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AVB vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVB and VNQ is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

AVB vs. VNQ - Performance Comparison

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

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
6.40%
1.83%
AVB
VNQ

Key characteristics

Sharpe Ratio

AVB:

1.44

VNQ:

0.61

Sortino Ratio

AVB:

2.07

VNQ:

0.91

Omega Ratio

AVB:

1.25

VNQ:

1.12

Calmar Ratio

AVB:

0.90

VNQ:

0.38

Martin Ratio

AVB:

8.07

VNQ:

2.31

Ulcer Index

AVB:

3.27%

VNQ:

4.27%

Daily Std Dev

AVB:

18.37%

VNQ:

16.19%

Max Drawdown

AVB:

-70.04%

VNQ:

-73.07%

Current Drawdown

AVB:

-7.56%

VNQ:

-12.99%

Returns By Period

In the year-to-date period, AVB achieves a -0.83% return, which is significantly lower than VNQ's 0.64% return. Over the past 10 years, AVB has outperformed VNQ with an annualized return of 5.43%, while VNQ has yielded a comparatively lower 4.29% annualized return.


AVB

YTD

-0.83%

1M

-1.81%

6M

5.85%

1Y

24.97%

5Y*

3.70%

10Y*

5.43%

VNQ

YTD

0.64%

1M

1.33%

6M

1.75%

1Y

9.14%

5Y*

2.66%

10Y*

4.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AVB vs. VNQ — 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 8888
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 2323
Overall Rank
The Sharpe Ratio Rank of VNQ is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 2626
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. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AvalonBay Communities, Inc. (AVB) and Vanguard Real Estate ETF (VNQ). 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-2.000.002.004.001.440.61
The chart of Sortino ratio for AVB, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.070.91
The chart of Omega ratio for AVB, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.12
The chart of Calmar ratio for AVB, currently valued at 0.90, compared to the broader market0.002.004.006.000.900.38
The chart of Martin ratio for AVB, currently valued at 8.07, compared to the broader market-10.000.0010.0020.0030.008.072.31
AVB
VNQ

The current AVB Sharpe Ratio is 1.44, which is higher than the VNQ Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of AVB and VNQ, 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
0.61
AVB
VNQ

Dividends

AVB vs. VNQ - Dividend Comparison

AVB's dividend yield for the trailing twelve months is around 3.12%, less than VNQ's 3.83% 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%
VNQ
Vanguard Real Estate ETF
3.83%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

AVB vs. VNQ - Drawdown Comparison

The maximum AVB drawdown since its inception was -70.04%, roughly equal to the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for AVB and VNQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.56%
-12.99%
AVB
VNQ

Volatility

AVB vs. VNQ - Volatility Comparison

The current volatility for AvalonBay Communities, Inc. (AVB) is 6.31%, while Vanguard Real Estate ETF (VNQ) has a volatility of 6.76%. This indicates that AVB experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.31%
6.76%
AVB
VNQ
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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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