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

Correlation

The correlation between BXP and VNO is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BXP vs. VNO - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
878.70%
463.19%
BXP
VNO

Key characteristics

Sharpe Ratio

BXP:

0.29

VNO:

1.06

Sortino Ratio

BXP:

0.59

VNO:

1.61

Omega Ratio

BXP:

1.07

VNO:

1.20

Calmar Ratio

BXP:

0.17

VNO:

0.68

Martin Ratio

BXP:

0.91

VNO:

4.13

Ulcer Index

BXP:

9.75%

VNO:

10.54%

Daily Std Dev

BXP:

30.95%

VNO:

41.10%

Max Drawdown

BXP:

-72.80%

VNO:

-80.88%

Current Drawdown

BXP:

-37.02%

VNO:

-33.28%

Fundamentals

Market Cap

BXP:

$14.17B

VNO:

$9.30B

EPS

BXP:

$2.30

VNO:

-$0.28

PEG Ratio

BXP:

2.19

VNO:

2.58

Total Revenue (TTM)

BXP:

$3.38B

VNO:

$1.77B

Gross Profit (TTM)

BXP:

$1.19B

VNO:

$750.33M

EBITDA (TTM)

BXP:

$2.16B

VNO:

$633.38M

Returns By Period

In the year-to-date period, BXP achieves a 9.26% return, which is significantly lower than VNO's 51.38% return. Over the past 10 years, BXP has outperformed VNO with an annualized return of -2.05%, while VNO has yielded a comparatively lower -3.05% annualized return.


BXP

YTD

9.26%

1M

-7.67%

6M

22.84%

1Y

9.90%

5Y*

-7.19%

10Y*

-2.05%

VNO

YTD

51.38%

1M

4.15%

6M

66.27%

1Y

43.55%

5Y*

-4.17%

10Y*

-3.05%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BXP vs. VNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Properties, Inc. (BXP) and Vornado Realty Trust (VNO). 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.


Sharpe ratio
The chart of Sharpe ratio for BXP, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.321.06
The chart of Sortino ratio for BXP, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.641.61
The chart of Omega ratio for BXP, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.20
The chart of Calmar ratio for BXP, currently valued at 0.19, compared to the broader market0.002.004.006.000.190.68
The chart of Martin ratio for BXP, currently valued at 1.01, compared to the broader market0.0010.0020.001.014.13
BXP
VNO

The current BXP Sharpe Ratio is 0.29, which is lower than the VNO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of BXP and VNO, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.32
1.06
BXP
VNO

Dividends

BXP vs. VNO - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.35%, more than VNO's 1.76% yield.


TTM20232022202120202019201820172016201520142013
BXP
Boston Properties, Inc.
5.35%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%4.83%
VNO
Vornado Realty Trust
1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%

Drawdowns

BXP vs. VNO - Drawdown Comparison

The maximum BXP drawdown since its inception was -72.80%, smaller than the maximum VNO drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for BXP and VNO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-37.02%
-33.28%
BXP
VNO

Volatility

BXP vs. VNO - Volatility Comparison

The current volatility for Boston Properties, Inc. (BXP) is 9.92%, while Vornado Realty Trust (VNO) has a volatility of 12.84%. This indicates that BXP experiences smaller price fluctuations and is considered to be less risky than VNO 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%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.92%
12.84%
BXP
VNO

Financials

BXP vs. VNO - Financials Comparison

This section allows you to compare key financial metrics between Boston Properties, Inc. and Vornado Realty Trust. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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