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

Correlation

The correlation between BXP and LNC is 0.49, 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. LNC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BXP:

0.34

LNC:

0.52

Sortino Ratio

BXP:

0.71

LNC:

0.97

Omega Ratio

BXP:

1.09

LNC:

1.14

Calmar Ratio

BXP:

0.22

LNC:

0.38

Martin Ratio

BXP:

0.78

LNC:

2.21

Ulcer Index

BXP:

14.83%

LNC:

9.60%

Daily Std Dev

BXP:

31.37%

LNC:

40.61%

Max Drawdown

BXP:

-72.80%

LNC:

-92.87%

Current Drawdown

BXP:

-43.29%

LNC:

-47.42%

Fundamentals

Market Cap

BXP:

$11.35B

LNC:

$5.69B

EPS

BXP:

-$0.03

LNC:

$7.07

PEG Ratio

BXP:

0.33

LNC:

1.24

PS Ratio

BXP:

3.34

LNC:

0.31

PB Ratio

BXP:

1.91

LNC:

0.79

Total Revenue (TTM)

BXP:

$3.43B

LNC:

$18.13B

Gross Profit (TTM)

BXP:

$1.64B

LNC:

$13.74B

EBITDA (TTM)

BXP:

$1.83B

LNC:

$111.00M

Returns By Period

In the year-to-date period, BXP achieves a -12.38% return, which is significantly lower than LNC's 8.25% return. Over the past 10 years, BXP has underperformed LNC with an annualized return of -3.33%, while LNC has yielded a comparatively higher -2.09% annualized return.


BXP

YTD

-12.38%

1M

5.89%

6M

-20.35%

1Y

10.45%

5Y*

1.00%

10Y*

-3.33%

LNC

YTD

8.25%

1M

13.05%

6M

-1.54%

1Y

20.55%

5Y*

5.21%

10Y*

-2.09%

*Annualized

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Risk-Adjusted Performance

BXP vs. LNC — 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 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5656
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6161
Martin Ratio Rank

LNC
The Risk-Adjusted Performance Rank of LNC is 6868
Overall Rank
The Sharpe Ratio Rank of LNC is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of LNC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LNC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of LNC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of LNC is 7373
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. LNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Properties, Inc. (BXP) and Lincoln National Corporation (LNC). 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 0.34, which is lower than the LNC Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BXP and LNC, 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. LNC - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 6.10%, more than LNC's 5.40% yield.


TTM20242023202220212020201920182017201620152014
BXP
Boston Properties, Inc.
6.10%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%
LNC
Lincoln National Corporation
5.40%5.68%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%

Drawdowns

BXP vs. LNC - Drawdown Comparison

The maximum BXP drawdown since its inception was -72.80%, smaller than the maximum LNC drawdown of -92.87%. Use the drawdown chart below to compare losses from any high point for BXP and LNC. For additional features, visit the drawdowns tool.


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Volatility

BXP vs. LNC - Volatility Comparison

The current volatility for Boston Properties, Inc. (BXP) is 7.70%, while Lincoln National Corporation (LNC) has a volatility of 12.80%. This indicates that BXP experiences smaller price fluctuations and is considered to be less risky than LNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BXP vs. LNC - Financials Comparison

This section allows you to compare key financial metrics between Boston Properties, Inc. and Lincoln National Corporation. 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


0.001.00B2.00B3.00B4.00B5.00B20212022202320242025
865.22M
4.72B
(BXP) Total Revenue
(LNC) Total Revenue
Values in USD except per share items