AVB vs. SGP.AX
AVB (AvalonBay Communities, Inc.) and SGP.AX (Stockland) are both stocks. Both are in the Real Estate sector — AVB in REIT - Residential, SGP.AX in REIT - Diversified. Over the past 10 years, AVB returned 4.44%/yr vs 4.35%/yr for SGP.AX. At a 0.15 correlation, their price movements are largely independent.
Performance
AVB vs. SGP.AX - Performance Comparison
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Different Trading Currencies
AVB is traded in USD, while SGP.AX is traded in AUD. To make them comparable, the SGP.AX values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AVB achieves a 4.30% return, which is significantly higher than SGP.AX's -22.09% return. Both investments have delivered pretty close results over the past 10 years, with AVB having a 4.44% annualized return and SGP.AX not far behind at 4.35%.
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%
SGP.AX
- 1D
- 3.09%
- 1M
- 5.03%
- YTD
- -22.09%
- 6M
- -22.07%
- 1Y
- -14.17%
- 3Y*
- 7.35%
- 5Y*
- 1.02%
- 10Y*
- 4.35%
AVB vs. SGP.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVB AvalonBay Communities, Inc. | 4.30% | -14.60% | 21.44% | 20.34% | -33.92% | 62.17% | -20.27% | 24.10% | 1.00% | 3.89% |
SGP.AX Stockland | -22.09% | 34.90% | 1.88% | 29.24% | -13.95% | 1.28% | 5.02% | 38.95% | -23.88% | 12.16% |
Correlation
The correlation between AVB and SGP.AX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2007 | 0.16 |
The correlation between AVB and SGP.AX shifts across timeframes, from 0.06 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AVB vs. SGP.AX — Risk / Return Rank
AVB
SGP.AX
AVB vs. SGP.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AvalonBay Communities, Inc. (AVB) and Stockland (SGP.AX). 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.
| AVB | SGP.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.91 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.39 | +0.05 |
| Martin ratioReturn relative to average drawdown | -0.66 | -0.82 | +0.15 |
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Drawdowns
AVB vs. SGP.AX - Drawdown Comparison
The maximum AVB drawdown since its inception was -70.04%, smaller than the maximum SGP.AX drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for AVB and SGP.AX.
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Drawdown Indicators
| AVB | SGP.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.04% | -81.61% | +11.57% |
Max Drawdown (1Y)Largest decline over 1 year | -20.43% | -39.23% | +18.80% |
Max Drawdown (3Y)Largest decline over 3 years | -29.40% | -39.23% | +9.83% |
Max Drawdown (5Y)Largest decline over 5 years | -38.36% | -39.94% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -46.91% | -70.75% | +23.84% |
Current DrawdownCurrent decline from peak | -16.97% | -31.71% | +14.74% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -27.06% | +15.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.98% | 19.04% | -8.06% |
Volatility
AVB vs. SGP.AX - Volatility Comparison
The current volatility for AvalonBay Communities, Inc. (AVB) is 5.80%, while Stockland (SGP.AX) has a volatility of 10.85%. This indicates that AVB experiences smaller price fluctuations and is considered to be less risky than SGP.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVB | SGP.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 10.85% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 18.41% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 23.76% | -3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.20% | 25.66% | -3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 30.65% | -5.96% |
Dividends
AVB vs. SGP.AX - Dividend Comparison
AVB's dividend yield for the trailing twelve months is around 3.76%, less than SGP.AX's 6.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGP.AX Stockland | 6.19% | 4.57% | 3.46% | 5.03% | 7.27% | 5.97% | 5.24% | 5.97% | 7.67% | 5.78% | 5.44% | 5.90% |
Financials
AVB vs. SGP.AX - Financials Comparison
This section allows you to compare key financial metrics between AvalonBay Communities, Inc. and Stockland. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AVB and SGP.AX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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