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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.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
220.93%
473.33%
BDN
VPV

Key characteristics

Sharpe Ratio

BDN:

0.45

VPV:

0.91

Sortino Ratio

BDN:

0.83

VPV:

1.39

Omega Ratio

BDN:

1.11

VPV:

1.20

Calmar Ratio

BDN:

0.25

VPV:

0.40

Martin Ratio

BDN:

1.17

VPV:

4.91

Ulcer Index

BDN:

14.53%

VPV:

1.81%

Daily Std Dev

BDN:

37.71%

VPV:

9.71%

Max Drawdown

BDN:

-97.00%

VPV:

-45.29%

Current Drawdown

BDN:

-51.12%

VPV:

-14.98%

Fundamentals

Market Cap

BDN:

$1.01B

VPV:

$250.92M

EPS

BDN:

-$1.80

VPV:

$0.94

PEG Ratio

BDN:

14.94

VPV:

0.00

Total Revenue (TTM)

BDN:

$502.82M

VPV:

$10.40M

Gross Profit (TTM)

BDN:

$271.17M

VPV:

$7.72M

EBITDA (TTM)

BDN:

-$98.59M

VPV:

$15.05M

Returns By Period

In the year-to-date period, BDN achieves a 12.74% return, which is significantly higher than VPV's 8.66% return. Over the past 10 years, BDN has underperformed VPV with an annualized return of -3.93%, while VPV has yielded a comparatively higher 2.24% annualized return.


BDN

YTD

12.74%

1M

0.00%

6M

26.16%

1Y

15.08%

5Y*

-11.28%

10Y*

-3.93%

VPV

YTD

8.66%

1M

-7.08%

6M

-2.66%

1Y

8.88%

5Y*

-0.23%

10Y*

2.24%

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Risk-Adjusted Performance

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 0.45, compared to the broader market-4.00-2.000.002.000.450.91
The chart of Sortino ratio for BDN, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.831.39
The chart of Omega ratio for BDN, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.20
The chart of Calmar ratio for BDN, currently valued at 0.25, compared to the broader market0.002.004.006.000.250.40
The chart of Martin ratio for BDN, currently valued at 1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.001.174.91
BDN
VPV

The current BDN Sharpe Ratio is 0.45, which is lower than the VPV Sharpe Ratio of 0.91. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.45
0.91
BDN
VPV

Dividends

BDN vs. VPV - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 11.13%, more than VPV's 6.14% yield.


TTM20232022202120202019201820172016201520142013
BDN
Brandywine Realty Trust
11.13%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%4.26%
VPV
Invesco Pennsylvania Value Municipal Income Trust
6.14%3.86%5.51%4.29%4.59%4.85%5.94%5.14%6.00%6.09%6.48%7.41%

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%JulyAugustSeptemberOctoberNovemberDecember
-51.12%
-14.98%
BDN
VPV

Volatility

BDN vs. VPV - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 11.28% compared to Invesco Pennsylvania Value Municipal Income Trust (VPV) at 4.04%. 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%JulyAugustSeptemberOctoberNovemberDecember
11.28%
4.04%
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
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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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