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BDN vs. VPV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BDN and VPV is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BDN vs. VPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandywine Realty Trust (BDN) and Invesco Pennsylvania Value Municipal Income Trust (VPV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BDN:

-0.03

VPV:

0.23

Sortino Ratio

BDN:

0.17

VPV:

0.37

Omega Ratio

BDN:

1.02

VPV:

1.05

Calmar Ratio

BDN:

-0.03

VPV:

0.13

Martin Ratio

BDN:

-0.10

VPV:

0.42

Ulcer Index

BDN:

18.83%

VPV:

5.81%

Daily Std Dev

BDN:

36.63%

VPV:

11.18%

Max Drawdown

BDN:

-97.00%

VPV:

-45.33%

Current Drawdown

BDN:

-59.76%

VPV:

-15.97%

Fundamentals

Market Cap

BDN:

$740.70M

VPV:

$177.83M

EPS

BDN:

-$1.20

VPV:

$0.57

PEG Ratio

BDN:

14.94

VPV:

0.00

PS Ratio

BDN:

2.37

VPV:

10.30

PB Ratio

BDN:

0.76

VPV:

0.86

Total Revenue (TTM)

BDN:

$500.55M

VPV:

$9.20M

Gross Profit (TTM)

BDN:

$268.86M

VPV:

$4.40M

EBITDA (TTM)

BDN:

-$231.13M

VPV:

$11.86M

Returns By Period

In the year-to-date period, BDN achieves a -20.76% return, which is significantly lower than VPV's -1.42% return. Over the past 10 years, BDN has underperformed VPV with an annualized return of -4.97%, while VPV has yielded a comparatively higher 2.63% annualized return.


BDN

YTD

-20.76%

1M

11.20%

6M

-17.67%

1Y

-1.14%

3Y*

-17.10%

5Y*

-5.72%

10Y*

-4.97%

VPV

YTD

-1.42%

1M

2.39%

6M

-7.46%

1Y

2.55%

3Y*

3.42%

5Y*

1.84%

10Y*

2.63%

*Annualized

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Brandywine Realty Trust

Risk-Adjusted Performance

BDN vs. VPV — Risk-Adjusted Performance Rank

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

BDN
The Risk-Adjusted Performance Rank of BDN is 4646
Overall Rank
The Sharpe Ratio Rank of BDN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 4141
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 4949
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 4949
Martin Ratio Rank

VPV
The Risk-Adjusted Performance Rank of VPV is 5454
Overall Rank
The Sharpe Ratio Rank of VPV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VPV is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VPV is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VPV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VPV is 5757
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.

BDN vs. VPV - Risk-Adjusted Performance 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.


The current BDN Sharpe Ratio is -0.03, which is lower than the VPV Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of BDN and VPV, 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

BDN vs. VPV - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 14.39%, more than VPV's 8.15% yield.


TTM20242023202220212020201920182017201620152014
BDN
Brandywine Realty Trust
14.39%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%
VPV
Invesco Pennsylvania Value Municipal Income Trust
8.15%6.07%3.81%5.48%4.29%4.61%4.85%5.94%5.15%6.00%6.09%6.48%

Drawdowns

BDN vs. VPV - Drawdown Comparison

The maximum BDN drawdown since its inception was -97.00%, which is greater than VPV's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for BDN and VPV. For additional features, visit the drawdowns tool.


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Volatility

BDN vs. VPV - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 7.64% compared to Invesco Pennsylvania Value Municipal Income Trust (VPV) at 2.37%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M20212022202320242025
121.52M
9.20M
(BDN) Total Revenue
(VPV) Total Revenue
Values in USD except per share items