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AVB vs. CPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AVB vs. CPT - Performance Comparison

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

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Returns By Period

In the year-to-date period, AVB achieves a 4.30% return, which is significantly lower than CPT's 5.60% return. Over the past 10 years, AVB has underperformed CPT with an annualized return of 4.44%, while CPT has yielded a comparatively higher 7.60% annualized return.


AVB

1D
1.45%
1M
3.42%
YTD
4.30%
6M
7.93%
1Y
-5.75%
3Y*
3.25%
5Y*
0.66%
10Y*
4.44%

CPT

1D
0.47%
1M
12.08%
YTD
5.60%
6M
12.64%
1Y
3.07%
3Y*
4.70%
5Y*
0.17%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVB vs. CPT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVB
AvalonBay Communities, Inc.
4.30%-14.60%21.44%20.34%-33.92%62.17%-20.27%24.10%1.00%3.89%
CPT
Camden Property Trust
5.60%-1.48%21.31%-7.64%-35.58%83.40%-2.28%24.21%-0.98%13.33%

Correlation

The correlation between AVB and CPT is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 11, 1994

0.70

The correlation between AVB and CPT shifts across timeframes, from 0.70 (all time) to 0.84 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AVB:

$26.34B

CPT:

$12.06B

EPS

AVB:

$8.02

CPT:

$3.60

PE Ratio

AVB:

23.33

CPT:

31.96

PEG Ratio

AVB:

13.42

CPT:

0.90

PS Ratio

AVB:

8.69

CPT:

10.48

PB Ratio

AVB:

2.25

CPT:

2.99

Total Revenue (TTM)

AVB:

$3.06B

CPT:

$1.18B

Gross Profit (TTM)

AVB:

$2.08B

CPT:

$725.73M

EBITDA (TTM)

AVB:

$1.99B

CPT:

$1.12B

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Return for Risk

AVB vs. CPT — Risk / Return Rank

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

AVB
AVB Risk / Return Rank: 2828
Overall Rank
AVB Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AVB Sortino Ratio Rank: 2424
Sortino Ratio Rank
AVB Omega Ratio Rank: 2424
Omega Ratio Rank
AVB Calmar Ratio Rank: 3232
Calmar Ratio Rank
AVB Martin Ratio Rank: 3131
Martin Ratio Rank

CPT
CPT Risk / Return Rank: 4141
Overall Rank
CPT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CPT Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPT Omega Ratio Rank: 3636
Omega Ratio Rank
CPT Calmar Ratio Rank: 4444
Calmar Ratio Rank
CPT Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVB vs. CPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AvalonBay Communities, Inc. (AVB) and Camden Property Trust (CPT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVBCPTDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

0.96

1.02

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.34

0.07

-0.41

Martin ratioReturn relative to average drawdown

-0.66

0.14

-0.80

AVB vs. CPT - Sharpe Ratio Comparison

The current AVB Sharpe Ratio is -0.35, which is lower than the CPT Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of AVB and CPT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVB vs. CPT - Drawdown Comparison

The maximum AVB drawdown since its inception was -70.04%, smaller than the maximum CPT drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for AVB and CPT.


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Drawdown Indicators


AVBCPTDifference

Max Drawdown

Largest peak-to-trough decline

-70.04%

-75.31%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-20.43%

-14.81%

-5.62%

Max Drawdown (3Y)

Largest decline over 3 years

-29.40%

-24.87%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-38.36%

-50.22%

+11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-46.91%

-50.22%

+3.31%

Current Drawdown

Current decline from peak

-16.97%

-24.91%

+7.94%

Average Drawdown

Average peak-to-trough decline

-11.75%

-12.91%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.98%

8.58%

+2.40%

Volatility

AVB vs. CPT - Volatility Comparison

AvalonBay Communities, Inc. (AVB) and Camden Property Trust (CPT) have volatilities of 5.80% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVBCPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.55%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

14.28%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.17%

19.42%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.20%

22.69%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

24.37%

+0.32%

Dividends

AVB vs. CPT - Dividend Comparison

AVB's dividend yield for the trailing twelve months is around 3.76%, more than CPT's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
AVB
AvalonBay Communities, Inc.
3.76%3.86%3.09%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%
CPT
Camden Property Trust
3.66%3.82%3.55%4.03%3.36%1.93%3.32%3.02%3.50%3.26%8.62%3.65%

Financials

AVB vs. CPT - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M20222023202420252026
770.28M
0
(AVB) Total Revenue
(CPT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AVB and CPT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVB has higher volatility (5.80%) compared to CPT (5.55%). In terms of maximum drawdown, AVB dropped -70.04% vs CPT's -75.31%.

CPT currently has the higher Sharpe Ratio (0.05 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AVB and CPT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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