PortfoliosLab logo
BXP vs. EXPE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BXP and EXPE is 0.59, 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. EXPE - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

BXP:

0.41

EXPE:

1.08

Sortino Ratio

BXP:

0.73

EXPE:

1.85

Omega Ratio

BXP:

1.09

EXPE:

1.24

Calmar Ratio

BXP:

0.23

EXPE:

0.97

Martin Ratio

BXP:

0.79

EXPE:

4.36

Ulcer Index

BXP:

15.19%

EXPE:

10.81%

Daily Std Dev

BXP:

31.43%

EXPE:

43.97%

Max Drawdown

BXP:

-72.80%

EXPE:

-82.73%

Current Drawdown

BXP:

-40.09%

EXPE:

-21.89%

Fundamentals

Market Cap

BXP:

$11.84B

EXPE:

$21.13B

EPS

BXP:

-$0.03

EXPE:

$8.38

PEG Ratio

BXP:

0.35

EXPE:

0.76

PS Ratio

BXP:

3.48

EXPE:

1.53

PB Ratio

BXP:

1.99

EXPE:

19.71

Total Revenue (TTM)

BXP:

$3.43B

EXPE:

$13.79B

Gross Profit (TTM)

BXP:

$1.64B

EXPE:

$12.14B

EBITDA (TTM)

BXP:

$1.83B

EXPE:

$2.49B

Returns By Period

In the year-to-date period, BXP achieves a -7.43% return, which is significantly higher than EXPE's -10.37% return. Over the past 10 years, BXP has underperformed EXPE with an annualized return of -2.79%, while EXPE has yielded a comparatively higher 5.41% annualized return.


BXP

YTD

-7.43%

1M

7.56%

6M

-11.17%

1Y

12.75%

5Y*

3.14%

10Y*

-2.79%

EXPE

YTD

-10.37%

1M

9.24%

6M

-7.91%

1Y

47.21%

5Y*

20.18%

10Y*

5.41%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BXP vs. EXPE — 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 6868
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 6363
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6161
Martin Ratio Rank

EXPE
The Risk-Adjusted Performance Rank of EXPE is 8484
Overall Rank
The Sharpe Ratio Rank of EXPE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EXPE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EXPE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of EXPE is 8585
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. EXPE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Properties, Inc. (BXP) and Expedia Group, Inc. (EXPE). 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 0.41, which is lower than the EXPE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BXP and EXPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

BXP vs. EXPE - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.78%, more than EXPE's 0.24% yield.


TTM20242023202220212020201920182017201620152014
BXP
Boston Properties, Inc.
5.78%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%
EXPE
Expedia Group, Inc.
0.24%0.00%0.00%0.00%0.00%0.26%1.22%1.10%0.97%0.88%0.68%0.77%

Drawdowns

BXP vs. EXPE - Drawdown Comparison

The maximum BXP drawdown since its inception was -72.80%, smaller than the maximum EXPE drawdown of -82.73%. Use the drawdown chart below to compare losses from any high point for BXP and EXPE. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BXP vs. EXPE - Volatility Comparison

The current volatility for Boston Properties, Inc. (BXP) is 6.85%, while Expedia Group, Inc. (EXPE) has a volatility of 12.89%. This indicates that BXP experiences smaller price fluctuations and is considered to be less risky than EXPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

BXP vs. EXPE - Financials Comparison

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


1.00B2.00B3.00B4.00B20212022202320242025
865.22M
2.99B
(BXP) Total Revenue
(EXPE) Total Revenue
Values in USD except per share items

BXP vs. EXPE - Profitability Comparison

The chart below illustrates the profitability comparison between Boston Properties, Inc. and Expedia Group, 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%80.0%90.0%20212022202320242025
60.7%
88.1%
(BXP) Gross Margin
(EXPE) 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%.

EXPE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Expedia Group, Inc. reported a gross profit of 2.63B and revenue of 2.99B. Therefore, the gross margin over that period was 88.1%.

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%.

EXPE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Expedia Group, Inc. reported an operating income of 374.00M and revenue of 2.99B, resulting in an operating margin of 12.5%.

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%.

EXPE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Expedia Group, Inc. reported a net income of -200.00M and revenue of 2.99B, resulting in a net margin of -6.7%.