WPC vs. EPRT
WPC (W. P. Carey Inc.) and EPRT (Essential Properties Realty Trust, Inc.) are both stocks. Both operate in the REIT - Diversified industry within the Real Estate sector. Over the past 5 years, WPC returned 5.56%/yr vs 6.11%/yr for EPRT. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
WPC vs. EPRT - Performance Comparison
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Returns By Period
In the year-to-date period, WPC achieves a 15.91% return, which is significantly higher than EPRT's 1.19% return.
WPC
- 1D
- -0.28%
- 1M
- 1.59%
- YTD
- 15.91%
- 6M
- 13.63%
- 1Y
- 25.09%
- 3Y*
- 9.20%
- 5Y*
- 5.56%
- 10Y*
- 7.88%
EPRT
- 1D
- -1.43%
- 1M
- -4.22%
- YTD
- 1.19%
- 6M
- -3.21%
- 1Y
- -6.14%
- 3Y*
- 11.14%
- 5Y*
- 6.11%
- 10Y*
- —
WPC vs. EPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 15.91% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 4.17% |
EPRT Essential Properties Realty Trust, Inc. | 1.19% | -1.40% | 27.32% | 14.20% | -14.60% | 41.19% | -9.72% | 86.75% | 3.10% |
Correlation
The correlation between WPC and EPRT is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2018 | 0.62 |
The correlation between WPC and EPRT has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.
Fundamentals
WPC:
$16.31B
EPRT:
$6.30B
WPC:
$2.34
EPRT:
$1.26
WPC:
31.49
EPRT:
23.53
WPC:
16.83
EPRT:
1.85
WPC:
10.62
EPRT:
10.21
WPC:
1.95
EPRT:
1.44
WPC:
$1.53B
EPRT:
$591.33M
WPC:
$942.27M
EPRT:
$502.46M
WPC:
$1.21B
EPRT:
$476.93M
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Return for Risk
WPC vs. EPRT — Risk / Return Rank
WPC
EPRT
WPC vs. EPRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) and Essential Properties Realty Trust, Inc. (EPRT). 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.
| WPC | EPRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.96 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | -0.47 | +3.06 |
| Martin ratioReturn relative to average drawdown | 7.92 | -0.94 | +8.86 |
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
| WPC | EPRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | -0.35 | +1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.27 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.39 | +0.06 |
Drawdowns
WPC vs. EPRT - Drawdown Comparison
The maximum WPC drawdown since its inception was -52.45%, smaller than the maximum EPRT drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for WPC and EPRT.
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Drawdown Indicators
| WPC | EPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.45% | -73.67% | +21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -13.23% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -20.31% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -36.81% | -38.42% | +1.61% |
Max Drawdown (10Y)Largest decline over 10 years | -52.45% | — | — |
Current DrawdownCurrent decline from peak | -1.91% | -13.23% | +11.32% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -13.94% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 6.57% | -3.40% |
Volatility
WPC vs. EPRT - Volatility Comparison
The current volatility for W. P. Carey Inc. (WPC) is 4.03%, while Essential Properties Realty Trust, Inc. (EPRT) has a volatility of 4.81%. This indicates that WPC experiences smaller price fluctuations and is considered to be less risky than EPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPC | EPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 4.81% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 12.77% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 17.74% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 22.60% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.79% | 38.56% | -12.77% |
Dividends
WPC vs. EPRT - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 4.97%, more than EPRT's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 4.11% | 4.06% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 1.62% | 0.00% | 0.00% | 0.00% |
WPC W. P. Carey Inc. | 4.97% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Financials
WPC vs. EPRT - Financials Comparison
This section allows you to compare key financial metrics between W. P. Carey Inc. and Essential Properties Realty Trust, 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
WPC and EPRT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPRT has higher volatility (4.81%) compared to WPC (4.03%). In terms of maximum drawdown, WPC dropped -52.45% vs EPRT's -73.67%.
WPC currently has the higher Sharpe Ratio (1.57 vs -0.35), 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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