PortfoliosLab logoPortfoliosLab logo
BDN vs. VVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BDN vs. VVR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BDN achieves a 10.64% return, which is significantly higher than VVR's -2.51% return. Over the past 10 years, BDN has underperformed VVR with an annualized return of -8.24%, while VVR has yielded a comparatively higher 5.98% 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%

VVR

1D
-1.95%
1M
-1.33%
YTD
-2.51%
6M
-1.97%
1Y
-8.03%
3Y*
5.60%
5Y*
4.79%
10Y*
5.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDN vs. VVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDN
Brandywine Realty Trust
10.64%-41.31%17.13%1.73%-50.65%19.50%-19.06%28.95%-26.04%14.42%
VVR
Invesco Senior Income Trust
-2.51%-6.18%8.97%20.86%-1.11%17.00%-0.22%16.97%-5.36%0.19%

Correlation

The correlation between BDN and VVR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 25, 1998

0.19

Fundamentals

Market Cap

BDN:

$529.96M

VVR:

$463.31M

EPS

BDN:

-$1.16

VVR:

$0.35

PS Ratio

BDN:

1.08

VVR:

4.76

PB Ratio

BDN:

0.72

VVR:

0.87

Total Revenue (TTM)

BDN:

$489.94M

VVR:

$97.40M

Gross Profit (TTM)

BDN:

$343.79M

VVR:

$66.80M

EBITDA (TTM)

BDN:

$38.42M

VVR:

$71.31M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BDN vs. VVR — Risk / Return Rank

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

BDN
BDN Risk / Return Rank: 1818
Overall Rank
BDN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BDN Sortino Ratio Rank: 1414
Sortino Ratio Rank
BDN Omega Ratio Rank: 1616
Omega Ratio Rank
BDN Calmar Ratio Rank: 2424
Calmar Ratio Rank
BDN Martin Ratio Rank: 2323
Martin Ratio Rank

VVR
VVR Risk / Return Rank: 1717
Overall Rank
VVR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VVR Sortino Ratio Rank: 1616
Sortino Ratio Rank
VVR Omega Ratio Rank: 1717
Omega Ratio Rank
VVR Calmar Ratio Rank: 1717
Calmar Ratio Rank
VVR Martin Ratio Rank: 2020
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. VVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and Invesco Senior Income Trust (VVR). 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.


BDNVVRDifference

Sharpe ratio

Return per unit of total volatility

-0.63

-0.54

-0.09

Sortino ratio

Return per unit of downside risk

-0.80

-0.69

-0.11

Omega ratio

Gain probability vs. loss probability

0.91

0.92

0.00

Calmar ratio

Return relative to maximum drawdown

-0.49

-0.64

+0.15

Martin ratio

Return relative to average drawdown

-0.88

-1.00

+0.12

BDN vs. VVR - Sharpe Ratio Comparison

The current BDN Sharpe Ratio is -0.63, which is comparable to the VVR Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of BDN and VVR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BDNVVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

-0.54

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.30

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

0.25

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.19

-0.17

Drawdowns

BDN vs. VVR - Drawdown Comparison

The maximum BDN drawdown since its inception was -96.84%, which is greater than VVR's maximum drawdown of -73.79%. Use the drawdown chart below to compare losses from any high point for BDN and VVR.


Loading charts...

Drawdown Indicators


BDNVVRDifference

Max Drawdown

Largest peak-to-trough decline

-96.84%

-73.79%

-23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-43.44%

-12.65%

-30.79%

Max Drawdown (3Y)

Largest decline over 3 years

-56.26%

-19.50%

-36.76%

Max Drawdown (5Y)

Largest decline over 5 years

-73.17%

-19.50%

-53.67%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

-55.92%

-17.25%

Current Drawdown

Current decline from peak

-67.02%

-14.56%

-52.46%

Average Drawdown

Average peak-to-trough decline

-39.24%

-10.90%

-28.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.27%

8.05%

+16.22%

Volatility

BDN vs. VVR - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 7.89% compared to Invesco Senior Income Trust (VVR) at 4.34%. This indicates that BDN's price experiences larger fluctuations and is considered to be riskier than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BDNVVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

4.34%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

26.13%

11.83%

+14.30%

Volatility (1Y)

Calculated over the trailing 1-year period

34.08%

15.05%

+19.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.11%

16.04%

+22.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.24%

23.59%

+11.65%

Dividends

BDN vs. VVR - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 12.79%, less than VVR's 14.85% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VVR
Invesco Senior Income Trust
14.85%13.94%13.06%11.54%11.46%7.22%6.71%6.22%6.68%5.95%6.41%7.97%

Financials

BDN vs. VVR - Financials Comparison

This section allows you to compare key financial metrics between Brandywine Realty Trust and Invesco Senior 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


0.0020.00M40.00M60.00M80.00M100.00M120.00M140.00M20222023202420252026
127.00M
23.90M
(BDN) Total Revenue
(VVR) Total Revenue
Values in USD except per share items

BDN vs. VVR - Profitability Comparison

The chart below illustrates the profitability comparison between Brandywine Realty Trust and Invesco Senior Income Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
91.1%
80.6%
Portfolio components
BDN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported a gross profit of 115.68M and revenue of 127.00M. Therefore, the gross margin over that period was 91.1%.

VVR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Senior Income Trust reported a gross profit of 19.26M and revenue of 23.90M. Therefore, the gross margin over that period was 80.6%.

BDN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported an operating income of 1.51M and revenue of 127.00M, resulting in an operating margin of 1.2%.

VVR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Senior Income Trust reported an operating income of 4.92M and revenue of 23.90M, resulting in an operating margin of 20.6%.

BDN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported a net income of -48.91M and revenue of 127.00M, resulting in a net margin of -38.5%.

VVR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Senior Income Trust reported a net income of -3.05M and revenue of 23.90M, resulting in a net margin of -12.7%.


Frequently Asked Questions


BDN and VVR have a correlation of 0.13, 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 VVR (4.34%). In terms of maximum drawdown, BDN dropped -96.84% vs VVR's -73.79%.

VVR currently has the higher Sharpe Ratio (-0.54 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.

Portfolio Optimizer

Find the right allocation for BDN and VVR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer