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

Correlation

The correlation between TEAF and STAG is 0.45, 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

TEAF vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecofin Sustainable and Social Impact Term Fund (TEAF) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TEAF:

0.39

STAG:

0.05

Sortino Ratio

TEAF:

0.70

STAG:

0.26

Omega Ratio

TEAF:

1.11

STAG:

1.03

Calmar Ratio

TEAF:

0.34

STAG:

0.06

Martin Ratio

TEAF:

1.10

STAG:

0.17

Ulcer Index

TEAF:

6.03%

STAG:

10.35%

Daily Std Dev

TEAF:

13.74%

STAG:

23.52%

Max Drawdown

TEAF:

-62.12%

STAG:

-45.08%

Current Drawdown

TEAF:

-9.91%

STAG:

-17.02%

Fundamentals

Returns By Period

In the year-to-date period, TEAF achieves a -2.36% return, which is significantly lower than STAG's 3.82% return.


TEAF

YTD

-2.36%

1M

8.90%

6M

-6.38%

1Y

5.30%

5Y*

9.55%

10Y*

N/A

STAG

YTD

3.82%

1M

8.06%

6M

-5.41%

1Y

1.20%

5Y*

10.61%

10Y*

10.20%

*Annualized

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Risk-Adjusted Performance

TEAF vs. STAG — Risk-Adjusted Performance Rank

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

TEAF
The Risk-Adjusted Performance Rank of TEAF is 6464
Overall Rank
The Sharpe Ratio Rank of TEAF is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of TEAF is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TEAF is 6161
Omega Ratio Rank
The Calmar Ratio Rank of TEAF is 6767
Calmar Ratio Rank
The Martin Ratio Rank of TEAF is 6666
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 5050
Overall Rank
The Sharpe Ratio Rank of STAG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 4444
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 5353
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.

TEAF vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecofin Sustainable and Social Impact Term Fund (TEAF) 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.


The current TEAF Sharpe Ratio is 0.39, which is higher than the STAG Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of TEAF 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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Dividends

TEAF vs. STAG - Dividend Comparison

TEAF's dividend yield for the trailing twelve months is around 9.50%, more than STAG's 4.29% yield.


TTM20242023202220212020201920182017201620152014
TEAF
Ecofin Sustainable and Social Impact Term Fund
9.50%9.00%9.22%8.25%6.18%8.19%5.32%0.00%0.00%0.00%0.00%0.00%
STAG
STAG Industrial, Inc.
4.29%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

TEAF vs. STAG - Drawdown Comparison

The maximum TEAF drawdown since its inception was -62.12%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TEAF and STAG. For additional features, visit the drawdowns tool.


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Volatility

TEAF vs. STAG - Volatility Comparison


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Financials

TEAF vs. STAG - Financials Comparison

This section allows you to compare key financial metrics between Ecofin Sustainable and Social Impact Term Fund 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


120.00M140.00M160.00M180.00M200.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
205.57M
(TEAF) Total Revenue
(STAG) Total Revenue
Values in USD except per share items