TRNO vs. EGP
TRNO (Terreno Realty Corporation) and EGP (EastGroup Properties, Inc.) are both stocks. Both operate in the REIT - Industrial industry within the Real Estate sector. Over the past 10 years, TRNO returned 13.22%/yr vs 14.95%/yr for EGP. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
TRNO vs. EGP - Performance Comparison
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Returns By Period
In the year-to-date period, TRNO achieves a 10.50% return, which is significantly lower than EGP's 12.21% return. Over the past 10 years, TRNO has underperformed EGP with an annualized return of 13.22%, while EGP has yielded a comparatively higher 14.95% annualized return.
TRNO
- 1D
- -0.25%
- 1M
- -3.32%
- YTD
- 10.50%
- 6M
- 5.06%
- 1Y
- 12.83%
- 3Y*
- 4.46%
- 5Y*
- 2.73%
- 10Y*
- 13.22%
EGP
- 1D
- -0.11%
- 1M
- -2.79%
- YTD
- 12.21%
- 6M
- 12.07%
- 1Y
- 19.87%
- 3Y*
- 9.12%
- 5Y*
- 6.91%
- 10Y*
- 14.95%
TRNO vs. EGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRNO Terreno Realty Corporation | 10.50% | 2.70% | -2.77% | 13.39% | -31.61% | 48.55% | 10.42% | 57.19% | 2.87% | 26.24% |
EGP EastGroup Properties, Inc. | 12.21% | 14.85% | -9.81% | 27.69% | -33.07% | 68.44% | 6.76% | 48.23% | 6.95% | 23.34% |
Correlation
The correlation between TRNO and EGP is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2010 | 0.68 |
The correlation between TRNO and EGP shifts across timeframes, from 0.68 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TRNO:
$6.77B
EGP:
$10.61B
TRNO:
$4.09
EGP:
$3.72
TRNO:
15.73
EGP:
53.25
TRNO:
0.22
EGP:
9.24
TRNO:
13.61
EGP:
19.28
TRNO:
1.58
EGP:
2.97
TRNO:
$490.40M
EGP:
$546.91M
TRNO:
$279.63M
EGP:
$237.02M
TRNO:
$503.94M
EGP:
$628.87M
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Return for Risk
TRNO vs. EGP — Risk / Return Rank
TRNO
EGP
TRNO vs. EGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Terreno Realty Corporation (TRNO) and EastGroup Properties, Inc. (EGP). 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.
| TRNO | EGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.90 | -1.52 |
| Martin ratioReturn relative to average drawdown | 3.76 | 7.16 | -3.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRNO | EGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.20 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.30 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.57 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.57 | -0.12 |
Drawdowns
TRNO vs. EGP - Drawdown Comparison
The maximum TRNO drawdown since its inception was -41.45%, smaller than the maximum EGP drawdown of -59.55%. Use the drawdown chart below to compare losses from any high point for TRNO and EGP.
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Drawdown Indicators
| TRNO | EGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.45% | -59.55% | +18.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -7.44% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -26.27% | -22.37% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -39.06% | -38.08% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -39.06% | -38.10% | -0.96% |
Current DrawdownCurrent decline from peak | -14.43% | -4.24% | -10.19% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -9.52% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.01% | +0.98% |
Volatility
TRNO vs. EGP - Volatility Comparison
Terreno Realty Corporation (TRNO) has a higher volatility of 5.49% compared to EastGroup Properties, Inc. (EGP) at 4.74%. This indicates that TRNO's price experiences larger fluctuations and is considered to be riskier than EGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRNO | EGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 4.74% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.98% | 11.66% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.86% | 18.05% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.72% | 23.37% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 26.30% | -1.84% |
Dividends
TRNO vs. EGP - Dividend Comparison
TRNO's dividend yield for the trailing twelve months is around 3.19%, more than EGP's 3.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 3.05% | 3.31% | 3.33% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 4.21% |
TRNO Terreno Realty Corporation | 3.19% | 3.44% | 3.18% | 2.71% | 2.60% | 1.48% | 1.91% | 1.88% | 2.62% | 2.40% | 2.67% | 2.92% |
Financials
TRNO vs. EGP - Financials Comparison
This section allows you to compare key financial metrics between Terreno Realty Corporation and EastGroup Properties, 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
Frequently Asked Questions
TRNO and EGP have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRNO has higher volatility (5.49%) compared to EGP (4.74%). In terms of maximum drawdown, TRNO dropped -41.45% vs EGP's -59.55%.
EGP currently has the higher Sharpe Ratio (1.20 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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