PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BDN vs. VPV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BDN and VPV is 0.08, 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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-2.75%
-0.64%
BDN
VPV

Key characteristics

Sharpe Ratio

BDN:

0.89

VPV:

1.15

Sortino Ratio

BDN:

1.34

VPV:

1.74

Omega Ratio

BDN:

1.18

VPV:

1.24

Calmar Ratio

BDN:

0.48

VPV:

0.52

Martin Ratio

BDN:

2.98

VPV:

2.96

Ulcer Index

BDN:

10.75%

VPV:

3.82%

Daily Std Dev

BDN:

36.24%

VPV:

9.82%

Max Drawdown

BDN:

-97.00%

VPV:

-45.29%

Current Drawdown

BDN:

-54.76%

VPV:

-11.43%

Fundamentals

Market Cap

BDN:

$857.25M

VPV:

$186.76M

EPS

BDN:

-$1.13

VPV:

$0.94

PEG Ratio

BDN:

14.94

VPV:

0.00

Total Revenue (TTM)

BDN:

$505.52M

VPV:

$14.97M

Gross Profit (TTM)

BDN:

$357.01M

VPV:

$11.03M

EBITDA (TTM)

BDN:

-$45.27M

VPV:

$15.05M

Returns By Period

In the year-to-date period, BDN achieves a -10.91% return, which is significantly lower than VPV's 3.77% return. Over the past 10 years, BDN has underperformed VPV with an annualized return of -4.69%, while VPV has yielded a comparatively higher 2.88% annualized return.


BDN

YTD

-10.91%

1M

-9.51%

6M

-2.75%

1Y

31.14%

5Y*

-13.09%

10Y*

-4.69%

VPV

YTD

3.77%

1M

3.90%

6M

-0.64%

1Y

10.86%

5Y*

0.04%

10Y*

2.88%

*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

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 7070
Overall Rank
The Sharpe Ratio Rank of BDN is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 7373
Martin Ratio Rank

VPV
The Risk-Adjusted Performance Rank of VPV is 7575
Overall Rank
The Sharpe Ratio Rank of VPV is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VPV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VPV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VPV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VPV is 7272
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.


Sharpe ratio
The chart of Sharpe ratio for BDN, currently valued at 0.89, compared to the broader market-2.000.002.000.891.15
The chart of Sortino ratio for BDN, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.006.001.341.74
The chart of Omega ratio for BDN, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.24
The chart of Calmar ratio for BDN, currently valued at 0.48, compared to the broader market0.002.004.006.000.480.52
The chart of Martin ratio for BDN, currently valued at 2.98, compared to the broader market-10.000.0010.0020.0030.002.982.96
BDN
VPV

The current BDN Sharpe Ratio is 0.89, which is comparable to the VPV Sharpe Ratio of 1.15. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.89
1.15
BDN
VPV

Dividends

BDN vs. VPV - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 12.37%, more than VPV's 6.66% yield.


TTM20242023202220212020201920182017201620152014
BDN
Brandywine Realty Trust
12.37%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
6.66%6.11%3.86%5.51%4.29%4.59%4.85%5.94%5.14%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 -45.29%. Use the drawdown chart below to compare losses from any high point for BDN and VPV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-54.76%
-11.43%
BDN
VPV

Volatility

BDN vs. VPV - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 10.27% compared to Invesco Pennsylvania Value Municipal Income Trust (VPV) at 1.98%. 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.27%
1.98%
BDN
VPV

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab