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BDN vs. VPV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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BDN vs. VPV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDN
Brandywine Realty Trust
-4.66%-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
2.93%9.96%9.04%6.10%-26.32%14.57%1.46%19.47%1.31%5.14%

Fundamentals

Market Cap

BDN:

$470.72M

VPV:

$188.91M

EPS

BDN:

-$1.03

VPV:

$0.83

PS Ratio

BDN:

0.97

VPV:

5.45

PB Ratio

BDN:

0.59

VPV:

1.01

Total Revenue (TTM)

BDN:

$484.45M

VPV:

$34.69M

Gross Profit (TTM)

BDN:

$122.83M

VPV:

$19.95M

EBITDA (TTM)

BDN:

$257.23M

VPV:

$2.90M

Returns By Period

In the year-to-date period, BDN achieves a -4.66% return, which is significantly lower than VPV's 2.93% return. Over the past 10 years, BDN has underperformed VPV with an annualized return of -8.42%, while VPV has yielded a comparatively higher 2.88% annualized return.


BDN

1D
3.44%
1M
-15.05%
YTD
-4.66%
6M
-31.84%
1Y
-31.70%
3Y*
-5.62%
5Y*
-19.00%
10Y*
-8.42%

VPV

1D
2.82%
1M
-1.34%
YTD
2.93%
6M
6.23%
1Y
12.10%
3Y*
8.15%
5Y*
1.31%
10Y*
2.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BDN vs. VPV — Risk / Return Rank

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

BDN
BDN Risk / Return Rank: 1010
Overall Rank
BDN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BDN Sortino Ratio Rank: 88
Sortino Ratio Rank
BDN Omega Ratio Rank: 1111
Omega Ratio Rank
BDN Calmar Ratio Rank: 1717
Calmar Ratio Rank
BDN Martin Ratio Rank: 1010
Martin Ratio Rank

VPV
VPV Risk / Return Rank: 7575
Overall Rank
VPV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VPV Sortino Ratio Rank: 7171
Sortino Ratio Rank
VPV Omega Ratio Rank: 7575
Omega Ratio Rank
VPV Calmar Ratio Rank: 7474
Calmar Ratio Rank
VPV Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BDNVPVDifference

Sharpe ratio

Return per unit of total volatility

-0.89

1.20

-2.09

Sortino ratio

Return per unit of downside risk

-1.26

1.64

-2.90

Omega ratio

Gain probability vs. loss probability

0.86

1.24

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.72

1.70

-2.42

Martin ratio

Return relative to average drawdown

-1.51

5.07

-6.58

BDN vs. VPV - Sharpe Ratio Comparison

The current BDN Sharpe Ratio is -0.89, which is lower than the VPV Sharpe Ratio of 1.20. 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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Sharpe Ratios by Period


BDNVPVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

1.20

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.13

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.24

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.36

-0.35

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.


Dividends

BDN vs. VPV - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 16.97%, more than VPV's 7.57% yield.


TTM20252024202320222021202020192018201720162015
BDN
Brandywine Realty Trust
16.97%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
7.57%7.65%6.07%3.81%5.48%4.29%4.61%4.85%5.94%5.15%6.00%6.09%

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


BDNVPVDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-71.58%

-4.29%

-67.29%

Average Drawdown

Average peak-to-trough decline

-39.11%

-8.50%

-30.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.84%

2.41%

+18.43%

Volatility

BDN vs. VPV - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 11.40% compared to Invesco Pennsylvania Value Municipal Income Trust (VPV) at 4.80%. 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


BDNVPVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

4.80%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

7.10%

+19.16%

Volatility (1Y)

Calculated over the trailing 1-year period

35.60%

10.13%

+25.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.89%

10.09%

+27.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.08%

11.93%

+23.15%

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


0.0020.00M40.00M60.00M80.00M100.00M120.00M140.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
120.95M
6.11M
(BDN) Total Revenue
(VPV) Total Revenue
Values in USD except per share items