TEAF vs. STAG
Compare and contrast key facts about Ecofin Sustainable and Social Impact Term Fund (TEAF) and STAG Industrial, Inc. (STAG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEAF or STAG.
Key characteristics
| TEAF | STAG | |
|---|---|---|
| YTD Return | 15.04% | -4.88% |
| 1Y Return | 12.66% | 5.53% |
| 3Y Return (Ann) | 2.22% | -1.76% |
| 5Y Return (Ann) | 1.96% | 7.63% |
| Sharpe Ratio | 1.47 | 0.27 |
| Sortino Ratio | 2.10 | 0.53 |
| Omega Ratio | 1.27 | 1.06 |
| Calmar Ratio | 0.76 | 0.25 |
| Martin Ratio | 5.63 | 0.87 |
| Ulcer Index | 2.65% | 6.10% |
| Daily Std Dev | 10.15% | 19.59% |
| Max Drawdown | -62.11% | -45.08% |
| Current Drawdown | -5.37% | -15.21% |
Fundamentals
| TEAF | STAG |
|---|
Correlation
The correlation between TEAF and STAG is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TEAF vs. STAG - Performance Comparison
In the year-to-date period, TEAF achieves a 15.04% return, which is significantly higher than STAG's -4.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
TEAF vs. STAG - Dividend Comparison
TEAF's dividend yield for the trailing twelve months is around 8.65%, more than STAG's 4.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEAF Ecofin Sustainable and Social Impact Term Fund | 8.65% | 9.22% | 8.25% | 6.18% | 8.19% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STAG STAG Industrial, Inc. | 4.09% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
Drawdowns
TEAF vs. STAG - Drawdown Comparison
The maximum TEAF drawdown since its inception was -62.11%, 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.
Volatility
TEAF vs. STAG - Volatility Comparison
The current volatility for Ecofin Sustainable and Social Impact Term Fund (TEAF) is 3.25%, while STAG Industrial, Inc. (STAG) has a volatility of 6.43%. This indicates that TEAF experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities