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BXP vs. AVB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BXP and AVB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

BXP:

0.44

AVB:

0.38

Sortino Ratio

BXP:

0.69

AVB:

0.69

Omega Ratio

BXP:

1.09

AVB:

1.09

Calmar Ratio

BXP:

0.21

AVB:

0.41

Martin Ratio

BXP:

0.73

AVB:

1.28

Ulcer Index

BXP:

15.19%

AVB:

6.64%

Daily Std Dev

BXP:

31.44%

AVB:

21.82%

Max Drawdown

BXP:

-72.80%

AVB:

-70.04%

Current Drawdown

BXP:

-40.04%

AVB:

-10.86%

Fundamentals

Market Cap

BXP:

$11.99B

AVB:

$29.63B

EPS

BXP:

-$0.03

AVB:

$8.03

PEG Ratio

BXP:

0.35

AVB:

7.14

PS Ratio

BXP:

3.53

AVB:

9.91

PB Ratio

BXP:

2.02

AVB:

2.49

Total Revenue (TTM)

BXP:

$3.43B

AVB:

$2.95B

Gross Profit (TTM)

BXP:

$1.64B

AVB:

$1.86B

EBITDA (TTM)

BXP:

$1.83B

AVB:

$2.23B

Returns By Period

In the year-to-date period, BXP achieves a -7.35% return, which is significantly lower than AVB's -4.38% return. Over the past 10 years, BXP has underperformed AVB with an annualized return of -2.74%, while AVB has yielded a comparatively higher 5.73% annualized return.


BXP

YTD

-7.35%

1M

6.29%

6M

-10.96%

1Y

13.65%

3Y*

-8.32%

5Y*

1.61%

10Y*

-2.74%

AVB

YTD

-4.38%

1M

2.58%

6M

-7.52%

1Y

8.29%

3Y*

4.88%

5Y*

9.73%

10Y*

5.73%

*Annualized

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Boston Properties, Inc.

AvalonBay Communities, Inc.

Risk-Adjusted Performance

BXP vs. AVB — Risk-Adjusted Performance Rank

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

BXP
The Risk-Adjusted Performance Rank of BXP is 6060
Overall Rank
The Sharpe Ratio Rank of BXP is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6161
Martin Ratio Rank

AVB
The Risk-Adjusted Performance Rank of AVB is 6363
Overall Rank
The Sharpe Ratio Rank of AVB is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AVB is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AVB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AVB is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AVB is 6666
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.

BXP vs. AVB - Risk-Adjusted Performance 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.


The current BXP Sharpe Ratio is 0.44, which is comparable to the AVB Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BXP and AVB, 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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Dividends

BXP vs. AVB - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.77%, more than AVB's 3.28% yield.


TTM20242023202220212020201920182017201620152014
BXP
Boston Properties, Inc.
5.77%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%
AVB
AvalonBay Communities, Inc.
3.28%3.09%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%2.84%

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. For additional features, visit the drawdowns tool.


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Volatility

BXP vs. AVB - Volatility Comparison

Boston Properties, Inc. (BXP) has a higher volatility of 6.78% compared to AvalonBay Communities, Inc. (AVB) at 5.59%. 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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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


500.00M600.00M700.00M800.00M900.00M20212022202320242025
865.22M
745.88M
(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%20212022202320242025
60.7%
64.0%
(BXP) Gross Margin
(AVB) Gross Margin
BXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported a gross profit of 525.30M and revenue of 865.22M. Therefore, the gross margin over that period was 60.7%.

AVB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AvalonBay Communities, Inc. reported a gross profit of 477.02M and revenue of 745.88M. Therefore, the gross margin over that period was 64.0%.

BXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported an operating income of 473.02M and revenue of 865.22M, resulting in an operating margin of 54.7%.

AVB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AvalonBay Communities, Inc. reported an operating income of 239.35M and revenue of 745.88M, resulting in an operating margin of 32.1%.

BXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported a net income of 61.18M and revenue of 865.22M, resulting in a net margin of 7.1%.

AVB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AvalonBay Communities, Inc. reported a net income of 236.60M and revenue of 745.88M, resulting in a net margin of 31.7%.