CRT-UN.TO vs. VRE

Last updated Apr 2, 2026

Compare and contrast key facts about CT Real Estate Investment Trust (CRT-UN.TO) and Veris Residential, Inc. (VRE).

Performance

CRT-UN.TO vs. VRE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CT Real Estate Investment Trust (CRT-UN.TO) and Veris Residential, Inc. (VRE). The values are adjusted to include any dividend payments, if applicable.

CRT-UN.TO vs. VRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRT-UN.TO CT Real Estate Investment Trust	5.80%	20.98%	3.91%	-0.26%	-5.16%	16.13%	2.73%	47.58%	-15.83%	1.42%
VRE Veris Residential, Inc.	29.17%	-12.83%	16.70%	-2.82%	-7.15%	46.18%	-45.10%	16.54%	2.67%	-28.56%

Different Trading Currencies

CRT-UN.TO is traded in CAD, while VRE is traded in USD. To make them comparable, the VRE values have been converted to CAD using the latest available exchange rates.

Fundamentals

Market Cap CRT-UN.TO : CA$2.83B VRE : $1.93B
EPS CRT-UN.TO : CA$1.52 VRE : $0.77
PE Ratio CRT-UN.TO : 11.18 VRE : 24.49
PEG Ratio CRT-UN.TO : 0.21 VRE : 0.05
PS Ratio CRT-UN.TO : 6.50 VRE : 6.70
PB Ratio CRT-UN.TO : 1.43 VRE : 1.68
Total Revenue (TTM) CRT-UN.TO : CA$604.25M VRE : $288.43M
Gross Profit (TTM) CRT-UN.TO : CA$471.69M VRE : $250.07M
EBITDA (TTM) CRT-UN.TO : CA$612.14M VRE : $212.45M

Returns By Period

In the year-to-date period, CRT-UN.TO achieves a 5.80% return, which is significantly lower than VRE's 29.17% return. Over the past 10 years, CRT-UN.TO has outperformed VRE with an annualized return of 7.36%, while VRE has yielded a comparatively lower 0.57% annualized return.

CRT-UN.TO

• 1D: 2.60%
• 1M: -0.57%
• YTD: 5.80%
• 6M: 7.09%
• 1Y: 21.20%
• 3Y*: 8.38%
• 5Y*: 6.91%
• 10Y*: 7.36%

VRE

• 1D: 0.02%
• 1M: 2.33%
• YTD: 29.17%
• 6M: 26.60%
• 1Y: 10.23%
• 3Y*: 11.66%
• 5Y*: 6.90%
• 10Y*: 0.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CRT-UN.TO vs. VRE — Risk / Return Rank

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

CRT-UN.TO

CRT-UN.TO Risk / Return Rank: 84
CRT-UN.TO Sharpe Ratio Rank: 83
CRT-UN.TO Sortino Ratio Rank: 81
CRT-UN.TO Omega Ratio Rank: 76
CRT-UN.TO Calmar Ratio Rank: 90
CRT-UN.TO Martin Ratio Rank: 88

VRE

VRE Risk / Return Rank: 55
VRE Sharpe Ratio Rank: 59
VRE Sortino Ratio Rank: 55
VRE Omega Ratio Rank: 52
VRE Calmar Ratio Rank: 57
VRE Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRT-UN.TO vs. VRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CT Real Estate Investment Trust (CRT-UN.TO) and Veris Residential, Inc. (VRE). 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.

	CRT-UN.TO	VRE	Difference
Sharpe ratio Return per unit of total volatility	1.49	0.39	+1.11
Sortino ratio Return per unit of downside risk	2.21	0.80	+1.41
Omega ratio Gain probability vs. loss probability	1.26	1.10	+0.17
Calmar ratio Return relative to maximum drawdown	3.86	0.46	+3.39
Martin ratio Return relative to average drawdown	9.76	0.75	+9.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRT-UN.TO vs. VRE - Sharpe Ratio Comparison

The current CRT-UN.TO Sharpe Ratio is 1.49, which is higher than the VRE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CRT-UN.TO and VRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CRT-UN.TO	VRE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	0.39	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.24	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.02	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.10	+0.43

Correlation

The correlation between CRT-UN.TO and VRE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CRT-UN.TO vs. VRE - Dividend Comparison

CRT-UN.TO's dividend yield for the trailing twelve months is around 5.56%, more than VRE's 1.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRT-UN.TO CT Real Estate Investment Trust	5.56%	5.77%	6.40%	6.04%	5.48%	4.76%	5.09%	4.70%	6.37%	4.82%	4.57%	5.09%
VRE Veris Residential, Inc.	1.69%	2.15%	1.58%	0.65%	0.00%	0.00%	4.82%	3.46%	4.08%	3.25%	2.07%	2.57%

Drawdowns

CRT-UN.TO vs. VRE - Drawdown Comparison

The maximum CRT-UN.TO drawdown since its inception was -45.88%, smaller than the maximum VRE drawdown of -60.67%. Use the drawdown chart below to compare losses from any high point for CRT-UN.TO and VRE.

Drawdown Indicators

	CRT-UN.TO	VRE	Difference
Max Drawdown Largest peak-to-trough decline	-45.88%	-71.48%	+25.60%
Max Drawdown (1Y) Largest decline over 1 year	-6.24%	-19.27%	+13.03%
Max Drawdown (5Y) Largest decline over 5 years	-24.70%	-47.25%	+22.55%
Max Drawdown (10Y) Largest decline over 10 years	-45.88%	-60.02%	+14.14%
Current Drawdown Current decline from peak	-1.55%	-30.46%	+28.91%
Average Drawdown Average peak-to-trough decline	-6.34%	-25.38%	+19.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.46%	11.21%	-8.75%

Volatility

CRT-UN.TO vs. VRE - Volatility Comparison

CT Real Estate Investment Trust (CRT-UN.TO) has a higher volatility of 5.49% compared to Veris Residential, Inc. (VRE) at 1.27%. This indicates that CRT-UN.TO's price experiences larger fluctuations and is considered to be riskier than VRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRT-UN.TO	VRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.49%	1.27%	+4.22%
Volatility (6M) Calculated over the trailing 6-month period	9.77%	18.15%	-8.38%
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	26.61%	-12.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	29.22%	-11.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.30%	31.31%	-11.01%

Financials