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

Key characteristics


BXPVNO
YTD Return-10.91%-7.04%
1Y Return24.16%79.15%
3Y Return (Ann)-12.77%-13.21%
5Y Return (Ann)-10.79%-13.30%
10Y Return (Ann)-2.53%-6.13%
Sharpe Ratio0.691.41
Daily Std Dev41.04%55.01%
Max Drawdown-72.80%-80.88%
Current Drawdown-48.65%-59.03%

Fundamentals


BXPVNO
Market Cap$9.66B$5.45B
EPS$1.21$0.23
PE Ratio50.83114.17
PEG Ratio1.162.58
Revenue (TTM)$3.24B$1.88B
Gross Profit (TTM)$1.95B$1.03B
EBITDA (TTM)$1.85B$810.60M

Correlation

-0.50.00.51.00.7

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.

Performance

BXP vs. VNO - Performance Comparison

In the year-to-date period, BXP achieves a -10.91% return, which is significantly lower than VNO's -7.04% return. Over the past 10 years, BXP has outperformed VNO with an annualized return of -2.53%, while VNO has yielded a comparatively lower -6.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2024FebruaryMarchApril
697.99%
245.73%
BXP
VNO

Compare stocks, funds, or ETFs

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


Boston Properties, Inc.

Vornado Realty Trust

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.


BXP
Sharpe ratio
The chart of Sharpe ratio for BXP, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.003.004.000.69
Sortino ratio
The chart of Sortino ratio for BXP, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.006.001.31
Omega ratio
The chart of Omega ratio for BXP, currently valued at 1.15, compared to the broader market0.501.001.501.15
Calmar ratio
The chart of Calmar ratio for BXP, currently valued at 0.45, compared to the broader market0.002.004.006.000.45
Martin ratio
The chart of Martin ratio for BXP, currently valued at 2.52, compared to the broader market0.0010.0020.0030.002.52
VNO
Sharpe ratio
The chart of Sharpe ratio for VNO, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.004.001.41
Sortino ratio
The chart of Sortino ratio for VNO, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.006.002.26
Omega ratio
The chart of Omega ratio for VNO, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for VNO, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Martin ratio
The chart of Martin ratio for VNO, currently valued at 6.68, compared to the broader market0.0010.0020.0030.006.68

BXP vs. VNO - Sharpe Ratio Comparison

The current BXP Sharpe Ratio is 0.69, which is lower than the VNO Sharpe Ratio of 1.41. The chart below compares the 12-month rolling Sharpe Ratio of BXP and VNO.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.69
1.41
BXP
VNO

Dividends

BXP vs. VNO - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 6.37%, more than VNO's 1.14% yield.


TTM20232022202120202019201820172016201520142013
BXP
Boston Properties, Inc.
6.37%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.00%5.52%4.83%
VNO
Vornado Realty Trust
1.14%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.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%NovemberDecember2024FebruaryMarchApril
-48.65%
-59.03%
BXP
VNO

Volatility

BXP vs. VNO - Volatility Comparison

The current volatility for Boston Properties, Inc. (BXP) is 11.61%, while Vornado Realty Trust (VNO) has a volatility of 15.65%. 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.


10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
11.61%
15.65%
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