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TRNO vs. NNN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRNO and NNN is 0.52, 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.


-0.50.00.51.00.5

Performance

TRNO vs. NNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Terreno Realty Corporation (TRNO) and National Retail Properties, Inc. (NNN). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
-1.27%
-2.20%
TRNO
NNN

Key characteristics

Sharpe Ratio

TRNO:

-0.19

NNN:

-0.11

Sortino Ratio

TRNO:

-0.11

NNN:

-0.03

Omega Ratio

TRNO:

0.99

NNN:

1.00

Calmar Ratio

TRNO:

-0.14

NNN:

-0.11

Martin Ratio

TRNO:

-0.46

NNN:

-0.32

Ulcer Index

TRNO:

9.72%

NNN:

6.05%

Daily Std Dev

TRNO:

23.92%

NNN:

17.81%

Max Drawdown

TRNO:

-41.45%

NNN:

-56.17%

Current Drawdown

TRNO:

-24.81%

NNN:

-17.17%

Fundamentals

Market Cap

TRNO:

$5.86B

NNN:

$7.60B

EPS

TRNO:

$1.82

NNN:

$2.16

PE Ratio

TRNO:

32.46

NNN:

18.75

PEG Ratio

TRNO:

7.70

NNN:

4.92

Total Revenue (TTM)

TRNO:

$365.40M

NNN:

$867.02M

Gross Profit (TTM)

TRNO:

$229.54M

NNN:

$651.12M

EBITDA (TTM)

TRNO:

$198.28M

NNN:

$811.83M

Returns By Period

In the year-to-date period, TRNO achieves a -3.03% return, which is significantly lower than NNN's -1.23% return. Over the past 10 years, TRNO has outperformed NNN with an annualized return of 13.63%, while NNN has yielded a comparatively lower 4.94% annualized return.


TRNO

YTD

-3.03%

1M

-1.95%

6M

0.76%

1Y

-3.03%

5Y*

4.29%

10Y*

13.63%

NNN

YTD

-1.23%

1M

-8.21%

6M

-1.86%

1Y

-1.23%

5Y*

-0.50%

10Y*

4.94%

*Annualized

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Terreno Realty Corporation

National Retail Properties, Inc.

Risk-Adjusted Performance

TRNO vs. NNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Terreno Realty Corporation (TRNO) and National Retail Properties, Inc. (NNN). 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 chart of Sharpe ratio for TRNO, currently valued at -0.19, compared to the broader market-4.00-2.000.002.00-0.19-0.11
The chart of Sortino ratio for TRNO, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11-0.03
The chart of Omega ratio for TRNO, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.00
The chart of Calmar ratio for TRNO, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.14-0.11
The chart of Martin ratio for TRNO, currently valued at -0.46, compared to the broader market0.005.0010.0015.0020.0025.00-0.46-0.32
TRNO
NNN

The current TRNO Sharpe Ratio is -0.19, which is lower than the NNN Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TRNO and NNN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember
-0.19
-0.11
TRNO
NNN

Dividends

TRNO vs. NNN - Dividend Comparison

TRNO's dividend yield for the trailing twelve months is around 3.19%, less than NNN's 5.67% yield.


TTM20232022202120202019201820172016201520142013
TRNO
Terreno Realty Corporation
3.19%2.71%2.60%1.48%1.91%1.88%2.62%2.40%2.67%2.92%2.76%2.88%
NNN
National Retail Properties, Inc.
5.67%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%5.28%

Drawdowns

TRNO vs. NNN - Drawdown Comparison

The maximum TRNO drawdown since its inception was -41.45%, smaller than the maximum NNN drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for TRNO and NNN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-24.81%
-17.17%
TRNO
NNN

Volatility

TRNO vs. NNN - Volatility Comparison

Terreno Realty Corporation (TRNO) has a higher volatility of 8.61% compared to National Retail Properties, Inc. (NNN) at 4.37%. This indicates that TRNO's price experiences larger fluctuations and is considered to be riskier than NNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember
8.61%
4.37%
TRNO
NNN

Financials

TRNO vs. NNN - Financials Comparison

This section allows you to compare key financial metrics between Terreno Realty Corporation and National Retail 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

User Portfolios with TRNO or NNN


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