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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.


-0.50.00.51.0
Correlation: 0.5

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.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
803.85%
1,647.86%
BXP
AVB

Key characteristics

Sharpe Ratio

BXP:

0.34

AVB:

0.59

Sortino Ratio

BXP:

0.67

AVB:

0.95

Omega Ratio

BXP:

1.08

AVB:

1.12

Calmar Ratio

BXP:

0.20

AVB:

0.59

Martin Ratio

BXP:

0.77

AVB:

2.10

Ulcer Index

BXP:

13.90%

AVB:

5.99%

Daily Std Dev

BXP:

31.74%

AVB:

21.47%

Max Drawdown

BXP:

-72.80%

AVB:

-70.04%

Current Drawdown

BXP:

-41.85%

AVB:

-12.08%

Fundamentals

Market Cap

BXP:

$11.65B

AVB:

$29.43B

EPS

BXP:

$0.09

AVB:

$7.59

PE Ratio

BXP:

731.67

AVB:

27.11

PEG Ratio

BXP:

0.37

AVB:

6.96

PS Ratio

BXP:

3.45

AVB:

9.93

PB Ratio

BXP:

1.93

AVB:

2.45

Total Revenue (TTM)

BXP:

$2.57B

AVB:

$2.19B

Gross Profit (TTM)

BXP:

$1.12B

AVB:

$1.44B

EBITDA (TTM)

BXP:

$1.36B

AVB:

$1.64B

Returns By Period

In the year-to-date period, BXP achieves a -10.14% return, which is significantly lower than AVB's -5.69% return. Over the past 10 years, BXP has underperformed AVB with an annualized return of -3.19%, while AVB has yielded a comparatively higher 5.50% annualized return.


BXP

YTD

-10.14%

1M

-2.20%

6M

-22.16%

1Y

13.25%

5Y*

-2.05%

10Y*

-3.19%

AVB

YTD

-5.69%

1M

-3.46%

6M

-7.63%

1Y

10.95%

5Y*

8.77%

10Y*

5.50%

*Annualized

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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 6161
Overall Rank
The Sharpe Ratio Rank of BXP is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5656
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6363
Martin Ratio Rank

AVB
The Risk-Adjusted Performance Rank of AVB is 7171
Overall Rank
The Sharpe Ratio Rank of AVB is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AVB is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AVB is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AVB is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AVB is 7474
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 chart of Sharpe ratio for BXP, currently valued at 0.34, compared to the broader market-2.00-1.000.001.002.003.00
BXP: 0.34
AVB: 0.59
The chart of Sortino ratio for BXP, currently valued at 0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
BXP: 0.67
AVB: 0.95
The chart of Omega ratio for BXP, currently valued at 1.08, compared to the broader market0.501.001.502.00
BXP: 1.08
AVB: 1.12
The chart of Calmar ratio for BXP, currently valued at 0.20, compared to the broader market0.001.002.003.004.005.00
BXP: 0.20
AVB: 0.59
The chart of Martin ratio for BXP, currently valued at 0.77, compared to the broader market-5.000.005.0010.0015.0020.00
BXP: 0.77
AVB: 2.10

The current BXP Sharpe Ratio is 0.34, which is lower than the AVB Sharpe Ratio of 0.59. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.34
0.59
BXP
AVB

Dividends

BXP vs. AVB - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.95%, more than AVB's 3.33% yield.


TTM20242023202220212020201920182017201620152014
BXP
Boston Properties, Inc.
5.95%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.
3.33%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.85%
-12.08%
BXP
AVB

Volatility

BXP vs. AVB - Volatility Comparison

Boston Properties, Inc. (BXP) has a higher volatility of 14.72% compared to AvalonBay Communities, Inc. (AVB) at 12.90%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.72%
12.90%
BXP
AVB

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


Values in USD except per share items