CPT vs. AVB
CPT (Camden Property Trust) and AVB (AvalonBay Communities, Inc.) are both stocks. Both operate in the REIT - Residential industry within the Real Estate sector. Over the past 10 years, CPT returned 7.55%/yr vs 4.47%/yr for AVB. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
CPT vs. AVB - Performance Comparison
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Returns By Period
In the year-to-date period, CPT achieves a 3.75% return, which is significantly lower than AVB's 4.63% return. Over the past 10 years, CPT has outperformed AVB with an annualized return of 7.55%, while AVB has yielded a comparatively lower 4.47% annualized return.
CPT
- 1D
- 0.33%
- 1M
- 8.87%
- YTD
- 3.75%
- 6M
- 12.33%
- 1Y
- 1.52%
- 3Y*
- 3.86%
- 5Y*
- 0.18%
- 10Y*
- 7.55%
AVB
- 1D
- -1.11%
- 1M
- 1.92%
- YTD
- 4.63%
- 6M
- 7.83%
- 1Y
- -4.05%
- 3Y*
- 3.50%
- 5Y*
- 1.10%
- 10Y*
- 4.47%
CPT vs. AVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPT Camden Property Trust | 3.75% | -1.48% | 21.31% | -7.64% | -35.58% | 83.40% | -2.28% | 24.21% | -0.98% | 13.33% |
AVB AvalonBay Communities, Inc. | 4.63% | -14.60% | 21.44% | 20.34% | -33.92% | 62.17% | -20.27% | 24.10% | 1.00% | 3.89% |
Correlation
The correlation between CPT and AVB is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 1994 | 0.70 |
The correlation between CPT and AVB shifts across timeframes, from 0.70 (all time) to 0.84 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CPT:
$11.85B
AVB:
$26.42B
CPT:
$3.60
AVB:
$8.02
CPT:
31.40
AVB:
23.40
CPT:
0.88
AVB:
13.46
CPT:
10.30
AVB:
8.72
CPT:
2.94
AVB:
2.26
CPT:
$1.18B
AVB:
$3.06B
CPT:
$725.73M
AVB:
$2.08B
CPT:
$1.12B
AVB:
$1.99B
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Return for Risk
CPT vs. AVB — Risk / Return Rank
CPT
AVB
CPT vs. AVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Camden Property Trust (CPT) and AvalonBay Communities, Inc. (AVB). 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.
| CPT | AVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.98 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | -0.19 | +0.29 |
| Martin ratioReturn relative to average drawdown | 0.18 | -0.37 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPT | AVB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | -0.20 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.05 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.18 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.42 | -0.03 |
Drawdowns
CPT vs. AVB - Drawdown Comparison
The maximum CPT drawdown since its inception was -75.31%, which is greater than AVB's maximum drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for CPT and AVB.
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Drawdown Indicators
| CPT | AVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.31% | -70.04% | -5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -16.05% | -20.87% | +4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | -29.40% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -50.22% | -38.36% | -11.86% |
Max Drawdown (10Y)Largest decline over 10 years | -50.22% | -46.91% | -3.31% |
Current DrawdownCurrent decline from peak | -26.22% | -16.71% | -9.51% |
Average DrawdownAverage peak-to-trough decline | -12.91% | -11.74% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.58% | 10.95% | -2.37% |
Volatility
CPT vs. AVB - Volatility Comparison
The current volatility for Camden Property Trust (CPT) is 5.21%, while AvalonBay Communities, Inc. (AVB) has a volatility of 5.81%. This indicates that CPT experiences smaller price fluctuations and is considered to be less risky than AVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPT | AVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 5.81% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 15.17% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 20.23% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.69% | 22.21% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.37% | 24.69% | -0.32% |
Dividends
CPT vs. AVB - Dividend Comparison
CPT's dividend yield for the trailing twelve months is around 3.73%, which matches AVB's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVB AvalonBay Communities, Inc. | 3.75% | 3.86% | 3.09% | 3.53% | 3.94% | 2.52% | 3.96% | 2.90% | 3.38% | 3.18% | 3.05% | 2.72% |
CPT Camden Property Trust | 3.73% | 3.82% | 3.55% | 4.03% | 3.36% | 1.93% | 3.32% | 3.02% | 3.50% | 3.26% | 8.62% | 3.65% |
Financials
CPT vs. AVB - Financials Comparison
This section allows you to compare key financial metrics between Camden Property Trust and AvalonBay Communities, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CPT and AVB have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVB has higher volatility (5.81%) compared to CPT (5.21%). In terms of maximum drawdown, CPT dropped -75.31% vs AVB's -70.04%.
CPT currently has the higher Sharpe Ratio (0.08 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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