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AVB vs. BXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AVB and BXP is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

AVB vs. BXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AvalonBay Communities, Inc. (AVB) and Boston Properties, Inc. (BXP). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%AugustSeptemberOctoberNovemberDecember2025
1,658.53%
890.06%
AVB
BXP

Key characteristics

Sharpe Ratio

AVB:

1.44

BXP:

0.52

Sortino Ratio

AVB:

2.07

BXP:

0.88

Omega Ratio

AVB:

1.25

BXP:

1.11

Calmar Ratio

AVB:

0.90

BXP:

0.30

Martin Ratio

AVB:

8.07

BXP:

1.46

Ulcer Index

AVB:

3.27%

BXP:

10.85%

Daily Std Dev

AVB:

18.37%

BXP:

30.81%

Max Drawdown

AVB:

-70.04%

BXP:

-72.80%

Current Drawdown

AVB:

-7.56%

BXP:

-36.30%

Fundamentals

Market Cap

AVB:

$31.03B

BXP:

$12.78B

EPS

AVB:

$7.33

BXP:

$2.33

PE Ratio

AVB:

29.76

BXP:

31.41

PEG Ratio

AVB:

7.02

BXP:

2.05

Total Revenue (TTM)

AVB:

$2.15B

BXP:

$2.55B

Gross Profit (TTM)

AVB:

$1.21B

BXP:

$886.74M

EBITDA (TTM)

AVB:

$1.52B

BXP:

$1.68B

Returns By Period

In the year-to-date period, AVB achieves a -0.83% return, which is significantly higher than BXP's -1.57% return. Over the past 10 years, AVB has outperformed BXP with an annualized return of 5.54%, while BXP has yielded a comparatively lower -2.66% annualized return.


AVB

YTD

-0.83%

1M

0.45%

6M

6.82%

1Y

24.97%

5Y*

3.75%

10Y*

5.54%

BXP

YTD

-1.57%

1M

1.15%

6M

12.46%

1Y

13.49%

5Y*

-7.62%

10Y*

-2.66%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AVB vs. BXP — Risk-Adjusted Performance Rank

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

AVB
The Risk-Adjusted Performance Rank of AVB is 8282
Overall Rank
The Sharpe Ratio Rank of AVB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of AVB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AVB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of AVB is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AVB is 8989
Martin Ratio Rank

BXP
The Risk-Adjusted Performance Rank of BXP is 5959
Overall Rank
The Sharpe Ratio Rank of BXP is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6262
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.

AVB vs. BXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AvalonBay Communities, Inc. (AVB) and Boston Properties, Inc. (BXP). 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 AVB, currently valued at 1.44, compared to the broader market-2.000.002.004.001.440.52
The chart of Sortino ratio for AVB, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.070.88
The chart of Omega ratio for AVB, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.11
The chart of Calmar ratio for AVB, currently valued at 0.90, compared to the broader market0.002.004.006.000.900.30
The chart of Martin ratio for AVB, currently valued at 8.07, compared to the broader market-10.000.0010.0020.0030.008.071.46
AVB
BXP

The current AVB Sharpe Ratio is 1.44, which is higher than the BXP Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AVB and BXP, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.44
0.52
AVB
BXP

Dividends

AVB vs. BXP - Dividend Comparison

AVB's dividend yield for the trailing twelve months is around 3.12%, less than BXP's 5.36% yield.


TTM20242023202220212020201920182017201620152014
AVB
AvalonBay Communities, Inc.
3.12%3.09%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%2.84%
BXP
Boston Properties, Inc.
5.36%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%

Drawdowns

AVB vs. BXP - Drawdown Comparison

The maximum AVB drawdown since its inception was -70.04%, roughly equal to the maximum BXP drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for AVB and BXP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.56%
-36.30%
AVB
BXP

Volatility

AVB vs. BXP - Volatility Comparison

The current volatility for AvalonBay Communities, Inc. (AVB) is 6.31%, while Boston Properties, Inc. (BXP) has a volatility of 11.12%. This indicates that AVB experiences smaller price fluctuations and is considered to be less risky than BXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.31%
11.12%
AVB
BXP

Financials

AVB vs. BXP - Financials Comparison

This section allows you to compare key financial metrics between AvalonBay Communities, Inc. and Boston Properties, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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