PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ALX vs. VNO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALX and VNO is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

ALX vs. VNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alexander's, Inc. (ALX) and Vornado Realty Trust (VNO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-12.34%
53.71%
ALX
VNO

Key characteristics

Sharpe Ratio

ALX:

-0.23

VNO:

1.16

Sortino Ratio

ALX:

-0.14

VNO:

1.73

Omega Ratio

ALX:

0.98

VNO:

1.22

Calmar Ratio

ALX:

-0.21

VNO:

0.73

Martin Ratio

ALX:

-0.85

VNO:

4.88

Ulcer Index

ALX:

7.22%

VNO:

9.61%

Daily Std Dev

ALX:

27.06%

VNO:

40.36%

Max Drawdown

ALX:

-88.76%

VNO:

-80.88%

Current Drawdown

ALX:

-29.00%

VNO:

-35.96%

Fundamentals

Market Cap

ALX:

$1.02B

VNO:

$8.73B

EPS

ALX:

$9.24

VNO:

-$0.28

PEG Ratio

ALX:

0.00

VNO:

2.58

Total Revenue (TTM)

ALX:

$170.46M

VNO:

$1.33B

Gross Profit (TTM)

ALX:

$84.46M

VNO:

$528.37M

EBITDA (TTM)

ALX:

$94.81M

VNO:

$511.27M

Returns By Period

In the year-to-date period, ALX achieves a -5.31% return, which is significantly lower than VNO's -4.00% return. Over the past 10 years, ALX has outperformed VNO with an annualized return of -3.26%, while VNO has yielded a comparatively lower -3.90% annualized return.


ALX

YTD

-5.31%

1M

-13.66%

6M

-11.46%

1Y

-5.44%

5Y*

-3.83%

10Y*

-3.26%

VNO

YTD

-4.00%

1M

-7.21%

6M

54.99%

1Y

45.12%

5Y*

-5.29%

10Y*

-3.90%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALX vs. VNO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALX
The Risk-Adjusted Performance Rank of ALX is 3131
Overall Rank
The Sharpe Ratio Rank of ALX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ALX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ALX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ALX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ALX is 2828
Martin Ratio Rank

VNO
The Risk-Adjusted Performance Rank of VNO is 7878
Overall Rank
The Sharpe Ratio Rank of VNO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8282
Martin 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.

ALX vs. VNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alexander's, Inc. (ALX) and Vornado Realty Trust (VNO). 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.


Sharpe ratio
The chart of Sharpe ratio for ALX, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.231.16
The chart of Sortino ratio for ALX, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.00-0.141.73
The chart of Omega ratio for ALX, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.22
The chart of Calmar ratio for ALX, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.210.73
The chart of Martin ratio for ALX, currently valued at -0.85, compared to the broader market-10.000.0010.0020.00-0.854.88
ALX
VNO

The current ALX Sharpe Ratio is -0.23, which is lower than the VNO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ALX and VNO, 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 Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.23
1.16
ALX
VNO

Dividends

ALX vs. VNO - Dividend Comparison

ALX's dividend yield for the trailing twelve months is around 9.50%, more than VNO's 1.83% yield.


TTM20242023202220212020201920182017201620152014
ALX
Alexander's, Inc.
9.50%9.00%8.43%8.18%6.92%6.49%5.45%5.91%4.29%3.75%3.64%2.97%
VNO
Vornado Realty Trust
1.83%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%

Drawdowns

ALX vs. VNO - Drawdown Comparison

The maximum ALX drawdown since its inception was -88.76%, which is greater than VNO's maximum drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for ALX and VNO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-29.00%
-35.96%
ALX
VNO

Volatility

ALX vs. VNO - Volatility Comparison

The current volatility for Alexander's, Inc. (ALX) is 8.20%, while Vornado Realty Trust (VNO) has a volatility of 12.47%. This indicates that ALX experiences smaller price fluctuations and is considered to be less risky than VNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
8.20%
12.47%
ALX
VNO

Financials

ALX vs. VNO - Financials Comparison

This section allows you to compare key financial metrics between Alexander's, Inc. and Vornado Realty Trust. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab