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Vornado Realty Trust (VNO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS9290421091
CUSIP929042109
SectorReal Estate
IndustryREIT—Office

Highlights

Market Cap$5.41B
EPS$0.23
PE Ratio113.43
PEG Ratio2.58
Revenue (TTM)$1.88B
Gross Profit (TTM)$1.03B
EBITDA (TTM)$810.60M
Year Range$12.18 - $32.21
Target Price$25.73
Short %14.54%
Short Ratio8.87

Share Price Chart


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Compare to other instruments

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Vornado Realty Trust

Popular comparisons: VNO vs. SLG, VNO vs. BXP, VNO vs. SBRA, VNO vs. CPT, VNO vs. DEA, VNO vs. SPHD, VNO vs. SCHD, VNO vs. VOO, VNO vs. MO, VNO vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vornado Realty Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
35.86%
23.86%
VNO (Vornado Realty Trust)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vornado Realty Trust had a return of -7.04% year-to-date (YTD) and 79.15% in the last 12 months. Over the past 10 years, Vornado Realty Trust had an annualized return of -6.13%, while the S&P 500 had an annualized return of 10.52%, indicating that Vornado Realty Trust did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-7.04%6.92%
1 month-4.44%-2.83%
6 months35.86%23.86%
1 year79.15%23.33%
5 years (annualized)-13.30%11.66%
10 years (annualized)-6.13%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.75%-3.27%9.39%
2023-5.58%-15.34%22.60%21.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VNO is 83, placing it in the top 17% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of VNO is 8383
Vornado Realty Trust(VNO)
The Sharpe Ratio Rank of VNO is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 8484Sortino Ratio Rank
The Omega Ratio Rank of VNO is 7979Omega Ratio Rank
The Calmar Ratio Rank of VNO is 8181Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vornado Realty Trust (VNO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VNO
Sharpe ratio
The chart of Sharpe ratio for VNO, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.004.001.41
Sortino ratio
The chart of Sortino ratio for VNO, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.006.002.26
Omega ratio
The chart of Omega ratio for VNO, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for VNO, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Martin ratio
The chart of Martin ratio for VNO, currently valued at 6.68, compared to the broader market0.0010.0020.0030.006.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Vornado Realty Trust Sharpe ratio is 1.41. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.41
2.19
VNO (Vornado Realty Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Vornado Realty Trust granted a 1.14% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.30$0.68$2.12$2.12$2.38$4.59$2.52$2.35$2.04$2.04$2.14$2.14

Dividend yield

1.14%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%

Monthly Dividends

The table displays the monthly dividend distributions for Vornado Realty Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.38$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2022$0.53$0.00$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.53$0.00
2021$0.53$0.00$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.53$0.00
2020$0.66$0.00$0.00$0.00$0.66$0.00$0.00$0.53$0.00$0.00$0.53$0.00
2019$0.66$0.00$0.00$0.00$0.66$0.00$0.00$0.66$0.00$0.00$0.66$1.95
2018$0.63$0.00$0.00$0.00$0.63$0.00$0.00$0.63$0.00$0.00$0.63$0.00
2017$0.57$0.00$0.00$0.00$0.57$0.00$0.00$0.60$0.00$0.00$0.60$0.00
2016$0.51$0.00$0.00$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51$0.00
2015$0.51$0.00$0.00$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51$0.00
2014$0.53$0.00$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.53$0.00
2013$0.53$0.00$0.00$0.00$0.53$0.00$0.00$0.53$0.00$0.00$0.53$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.1%
Vornado Realty Trust has a dividend yield of 1.14%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%115.4%
Vornado Realty Trust has a payout ratio of 115.38%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-59.03%
-2.94%
VNO (Vornado Realty Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vornado Realty Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vornado Realty Trust was 80.88%, occurring on May 16, 2023. The portfolio has not yet recovered.

The current Vornado Realty Trust drawdown is 59.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.88%Feb 22, 20171569May 16, 2023
-76.62%Feb 8, 2007522Mar 5, 20091297Apr 30, 20141819
-43.54%Jan 21, 1998182Oct 8, 1998719Aug 15, 2001901
-27.9%Jan 27, 2015264Feb 11, 2016254Feb 14, 2017518
-26.73%Aug 28, 198740Oct 28, 1987141Jul 19, 1988181

Volatility

Volatility Chart

The current Vornado Realty Trust volatility is 15.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
15.65%
3.65%
VNO (Vornado Realty Trust)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Vornado Realty Trust over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

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Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items