TEQI vs. STAG
Compare and contrast key facts about T. Rowe Price Equity Income ETF (TEQI) and STAG Industrial, Inc. (STAG).
TEQI is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQI or STAG.
Key characteristics
| TEQI | STAG | |
|---|---|---|
| YTD Return | 18.42% | -1.59% |
| 1Y Return | 32.33% | 13.28% |
| 3Y Return (Ann) | 8.21% | -0.04% |
| Sharpe Ratio | 2.92 | 0.61 |
| Sortino Ratio | 4.14 | 1.02 |
| Omega Ratio | 1.53 | 1.11 |
| Calmar Ratio | 3.32 | 0.53 |
| Martin Ratio | 20.57 | 2.02 |
| Ulcer Index | 1.51% | 5.98% |
| Daily Std Dev | 10.63% | 19.94% |
| Max Drawdown | -17.82% | -45.08% |
| Current Drawdown | 0.00% | -12.27% |
Correlation
The correlation between TEQI and STAG is 0.56, 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
TEQI vs. STAG - Performance Comparison
In the year-to-date period, TEQI achieves a 18.42% return, which is significantly higher than STAG's -1.59% 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
TEQI vs. STAG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income ETF (TEQI) 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
TEQI vs. STAG - Dividend Comparison
TEQI's dividend yield for the trailing twelve months is around 1.83%, less than STAG's 3.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEQI T. Rowe Price Equity Income ETF | 1.83% | 2.12% | 2.32% | 3.03% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STAG STAG Industrial, Inc. | 3.95% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
Drawdowns
TEQI vs. STAG - Drawdown Comparison
The maximum TEQI drawdown since its inception was -17.82%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TEQI and STAG. For additional features, visit the drawdowns tool.
Volatility
TEQI vs. STAG - Volatility Comparison
The current volatility for T. Rowe Price Equity Income ETF (TEQI) is 3.53%, while STAG Industrial, Inc. (STAG) has a volatility of 6.87%. This indicates that TEQI 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.