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

Key characteristics


BXPIRM
YTD Return18.29%69.37%
1Y Return48.45%93.39%
3Y Return (Ann)-7.42%40.45%
5Y Return (Ann)-5.95%35.51%
10Y Return (Ann)-0.55%18.85%
Sharpe Ratio1.793.98
Sortino Ratio2.604.36
Omega Ratio1.311.64
Calmar Ratio1.139.59
Martin Ratio7.0333.12
Ulcer Index9.15%3.09%
Daily Std Dev35.86%25.74%
Max Drawdown-72.80%-55.71%
Current Drawdown-31.82%-9.49%

Fundamentals


BXPIRM
Market Cap$13.94B$33.60B
EPS$2.30$0.36
PE Ratio34.36318.06
PEG Ratio2.241.08
Total Revenue (TTM)$3.38B$5.99B
Gross Profit (TTM)$1.19B$3.62B
EBITDA (TTM)$1.89B$2.38B

Correlation

-0.50.00.51.00.4

The correlation between BXP and IRM is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BXP vs. IRM - Performance Comparison

In the year-to-date period, BXP achieves a 18.29% return, which is significantly lower than IRM's 69.37% return. Over the past 10 years, BXP has underperformed IRM with an annualized return of -0.55%, while IRM has yielded a comparatively higher 18.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
26.27%
42.78%
BXP
IRM

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Risk-Adjusted Performance

BXP vs. IRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Properties, Inc. (BXP) and Iron Mountain Incorporated (IRM). 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.


BXP
Sharpe ratio
The chart of Sharpe ratio for BXP, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.79
Sortino ratio
The chart of Sortino ratio for BXP, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for BXP, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for BXP, currently valued at 1.13, compared to the broader market0.002.004.006.001.13
Martin ratio
The chart of Martin ratio for BXP, currently valued at 7.03, compared to the broader market0.0010.0020.0030.007.03
IRM
Sharpe ratio
The chart of Sharpe ratio for IRM, currently valued at 3.98, compared to the broader market-4.00-2.000.002.004.003.98
Sortino ratio
The chart of Sortino ratio for IRM, currently valued at 4.36, compared to the broader market-4.00-2.000.002.004.006.004.36
Omega ratio
The chart of Omega ratio for IRM, currently valued at 1.64, compared to the broader market0.501.001.502.001.64
Calmar ratio
The chart of Calmar ratio for IRM, currently valued at 9.59, compared to the broader market0.002.004.006.009.59
Martin ratio
The chart of Martin ratio for IRM, currently valued at 33.12, compared to the broader market0.0010.0020.0030.0033.12

BXP vs. IRM - Sharpe Ratio Comparison

The current BXP Sharpe Ratio is 1.79, which is lower than the IRM Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of BXP and IRM, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.79
3.98
BXP
IRM

Dividends

BXP vs. IRM - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 4.94%, more than IRM's 2.30% yield.


TTM20232022202120202019201820172016201520142013
BXP
Boston Properties, Inc.
4.94%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%4.83%
IRM
Iron Mountain Incorporated
2.30%3.63%4.97%4.73%8.40%7.69%7.33%5.93%6.17%7.07%6.05%4.52%

Drawdowns

BXP vs. IRM - Drawdown Comparison

The maximum BXP drawdown since its inception was -72.80%, which is greater than IRM's maximum drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for BXP and IRM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.82%
-9.49%
BXP
IRM

Volatility

BXP vs. IRM - Volatility Comparison

The current volatility for Boston Properties, Inc. (BXP) is 8.24%, while Iron Mountain Incorporated (IRM) has a volatility of 12.23%. This indicates that BXP experiences smaller price fluctuations and is considered to be less risky than IRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.24%
12.23%
BXP
IRM

Financials

BXP vs. IRM - Financials Comparison

This section allows you to compare key financial metrics between Boston Properties, Inc. and Iron Mountain Incorporated. 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