BDN vs. VPV
BDN (Brandywine Realty Trust) and VPV (Invesco Pennsylvania Value Municipal Income Trust) are both stocks. BDN operates in REIT - Office (Real Estate), while VPV operates in Asset Management (Financial Services). Over the past 10 years, BDN returned -8.24%/yr vs 2.93%/yr for VPV. At a 0.09 correlation, their price movements are largely independent.
Performance
BDN vs. VPV - Performance Comparison
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Returns By Period
In the year-to-date period, BDN achieves a 10.64% return, which is significantly higher than VPV's 9.72% return. Over the past 10 years, BDN has underperformed VPV with an annualized return of -8.24%, while VPV has yielded a comparatively higher 2.93% annualized return.
BDN
- 1D
- -2.56%
- 1M
- 4.45%
- YTD
- 10.64%
- 6M
- -2.69%
- 1Y
- -21.26%
- 3Y*
- 2.49%
- 5Y*
- -18.44%
- 10Y*
- -8.24%
VPV
- 1D
- 0.50%
- 1M
- 2.54%
- YTD
- 9.72%
- 6M
- 10.64%
- 1Y
- 21.83%
- 3Y*
- 11.35%
- 5Y*
- 2.02%
- 10Y*
- 2.93%
BDN vs. VPV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDN Brandywine Realty Trust | 10.64% | -41.31% | 17.13% | 1.73% | -50.65% | 19.50% | -19.06% | 28.95% | -26.04% | 14.42% |
VPV Invesco Pennsylvania Value Municipal Income Trust | 9.72% | 9.96% | 9.04% | 6.10% | -26.32% | 14.57% | 1.46% | 19.47% | 1.31% | 5.14% |
Correlation
The correlation between BDN and VPV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 1994 | 0.09 |
The correlation between BDN and VPV shifts across timeframes, from 0.09 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
BDN:
$529.96M
VPV:
$198.92M
BDN:
-$1.16
VPV:
$1.01
BDN:
1.08
VPV:
6.08
BDN:
0.72
VPV:
1.01
BDN:
$489.94M
VPV:
$32.74M
BDN:
$343.79M
VPV:
$24.84M
BDN:
$38.42M
VPV:
$22.21M
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Return for Risk
BDN vs. VPV — Risk / Return Rank
BDN
VPV
BDN vs. VPV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and Invesco Pennsylvania Value Municipal Income Trust (VPV). 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.
| BDN | VPV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -4.14 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.43 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 3.05 | -3.54 |
| Martin ratioReturn relative to average drawdown | -0.88 | 10.50 | -11.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BDN | VPV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 2.23 | -2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.20 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.25 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.37 | -0.36 |
Drawdowns
BDN vs. VPV - Drawdown Comparison
The maximum BDN drawdown since its inception was -96.84%, which is greater than VPV's maximum drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for BDN and VPV.
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Drawdown Indicators
| BDN | VPV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -45.21% | -51.63% |
Max Drawdown (1Y)Largest decline over 1 year | -43.44% | -7.19% | -36.25% |
Max Drawdown (3Y)Largest decline over 3 years | -56.26% | -12.46% | -43.80% |
Max Drawdown (5Y)Largest decline over 5 years | -73.17% | -33.08% | -40.09% |
Max Drawdown (10Y)Largest decline over 10 years | -73.17% | -33.08% | -40.09% |
Current DrawdownCurrent decline from peak | -67.02% | 0.00% | -67.02% |
Average DrawdownAverage peak-to-trough decline | -39.24% | -8.47% | -30.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.27% | 2.08% | +22.19% |
Volatility
BDN vs. VPV - Volatility Comparison
Brandywine Realty Trust (BDN) has a higher volatility of 7.89% compared to Invesco Pennsylvania Value Municipal Income Trust (VPV) at 3.01%. This indicates that BDN's price experiences larger fluctuations and is considered to be riskier than VPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDN | VPV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 3.01% | +4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 26.13% | 8.14% | +17.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.08% | 9.83% | +24.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.11% | 10.29% | +27.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.24% | 11.99% | +23.25% |
Dividends
BDN vs. VPV - Dividend Comparison
BDN's dividend yield for the trailing twelve months is around 12.79%, more than VPV's 7.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDN Brandywine Realty Trust | 12.79% | 18.15% | 10.71% | 13.33% | 12.36% | 5.66% | 6.38% | 4.83% | 5.59% | 3.52% | 3.76% | 4.39% |
VPV Invesco Pennsylvania Value Municipal Income Trust | 7.19% | 7.65% | 6.07% | 3.81% | 5.48% | 4.29% | 4.61% | 4.85% | 5.94% | 5.15% | 6.00% | 6.09% |
Financials
BDN vs. VPV - Financials Comparison
This section allows you to compare key financial metrics between Brandywine Realty Trust and Invesco Pennsylvania Value Municipal Income 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BDN and VPV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDN has higher volatility (7.89%) compared to VPV (3.01%). In terms of maximum drawdown, BDN dropped -96.84% vs VPV's -45.21%.
VPV currently has the higher Sharpe Ratio (2.23 vs -0.63), 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.
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