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BXP vs. AVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BXP vs. AVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Properties, Inc. (BXP) and AvalonBay Communities, Inc. (AVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BXP achieves a -8.05% return, which is significantly lower than AVB's 2.27% return. Over the past 10 years, BXP has underperformed AVB with an annualized return of -3.20%, while AVB has yielded a comparatively higher 4.03% annualized return.


BXP

1D
3.52%
1M
3.10%
YTD
-8.05%
6M
-12.64%
1Y
-5.04%
3Y*
12.65%
5Y*
-7.98%
10Y*
-3.20%

AVB

1D
0.28%
1M
-0.04%
YTD
2.27%
6M
3.35%
1Y
-8.02%
3Y*
4.04%
5Y*
0.41%
10Y*
4.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BXP vs. AVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BXP
Boston Properties, Inc.
-8.05%-4.75%12.28%10.98%-38.57%26.21%-28.33%26.09%-10.86%5.91%
AVB
AvalonBay Communities, Inc.
2.27%-14.60%21.44%20.34%-33.92%62.17%-20.27%24.10%1.00%3.89%

Correlation

The correlation between BXP and AVB is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.56

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

0.59

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 19, 1997

0.67

Over the past year, the correlation between BXP and AVB has dropped to 0.44 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

BXP:

$9.71B

AVB:

$25.82B

EPS

BXP:

$2.00

AVB:

$8.02

PE Ratio

BXP:

30.61

AVB:

22.87

PEG Ratio

BXP:

0.07

AVB:

13.15

PS Ratio

BXP:

2.78

AVB:

8.53

PB Ratio

BXP:

1.89

AVB:

2.20

Total Revenue (TTM)

BXP:

$3.49B

AVB:

$3.06B

Gross Profit (TTM)

BXP:

$2.10B

AVB:

$2.08B

EBITDA (TTM)

BXP:

$1.88B

AVB:

$1.99B

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Return for Risk

BXP vs. AVB — Risk / Return Rank

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

BXP
BXP Risk / Return Rank: 3232
Overall Rank
BXP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BXP Sortino Ratio Rank: 2828
Sortino Ratio Rank
BXP Omega Ratio Rank: 2828
Omega Ratio Rank
BXP Calmar Ratio Rank: 3535
Calmar Ratio Rank
BXP Martin Ratio Rank: 3535
Martin Ratio Rank

AVB
AVB Risk / Return Rank: 2424
Overall Rank
AVB Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AVB Sortino Ratio Rank: 2020
Sortino Ratio Rank
AVB Omega Ratio Rank: 2121
Omega Ratio Rank
AVB Calmar Ratio Rank: 2828
Calmar Ratio Rank
AVB Martin Ratio Rank: 2727
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.

BXP vs. AVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Properties, Inc. (BXP) and AvalonBay Communities, Inc. (AVB). 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.


BXPAVBDifference

Sharpe ratio

Return per unit of total volatility

-0.18

-0.40

+0.22

Sortino ratio

Return per unit of downside risk

-0.06

-0.43

+0.38

Omega ratio

Gain probability vs. loss probability

0.99

0.95

+0.05

Calmar ratio

Return relative to maximum drawdown

-0.14

-0.38

+0.24

Martin ratio

Return relative to average drawdown

-0.28

-0.72

+0.44

BXP vs. AVB - Sharpe Ratio Comparison

The current BXP Sharpe Ratio is -0.18, which is higher than the AVB Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of BXP and AVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BXPAVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

-0.40

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.02

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.16

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.42

-0.18

Drawdowns

BXP vs. AVB - Drawdown Comparison

The maximum BXP drawdown since its inception was -72.80%, roughly equal to the maximum AVB drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for BXP and AVB.


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Drawdown Indicators


BXPAVBDifference

Max Drawdown

Largest peak-to-trough decline

-72.80%

-70.04%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-33.56%

-20.87%

-12.69%

Max Drawdown (3Y)

Largest decline over 3 years

-39.03%

-29.40%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-62.57%

-38.36%

-24.21%

Max Drawdown (10Y)

Largest decline over 10 years

-63.59%

-46.91%

-16.68%

Current Drawdown

Current decline from peak

-43.32%

-18.59%

-24.73%

Average Drawdown

Average peak-to-trough decline

-16.72%

-11.74%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.54%

10.91%

+5.63%

Volatility

BXP vs. AVB - Volatility Comparison

Boston Properties, Inc. (BXP) has a higher volatility of 6.50% compared to AvalonBay Communities, Inc. (AVB) at 4.99%. This indicates that BXP's price experiences larger fluctuations and is considered to be riskier than AVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXPAVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

4.99%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

20.02%

14.91%

+5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

28.22%

19.96%

+8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.86%

22.16%

+10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.04%

24.68%

+7.36%

Dividends

BXP vs. AVB - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.03%, more than AVB's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
AVB
AvalonBay Communities, Inc.
3.83%3.86%3.09%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%
BXP
Boston Properties, Inc.
5.03%4.98%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%

Financials

BXP vs. AVB - Financials Comparison

This section allows you to compare key financial metrics between Boston Properties, Inc. and AvalonBay Communities, Inc.. 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


550.00M600.00M650.00M700.00M750.00M800.00M850.00M900.00M20222023202420252026
872.15M
770.28M
(BXP) Total Revenue
(AVB) Total Revenue
Values in USD except per share items

BXP vs. AVB - Profitability Comparison

The chart below illustrates the profitability comparison between Boston Properties, Inc. and AvalonBay Communities, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
59.1%
67.7%
Portfolio components
BXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Boston Properties, Inc. reported a gross profit of 515.21M and revenue of 872.15M. Therefore, the gross margin over that period was 59.1%.

AVB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a gross profit of 521.68M and revenue of 770.28M. Therefore, the gross margin over that period was 67.7%.

BXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Boston Properties, Inc. reported an operating income of 227.78M and revenue of 872.15M, resulting in an operating margin of 26.1%.

AVB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported an operating income of 218.54M and revenue of 770.28M, resulting in an operating margin of 28.4%.

BXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Boston Properties, Inc. reported a net income of 101.58M and revenue of 872.15M, resulting in a net margin of 11.7%.

AVB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a net income of 325.73M and revenue of 770.28M, resulting in a net margin of 42.3%.


Frequently Asked Questions


BXP and AVB have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXP has higher volatility (6.50%) compared to AVB (4.99%). In terms of maximum drawdown, BXP dropped -72.80% vs AVB's -70.04%.

BXP currently has the higher Sharpe Ratio (-0.18 vs -0.40), 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.

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