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

Performance

SLG vs. STAG - Performance Comparison

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

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SLG vs. STAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLG
SL Green Realty Corp.
-18.06%-29.03%58.26%48.75%-50.94%22.86%-29.14%20.96%-18.80%-3.25%
STAG
STAG Industrial, Inc.
-0.84%13.30%-10.34%26.73%-29.66%59.10%4.18%33.20%-3.81%20.68%

Fundamentals

Market Cap

SLG:

$2.60B

STAG:

$6.79B

EPS

SLG:

-$1.22

STAG:

$1.46

PS Ratio

SLG:

2.67

STAG:

7.99

PB Ratio

SLG:

0.75

STAG:

1.89

Total Revenue (TTM)

SLG:

$1.00B

STAG:

$845.18M

Gross Profit (TTM)

SLG:

$341.79M

STAG:

$498.04M

EBITDA (TTM)

SLG:

$409.72M

STAG:

$595.40M

Returns By Period

In the year-to-date period, SLG achieves a -18.06% return, which is significantly lower than STAG's -0.84% return. Over the past 10 years, SLG has underperformed STAG with an annualized return of -4.49%, while STAG has yielded a comparatively higher 11.00% annualized return.


SLG

1D
4.76%
1M
2.00%
YTD
-18.06%
6M
-36.49%
1Y
-32.38%
3Y*
24.11%
5Y*
-7.16%
10Y*
-4.49%

STAG

1D
1.00%
1M
-7.06%
YTD
-0.84%
6M
4.30%
1Y
4.09%
3Y*
6.46%
5Y*
5.06%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SLG vs. STAG — Risk / Return Rank

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

SLG
SLG Risk / Return Rank: 1212
Overall Rank
SLG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SLG Sortino Ratio Rank: 1010
Sortino Ratio Rank
SLG Omega Ratio Rank: 1212
Omega Ratio Rank
SLG Calmar Ratio Rank: 1717
Calmar Ratio Rank
SLG Martin Ratio Rank: 1313
Martin Ratio Rank

STAG
STAG Risk / Return Rank: 4747
Overall Rank
STAG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
STAG Sortino Ratio Rank: 4141
Sortino Ratio Rank
STAG Omega Ratio Rank: 4040
Omega Ratio Rank
STAG Calmar Ratio Rank: 5151
Calmar Ratio Rank
STAG Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLG vs. STAG - Risk-Adjusted Trends Comparison

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


SLGSTAGDifference

Sharpe ratio

Return per unit of total volatility

-0.83

0.18

-1.01

Sortino ratio

Return per unit of downside risk

-1.07

0.40

-1.48

Omega ratio

Gain probability vs. loss probability

0.88

1.05

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.70

0.35

-1.06

Martin ratio

Return relative to average drawdown

-1.40

1.29

-2.68

SLG vs. STAG - Sharpe Ratio Comparison

The current SLG Sharpe Ratio is -0.83, which is lower than the STAG Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SLG and STAG, 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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Sharpe Ratios by Period


SLGSTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

0.18

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.22

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.42

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.51

-0.38

Correlation

The correlation between SLG and STAG is 0.51, 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.


Dividends

SLG vs. STAG - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 7.25%, more than STAG's 4.17% yield.


TTM20252024202320222021202020192018201720162015
SLG
SL Green Realty Corp.
7.25%6.18%4.43%7.15%10.94%5.09%7.81%3.74%4.16%3.11%2.73%2.23%
STAG
STAG Industrial, Inc.
4.17%4.05%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%

Drawdowns

SLG vs. STAG - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.02%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for SLG and STAG.


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Drawdown Indicators


SLGSTAGDifference

Max Drawdown

Largest peak-to-trough decline

-94.02%

-45.08%

-48.94%

Max Drawdown (1Y)

Largest decline over 1 year

-45.40%

-16.97%

-28.43%

Max Drawdown (5Y)

Largest decline over 5 years

-74.47%

-42.22%

-32.25%

Max Drawdown (10Y)

Largest decline over 10 years

-77.70%

-45.08%

-32.62%

Current Drawdown

Current decline from peak

-53.08%

-10.20%

-42.88%

Average Drawdown

Average peak-to-trough decline

-27.32%

-10.58%

-16.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.87%

4.67%

+18.20%

Volatility

SLG vs. STAG - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 13.78% compared to STAG Industrial, Inc. (STAG) at 4.95%. This indicates that SLG's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLGSTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.78%

4.95%

+8.83%

Volatility (6M)

Calculated over the trailing 6-month period

27.42%

12.77%

+14.65%

Volatility (1Y)

Calculated over the trailing 1-year period

39.32%

23.06%

+16.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.32%

23.44%

+19.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.00%

26.16%

+15.84%

Financials

SLG vs. STAG - Financials Comparison

This section allows you to compare key financial metrics between SL Green Realty Corp. and STAG Industrial, 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


-50.00M0.0050.00M100.00M150.00M200.00M250.00M300.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
298.07M
220.90M
(SLG) Total Revenue
(STAG) Total Revenue
Values in USD except per share items