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ALX vs. VNO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
10.18%
80.97%
ALX
VNO

Returns By Period

In the year-to-date period, ALX achieves a 12.56% return, which is significantly lower than VNO's 50.16% return. Over the past 10 years, ALX has outperformed VNO with an annualized return of -0.12%, while VNO has yielded a comparatively lower -2.52% annualized return.


ALX

YTD

12.56%

1M

-0.10%

6M

10.18%

1Y

29.12%

5Y (annualized)

-0.50%

10Y (annualized)

-0.12%

VNO

YTD

50.16%

1M

-1.05%

6M

80.97%

1Y

95.89%

5Y (annualized)

-3.19%

10Y (annualized)

-2.52%

Fundamentals


ALXVNO
Market Cap$1.12B$8.51B
EPS$9.25-$0.28
PEG Ratio0.002.58
Total Revenue (TTM)$233.40M$1.77B
Gross Profit (TTM)$111.52M$634.32M
EBITDA (TTM)$116.32M$633.38M

Key characteristics


ALXVNO
Sharpe Ratio1.142.13
Sortino Ratio1.762.89
Omega Ratio1.211.35
Calmar Ratio0.821.44
Martin Ratio5.517.49
Ulcer Index5.44%12.81%
Daily Std Dev26.34%44.97%
Max Drawdown-88.76%-80.88%
Current Drawdown-16.77%-33.81%

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Correlation

-0.50.00.51.00.4

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.

Risk-Adjusted Performance

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 1.14, compared to the broader market-4.00-2.000.002.004.001.142.13
The chart of Sortino ratio for ALX, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.762.89
The chart of Omega ratio for ALX, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.35
The chart of Calmar ratio for ALX, currently valued at 0.82, compared to the broader market0.002.004.006.000.821.44
The chart of Martin ratio for ALX, currently valued at 5.51, compared to the broader market0.0010.0020.0030.005.517.49
ALX
VNO

The current ALX Sharpe Ratio is 1.14, which is lower than the VNO Sharpe Ratio of 2.13. 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.14
2.13
ALX
VNO

Dividends

ALX vs. VNO - Dividend Comparison

ALX's dividend yield for the trailing twelve months is around 8.10%, more than VNO's 0.71% yield.


TTM20232022202120202019201820172016201520142013
ALX
Alexander's, Inc.
8.10%8.43%8.18%6.92%6.49%5.45%5.91%4.29%3.75%3.64%2.97%3.33%
VNO
Vornado Realty Trust
0.71%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%

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%JuneJulyAugustSeptemberOctoberNovember
-16.77%
-33.81%
ALX
VNO

Volatility

ALX vs. VNO - Volatility Comparison

The current volatility for Alexander's, Inc. (ALX) is 6.48%, while Vornado Realty Trust (VNO) has a volatility of 9.49%. 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%JuneJulyAugustSeptemberOctoberNovember
6.48%
9.49%
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