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TEDMX vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEDMX and STAG is 0.61, 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

TEDMX vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Developing Markets Trust (TEDMX) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TEDMX:

0.57

STAG:

0.11

Sortino Ratio

TEDMX:

0.95

STAG:

0.33

Omega Ratio

TEDMX:

1.12

STAG:

1.04

Calmar Ratio

TEDMX:

0.30

STAG:

0.10

Martin Ratio

TEDMX:

1.98

STAG:

0.27

Ulcer Index

TEDMX:

5.60%

STAG:

10.49%

Daily Std Dev

TEDMX:

19.06%

STAG:

23.62%

Max Drawdown

TEDMX:

-70.70%

STAG:

-45.08%

Current Drawdown

TEDMX:

-23.99%

STAG:

-14.12%

Returns By Period

In the year-to-date period, TEDMX achieves a 13.27% return, which is significantly higher than STAG's 7.45% return. Over the past 10 years, TEDMX has underperformed STAG with an annualized return of 3.71%, while STAG has yielded a comparatively higher 10.43% annualized return.


TEDMX

YTD

13.27%

1M

11.78%

6M

9.29%

1Y

10.81%

3Y*

8.84%

5Y*

5.25%

10Y*

3.71%

STAG

YTD

7.45%

1M

8.46%

6M

0.72%

1Y

2.58%

3Y*

7.95%

5Y*

11.97%

10Y*

10.43%

*Annualized

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STAG Industrial, Inc.

Risk-Adjusted Performance

TEDMX vs. STAG — Risk-Adjusted Performance Rank

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

TEDMX
The Risk-Adjusted Performance Rank of TEDMX is 5252
Overall Rank
The Sharpe Ratio Rank of TEDMX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TEDMX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TEDMX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TEDMX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of TEDMX is 5656
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 5151
Overall Rank
The Sharpe Ratio Rank of STAG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 5555
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.

TEDMX vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Developing Markets Trust (TEDMX) 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 TEDMX Sharpe Ratio is 0.57, which is higher than the STAG Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of TEDMX 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

TEDMX vs. STAG - Dividend Comparison

TEDMX's dividend yield for the trailing twelve months is around 2.31%, less than STAG's 4.14% yield.


TTM20242023202220212020201920182017201620152014
TEDMX
Templeton Developing Markets Trust
2.31%2.61%3.44%5.25%6.76%2.40%4.54%1.35%0.90%1.20%1.02%23.10%
STAG
STAG Industrial, Inc.
4.14%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

TEDMX vs. STAG - Drawdown Comparison

The maximum TEDMX drawdown since its inception was -70.70%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TEDMX and STAG. For additional features, visit the drawdowns tool.


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Volatility

TEDMX vs. STAG - Volatility Comparison

The current volatility for Templeton Developing Markets Trust (TEDMX) is 3.76%, while STAG Industrial, Inc. (STAG) has a volatility of 6.36%. This indicates that TEDMX 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.


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