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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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
7.75%
41.10%
BXP
VNO

Key characteristics

Sharpe Ratio

BXP:

0.29

VNO:

1.28

Sortino Ratio

BXP:

0.60

VNO:

1.85

Omega Ratio

BXP:

1.07

VNO:

1.23

Calmar Ratio

BXP:

0.17

VNO:

0.81

Martin Ratio

BXP:

0.84

VNO:

5.36

Ulcer Index

BXP:

10.74%

VNO:

9.74%

Daily Std Dev

BXP:

31.03%

VNO:

40.79%

Max Drawdown

BXP:

-72.80%

VNO:

-80.88%

Current Drawdown

BXP:

-37.34%

VNO:

-35.03%

Fundamentals

Market Cap

BXP:

$12.70B

VNO:

$8.50B

EPS

BXP:

$2.30

VNO:

-$0.28

PEG Ratio

BXP:

2.02

VNO:

2.58

Total Revenue (TTM)

BXP:

$2.55B

VNO:

$1.33B

Gross Profit (TTM)

BXP:

$886.74M

VNO:

$528.37M

EBITDA (TTM)

BXP:

$1.68B

VNO:

$511.27M

Returns By Period

In the year-to-date period, BXP achieves a -3.17% return, which is significantly lower than VNO's -2.59% return. Over the past 10 years, BXP has outperformed VNO with an annualized return of -2.85%, while VNO has yielded a comparatively lower -3.96% annualized return.


BXP

YTD

-3.17%

1M

-9.44%

6M

7.75%

1Y

9.80%

5Y*

-7.94%

10Y*

-2.85%

VNO

YTD

-2.59%

1M

-8.94%

6M

41.10%

1Y

54.62%

5Y*

-5.33%

10Y*

-3.96%

*Annualized

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Risk-Adjusted Performance

BXP vs. VNO — 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 5555
Overall Rank
The Sharpe Ratio Rank of BXP is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 5959
Martin Ratio Rank

VNO
The Risk-Adjusted Performance Rank of VNO is 8080
Overall Rank
The Sharpe Ratio Rank of VNO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8383
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. 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 0.29, compared to the broader market-2.000.002.000.291.28
The chart of Sortino ratio for BXP, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.601.85
The chart of Omega ratio for BXP, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.23
The chart of Calmar ratio for BXP, currently valued at 0.17, compared to the broader market0.002.004.006.000.170.81
The chart of Martin ratio for BXP, currently valued at 0.84, compared to the broader market-30.00-20.00-10.000.0010.0020.000.845.36
BXP
VNO

The current BXP Sharpe Ratio is 0.29, which is lower than the VNO Sharpe Ratio of 1.28. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.29
1.28
BXP
VNO

Dividends

BXP vs. VNO - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.44%, more than VNO's 1.81% yield.


TTM20242023202220212020201920182017201620152014
BXP
Boston Properties, Inc.
5.44%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%
VNO
Vornado Realty Trust
1.81%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%

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%AugustSeptemberOctoberNovemberDecember2025
-37.34%
-35.03%
BXP
VNO

Volatility

BXP vs. VNO - Volatility Comparison

The current volatility for Boston Properties, Inc. (BXP) is 11.05%, while Vornado Realty Trust (VNO) has a volatility of 14.14%. 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%AugustSeptemberOctoberNovemberDecember2025
11.05%
14.14%
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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