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

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.


-0.50.00.51.00.5

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.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.47%
-2.79%
SLG
STAG

Key characteristics

Sharpe Ratio

SLG:

1.56

STAG:

-0.41

Sortino Ratio

SLG:

2.15

STAG:

-0.47

Omega Ratio

SLG:

1.26

STAG:

0.95

Calmar Ratio

SLG:

1.17

STAG:

-0.37

Martin Ratio

SLG:

11.54

STAG:

-1.15

Ulcer Index

SLG:

5.11%

STAG:

7.08%

Daily Std Dev

SLG:

37.71%

STAG:

19.68%

Max Drawdown

SLG:

-94.02%

STAG:

-45.08%

Current Drawdown

SLG:

-15.02%

STAG:

-20.39%

Fundamentals

Market Cap

SLG:

$5.34B

STAG:

$6.58B

EPS

SLG:

-$2.55

STAG:

$0.99

PEG Ratio

SLG:

0.95

STAG:

-402.43

Total Revenue (TTM)

SLG:

$866.45M

STAG:

$751.37M

Gross Profit (TTM)

SLG:

$428.29M

STAG:

$382.24M

EBITDA (TTM)

SLG:

$169.66M

STAG:

$574.17M

Returns By Period

In the year-to-date period, SLG achieves a 60.99% return, which is significantly higher than STAG's -10.69% return. Over the past 10 years, SLG has underperformed STAG with an annualized return of -0.69%, while STAG has yielded a comparatively higher 8.39% annualized return.


SLG

YTD

60.99%

1M

-10.34%

6M

25.66%

1Y

58.97%

5Y*

1.59%

10Y*

-0.69%

STAG

YTD

-10.69%

1M

-6.60%

6M

-2.49%

1Y

-8.15%

5Y*

5.91%

10Y*

8.39%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SLG vs. STAG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SLG, currently valued at 1.56, compared to the broader market-4.00-2.000.002.001.56-0.41
The chart of Sortino ratio for SLG, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.15-0.47
The chart of Omega ratio for SLG, currently valued at 1.26, compared to the broader market0.501.001.502.001.260.95
The chart of Calmar ratio for SLG, currently valued at 1.17, compared to the broader market0.002.004.006.001.17-0.37
The chart of Martin ratio for SLG, currently valued at 11.54, compared to the broader market0.0010.0020.0011.54-1.15
SLG
STAG

The current SLG Sharpe Ratio is 1.56, which is higher than the STAG Sharpe Ratio of -0.41. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.56
-0.41
SLG
STAG

Dividends

SLG vs. STAG - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 4.33%, which matches STAG's 4.37% yield.


TTM20232022202120202019201820172016201520142013
SLG
SL Green Realty Corp.
4.33%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%
STAG
STAG Industrial, Inc.
4.37%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.02%
-20.39%
SLG
STAG

Volatility

SLG vs. STAG - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 11.23% compared to STAG Industrial, Inc. (STAG) at 6.78%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.23%
6.78%
SLG
STAG

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


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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