REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

Hannon Armstrong Sustainable Infrastructure Capital, Inc. ($HASI)

Sector: Climate Infrastructure  •  Exchange / CIK: NYSE / 0001567844  •  Properties: 150 Assets
Trading at a 8.3% discount to NAV
Safety Score: 80/100 (Safe)  |  Credit: BBB

Live Share Price

$36.32
52W Range: $27.28 - $44.13

Valuation Multiples

14.0x P/AFFO
P/FFO: 13.0x  |  FFO/sh: $2.80

Net Asset Value (NAV)

$39.59
Prem/Disc: -8.3%  |  Cap: 6.54%

Dividend Cash Flow

5.12% Yield
$1.86/yr (Quarterly)  |  Payout: 71.8%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 5.4x. Portfolio leased occupancy is 95.0% with a weighted average lease term (WALT) of 6.5 years. Senior credit rating of BBB provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $0.4650 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
Hannon Armstrong Sustainable Infrastructure Capital, Inc. Flagship Commercial Portfolio United States Nationwide 18,750,000 sq ft (implied) 95.0% $5,938,500,000
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
0.86
Index Tracking (Market Neutral)
Annualized Alpha (α)
+27.81%
Outperforming VNQ
Sharpe Ratio (vs VNQ)
0.92 vs 0.04
+0.88 Spread
Max Drawdown (1-Yr)
-17.0% vs -11.4%
-5.6% vs VNQ
HASI vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric HASI VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 0.86 1.00 -0.14 (Index Tracking (Market Neutral))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 +27.81% 0.00% (Baseline) Outperforming VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 0.92 0.04 +0.88
Sortino Ratio
Downside semi-variance risk-adjusted return
 1.1 0.03 +1.07
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 29.9% 13.9% +16.0% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -17.0% -11.4% -5.6% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 31.9% 4.1% +27.8% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.16 Corr: 0.4 16% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 52.0% 51.6% +0.4% vs Benchmark
QuantStats Analytical Synthesis: HASI displays a Beta of 0.86 relative to VNQ with 0.16 R² correlation. Annualized volatility is 29.9% (16.0% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at +27.81% (Outperforming VNQ) with a Sharpe ratio of 0.92 against 0.04 for VNQ, and a maximum drawdown of -17.0%.
SEC CIK: 0001567844  |  Principal Executive Officer: Jeffrey W. Eckel  |  Total PEO Compensation: $5,950,000 (65:1)
Official SEC Accession: 0001567844-26-000019
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.