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

Correlation

The correlation between CPT and VNO is 0.41, 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.


Performance

CPT vs. VNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camden Property Trust (CPT) and Vornado Realty Trust (VNO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CPT:

0.63

VNO:

1.61

Sortino Ratio

CPT:

1.00

VNO:

2.12

Omega Ratio

CPT:

1.13

VNO:

1.27

Calmar Ratio

CPT:

0.34

VNO:

0.98

Martin Ratio

CPT:

2.40

VNO:

6.41

Ulcer Index

CPT:

5.68%

VNO:

9.82%

Daily Std Dev

CPT:

21.83%

VNO:

40.40%

Max Drawdown

CPT:

-75.31%

VNO:

-80.88%

Current Drawdown

CPT:

-26.45%

VNO:

-37.30%

Fundamentals

Market Cap

CPT:

$12.71B

VNO:

$8.39B

EPS

CPT:

$1.09

VNO:

$0.52

PE Ratio

CPT:

109.13

VNO:

77.29

PEG Ratio

CPT:

8.96

VNO:

10.36

PS Ratio

CPT:

8.13

VNO:

4.35

PB Ratio

CPT:

2.73

VNO:

1.81

Total Revenue (TTM)

CPT:

$1.56B

VNO:

$1.81B

Gross Profit (TTM)

CPT:

$674.30M

VNO:

$886.58M

EBITDA (TTM)

CPT:

$845.36M

VNO:

$394.09M

Returns By Period

In the year-to-date period, CPT achieves a 1.90% return, which is significantly higher than VNO's -5.99% return. Over the past 10 years, CPT has outperformed VNO with an annualized return of 8.57%, while VNO has yielded a comparatively lower -3.39% annualized return.


CPT

YTD

1.90%

1M

8.62%

6M

-1.26%

1Y

13.76%

5Y*

10.74%

10Y*

8.57%

VNO

YTD

-5.99%

1M

18.93%

6M

-6.35%

1Y

64.36%

5Y*

6.56%

10Y*

-3.39%

*Annualized

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Risk-Adjusted Performance

CPT vs. VNO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CPT
The Risk-Adjusted Performance Rank of CPT is 6969
Overall Rank
The Sharpe Ratio Rank of CPT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CPT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CPT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CPT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CPT is 7575
Martin Ratio Rank

VNO
The Risk-Adjusted Performance Rank of VNO is 8888
Overall Rank
The Sharpe Ratio Rank of VNO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 9090
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.

CPT vs. VNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Camden Property Trust (CPT) 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.


The current CPT Sharpe Ratio is 0.63, which is lower than the VNO Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of CPT 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.


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Dividends

CPT vs. VNO - Dividend Comparison

CPT's dividend yield for the trailing twelve months is around 3.53%, more than VNO's 1.87% yield.


TTM20242023202220212020201920182017201620152014
CPT
Camden Property Trust
3.53%3.55%4.03%3.36%1.86%3.32%3.02%3.50%3.26%8.62%3.65%3.58%
VNO
Vornado Realty Trust
1.87%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.41%2.52%2.48%

Drawdowns

CPT vs. VNO - Drawdown Comparison

The maximum CPT drawdown since its inception was -75.31%, smaller than the maximum VNO drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for CPT and VNO. For additional features, visit the drawdowns tool.


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Volatility

CPT vs. VNO - Volatility Comparison

The current volatility for Camden Property Trust (CPT) is 7.40%, while Vornado Realty Trust (VNO) has a volatility of 10.11%. This indicates that CPT 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.


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Financials

CPT vs. VNO - Financials Comparison

This section allows you to compare key financial metrics between Camden Property Trust 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


250.00M300.00M350.00M400.00M450.00M20212022202320242025
390.57M
461.58M
(CPT) Total Revenue
(VNO) Total Revenue
Values in USD except per share items

CPT vs. VNO - Profitability Comparison

The chart below illustrates the profitability comparison between Camden Property Trust and Vornado Realty Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
64.3%
51.3%
(CPT) Gross Margin
(VNO) Gross Margin
CPT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Camden Property Trust reported a gross profit of 251.15M and revenue of 390.57M. Therefore, the gross margin over that period was 64.3%.

VNO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Vornado Realty Trust reported a gross profit of 236.84M and revenue of 461.58M. Therefore, the gross margin over that period was 51.3%.

CPT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Camden Property Trust reported an operating income of 71.42M and revenue of 390.57M, resulting in an operating margin of 18.3%.

VNO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Vornado Realty Trust reported an operating income of 198.24M and revenue of 461.58M, resulting in an operating margin of 43.0%.

CPT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Camden Property Trust reported a net income of 38.82M and revenue of 390.57M, resulting in a net margin of 9.9%.

VNO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Vornado Realty Trust reported a net income of 86.84M and revenue of 461.58M, resulting in a net margin of 18.8%.