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

Correlation

The correlation between AVB and BXP is 0.46, 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.


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.

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Key characteristics

Sharpe Ratio

AVB:

0.32

BXP:

0.31

Sortino Ratio

AVB:

0.65

BXP:

0.77

Omega Ratio

AVB:

1.08

BXP:

1.10

Calmar Ratio

AVB:

0.37

BXP:

0.25

Martin Ratio

AVB:

1.18

BXP:

0.85

Ulcer Index

AVB:

6.57%

BXP:

15.13%

Daily Std Dev

AVB:

21.75%

BXP:

31.42%

Max Drawdown

AVB:

-70.04%

BXP:

-72.80%

Current Drawdown

AVB:

-12.16%

BXP:

-40.85%

Fundamentals

Market Cap

AVB:

$28.70B

BXP:

$11.68B

EPS

AVB:

$8.04

BXP:

-$0.03

PEG Ratio

AVB:

7.03

BXP:

0.34

PS Ratio

AVB:

9.60

BXP:

3.44

PB Ratio

AVB:

2.45

BXP:

1.97

Total Revenue (TTM)

AVB:

$2.95B

BXP:

$3.43B

Gross Profit (TTM)

AVB:

$1.86B

BXP:

$1.64B

EBITDA (TTM)

AVB:

$2.23B

BXP:

$1.83B

Returns By Period

In the year-to-date period, AVB achieves a -5.77% return, which is significantly higher than BXP's -8.60% return. Over the past 10 years, AVB has outperformed BXP with an annualized return of 5.48%, while BXP has yielded a comparatively lower -2.98% annualized return.


AVB

YTD

-5.77%

1M

2.53%

6M

-8.35%

1Y

6.94%

5Y*

10.22%

10Y*

5.48%

BXP

YTD

-8.60%

1M

5.33%

6M

-13.33%

1Y

9.55%

5Y*

2.88%

10Y*

-2.98%

*Annualized

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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 6161
Overall Rank
The Sharpe Ratio Rank of AVB is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of AVB is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AVB is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AVB is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AVB is 6666
Martin Ratio Rank

BXP
The Risk-Adjusted Performance Rank of BXP is 6161
Overall Rank
The Sharpe Ratio Rank of BXP is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6363
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.


The current AVB Sharpe Ratio is 0.32, which is comparable to the BXP Sharpe Ratio of 0.31. 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.


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Dividends

AVB vs. BXP - Dividend Comparison

AVB's dividend yield for the trailing twelve months is around 3.33%, less than BXP's 5.85% yield.


TTM20242023202220212020201920182017201620152014
AVB
AvalonBay Communities, Inc.
3.33%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.
5.85%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.


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Volatility

AVB vs. BXP - Volatility Comparison

The current volatility for AvalonBay Communities, Inc. (AVB) is 5.70%, while Boston Properties, Inc. (BXP) has a volatility of 6.87%. 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.


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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


500.00M600.00M700.00M800.00M900.00M20212022202320242025
745.88M
865.22M
(AVB) Total Revenue
(BXP) Total Revenue
Values in USD except per share items

AVB vs. BXP - Profitability Comparison

The chart below illustrates the profitability comparison between AvalonBay Communities, Inc. and Boston Properties, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20212022202320242025
64.0%
60.7%
(AVB) Gross Margin
(BXP) Gross Margin
AVB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AvalonBay Communities, Inc. reported a gross profit of 477.02M and revenue of 745.88M. Therefore, the gross margin over that period was 64.0%.

BXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported a gross profit of 525.30M and revenue of 865.22M. Therefore, the gross margin over that period was 60.7%.

AVB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AvalonBay Communities, Inc. reported an operating income of 239.35M and revenue of 745.88M, resulting in an operating margin of 32.1%.

BXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported an operating income of 473.02M and revenue of 865.22M, resulting in an operating margin of 54.7%.

AVB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AvalonBay Communities, Inc. reported a net income of 236.60M and revenue of 745.88M, resulting in a net margin of 31.7%.

BXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported a net income of 61.18M and revenue of 865.22M, resulting in a net margin of 7.1%.