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

Correlation

The correlation between BXP and WPC is 0.43, 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.


-0.50.00.51.00.4

Performance

BXP vs. WPC - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
10.53%
-5.99%
BXP
WPC

Key characteristics

Sharpe Ratio

BXP:

0.34

WPC:

-0.69

Sortino Ratio

BXP:

0.66

WPC:

-0.85

Omega Ratio

BXP:

1.08

WPC:

0.90

Calmar Ratio

BXP:

0.20

WPC:

-0.45

Martin Ratio

BXP:

0.97

WPC:

-1.15

Ulcer Index

BXP:

10.79%

WPC:

12.41%

Daily Std Dev

BXP:

31.03%

WPC:

20.72%

Max Drawdown

BXP:

-72.80%

WPC:

-52.45%

Current Drawdown

BXP:

-36.95%

WPC:

-27.69%

Fundamentals

Market Cap

BXP:

$12.70B

WPC:

$11.88B

EPS

BXP:

$2.30

WPC:

$2.53

PE Ratio

BXP:

31.30

WPC:

21.45

PEG Ratio

BXP:

2.02

WPC:

0.00

Total Revenue (TTM)

BXP:

$2.55B

WPC:

$1.18B

Gross Profit (TTM)

BXP:

$886.74M

WPC:

$788.91M

EBITDA (TTM)

BXP:

$1.68B

WPC:

$1.04B

Returns By Period

In the year-to-date period, BXP achieves a -2.58% return, which is significantly lower than WPC's -0.39% return. Over the past 10 years, BXP has underperformed WPC with an annualized return of -2.79%, while WPC has yielded a comparatively higher 3.42% annualized return.


BXP

YTD

-2.58%

1M

-8.65%

6M

10.53%

1Y

14.69%

5Y*

-7.82%

10Y*

-2.79%

WPC

YTD

-0.39%

1M

-2.75%

6M

-6.83%

1Y

-13.86%

5Y*

-2.15%

10Y*

3.42%

*Annualized

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Risk-Adjusted Performance

BXP vs. WPC — 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 5252
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

WPC
The Risk-Adjusted Performance Rank of WPC is 1616
Overall Rank
The Sharpe Ratio Rank of WPC is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of WPC is 1414
Sortino Ratio Rank
The Omega Ratio Rank of WPC is 1515
Omega Ratio Rank
The Calmar Ratio Rank of WPC is 2121
Calmar Ratio Rank
The Martin Ratio Rank of WPC is 1919
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. WPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Properties, Inc. (BXP) and W. P. Carey Inc. (WPC). 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 0.34, compared to the broader market-2.000.002.004.000.34-0.67
The chart of Sortino ratio for BXP, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.006.000.66-0.82
The chart of Omega ratio for BXP, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.90
The chart of Calmar ratio for BXP, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.43
The chart of Martin ratio for BXP, currently valued at 0.97, compared to the broader market-10.000.0010.0020.0030.000.97-1.23
BXP
WPC

The current BXP Sharpe Ratio is 0.34, which is higher than the WPC Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of BXP and WPC, 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 Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.34
-0.67
BXP
WPC

Dividends

BXP vs. WPC - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.41%, less than WPC's 6.43% yield.


TTM20242023202220212020201920182017201620152014
BXP
Boston Properties, Inc.
5.41%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%
WPC
W. P. Carey Inc.
6.43%6.41%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%

Drawdowns

BXP vs. WPC - Drawdown Comparison

The maximum BXP drawdown since its inception was -72.80%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for BXP and WPC. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-36.95%
-27.69%
BXP
WPC

Volatility

BXP vs. WPC - Volatility Comparison

Boston Properties, Inc. (BXP) has a higher volatility of 11.09% compared to W. P. Carey Inc. (WPC) at 5.60%. This indicates that BXP's price experiences larger fluctuations and is considered to be riskier than WPC 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%AugustSeptemberOctoberNovemberDecember2025
11.09%
5.60%
BXP
WPC

Financials

BXP vs. WPC - Financials Comparison

This section allows you to compare key financial metrics between Boston Properties, Inc. and W. P. Carey Inc.. 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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