk

SLG vs. KRC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SLG
SLG Risk / Return Rank: 4040
Overall Rank
SLG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SLG Sortino Ratio Rank: 3737
Sortino Ratio Rank
SLG Omega Ratio Rank: 3737
Omega Ratio Rank
SLG Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLG Martin Ratio Rank: 4343
Martin Ratio Rank

KRC
KRC Risk / Return Rank: 5555
Overall Rank
KRC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
KRC Sortino Ratio Rank: 5353
Sortino Ratio Rank
KRC Omega Ratio Rank: 5252
Omega Ratio Rank
KRC Calmar Ratio Rank: 5454
Calmar Ratio Rank
KRC Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SLG vs. KRC - Risk-Adjusted Trends Comparison

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


SLGKRCDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.02

1.09

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.07

0.34

-0.40

Martin ratioReturn relative to average drawdown

-0.11

0.70

-0.81

SLG vs. KRC - Sharpe Ratio Comparison

The current SLG Sharpe Ratio is -0.08, which is lower than the KRC Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SLG and KRC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SLG vs. KRC - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.02%, which is greater than KRC's maximum drawdown of -81.27%. Use the drawdown chart below to compare losses from any high point for SLG and KRC.


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Drawdown Indicators


SLGKRCDifference

Max Drawdown

Largest peak-to-trough decline

-94.02%

-81.27%

-12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-35.32%

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-53.91%

-35.32%

-18.59%

Max Drawdown (5Y)

Largest decline over 5 years

-74.27%

-64.91%

-9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-77.70%

-66.55%

-11.15%

Current Drawdown

Current decline from peak

-31.98%

-39.06%

+7.08%

Average Drawdown

Average peak-to-trough decline

-27.47%

-23.50%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.27%

16.93%

+10.34%

Volatility

SLG vs. KRC - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 11.09% compared to Kilroy Realty Corporation (KRC) at 6.27%. This indicates that SLG's price experiences larger fluctuations and is considered to be riskier than KRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLGKRCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.09%

6.27%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

29.37%

23.18%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

38.11%

28.10%

+10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.68%

34.06%

+9.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.39%

31.65%

+10.74%

Dividends

SLG vs. KRC - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 4.28%, less than KRC's 5.56% yield.


PositionTTM20252024202320222021202020192018201720162015
KRC
Kilroy Realty Corporation
5.56%5.78%5.34%5.42%5.48%3.07%3.43%2.28%2.85%2.21%4.61%2.21%
SLG
SL Green Realty Corp.
4.28%6.18%4.43%7.15%10.94%5.09%7.81%3.74%4.16%3.11%2.73%2.23%

Financials

SLG vs. KRC - Financials Comparison

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

Frequently Asked Questions


SLG and KRC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLG has higher volatility (11.09%) compared to KRC (6.27%). In terms of maximum drawdown, SLG dropped -94.02% vs KRC's -81.27%.

KRC currently has the higher Sharpe Ratio (0.42 vs -0.08), 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.

Portfolio Optimizer

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