BXP vs. VNO
Compare and contrast key facts about Boston Properties, Inc. (BXP) and Vornado Realty Trust (VNO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BXP or VNO.
Key characteristics
| BXP | VNO | |
|---|---|---|
| YTD Return | 17.76% | 51.89% |
| 1Y Return | 63.59% | 117.32% |
| 3Y Return (Ann) | -7.57% | 1.29% |
| 5Y Return (Ann) | -6.07% | -3.66% |
| 10Y Return (Ann) | -0.60% | -2.12% |
| Sharpe Ratio | 1.66 | 2.33 |
| Sortino Ratio | 2.46 | 3.16 |
| Omega Ratio | 1.29 | 1.39 |
| Calmar Ratio | 1.02 | 1.61 |
| Martin Ratio | 6.55 | 8.75 |
| Ulcer Index | 9.12% | 12.73% |
| Daily Std Dev | 35.95% | 47.76% |
| Max Drawdown | -72.80% | -80.88% |
| Current Drawdown | -32.13% | -33.05% |
Fundamentals
| BXP | VNO | |
|---|---|---|
| Market Cap | $13.94B | $8.91B |
| EPS | $2.30 | -$0.28 |
| PEG Ratio | 2.24 | 2.58 |
| Total Revenue (TTM) | $3.38B | $1.77B |
| Gross Profit (TTM) | $1.19B | $750.33M |
| EBITDA (TTM) | $1.89B | $289.32M |
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.
Performance
BXP vs. VNO - Performance Comparison
In the year-to-date period, BXP achieves a 17.76% return, which is significantly lower than VNO's 51.89% return. Over the past 10 years, BXP has outperformed VNO with an annualized return of -0.60%, while VNO has yielded a comparatively lower -2.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
BXP vs. VNO - Dividend Comparison
BXP's dividend yield for the trailing twelve months is around 4.96%, more than VNO's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXP Boston Properties, Inc. | 4.96% | 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 | 0.70% | 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.
Volatility
BXP vs. VNO - Volatility Comparison
The current volatility for Boston Properties, Inc. (BXP) is 8.68%, while Vornado Realty Trust (VNO) has a volatility of 9.44%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities