PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EXPE vs. BXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXPE and BXP is 0.38, 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.


-0.50.00.51.00.4

Performance

EXPE vs. BXP - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
815.05%
132.45%
EXPE
BXP

Key characteristics

Sharpe Ratio

EXPE:

0.65

BXP:

0.38

Sortino Ratio

EXPE:

1.01

BXP:

0.72

Omega Ratio

EXPE:

1.17

BXP:

1.09

Calmar Ratio

EXPE:

0.50

BXP:

0.23

Martin Ratio

EXPE:

1.55

BXP:

1.21

Ulcer Index

EXPE:

15.82%

BXP:

9.80%

Daily Std Dev

EXPE:

37.43%

BXP:

30.99%

Max Drawdown

EXPE:

-82.73%

BXP:

-72.80%

Current Drawdown

EXPE:

-13.59%

BXP:

-35.90%

Fundamentals

Market Cap

EXPE:

$23.18B

BXP:

$14.17B

EPS

EXPE:

$7.70

BXP:

$2.30

PE Ratio

EXPE:

23.46

BXP:

34.94

PEG Ratio

EXPE:

0.47

BXP:

2.19

Total Revenue (TTM)

EXPE:

$13.39B

BXP:

$3.38B

Gross Profit (TTM)

EXPE:

$5.42B

BXP:

$1.19B

EBITDA (TTM)

EXPE:

$2.46B

BXP:

$2.16B

Returns By Period

In the year-to-date period, EXPE achieves a 21.71% return, which is significantly higher than BXP's 11.21% return. Over the past 10 years, EXPE has outperformed BXP with an annualized return of 8.15%, while BXP has yielded a comparatively lower -1.91% annualized return.


EXPE

YTD

21.71%

1M

3.15%

6M

44.65%

1Y

19.56%

5Y*

11.01%

10Y*

8.15%

BXP

YTD

11.21%

1M

-6.18%

6M

24.86%

1Y

11.05%

5Y*

-6.86%

10Y*

-1.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EXPE vs. BXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Expedia Group, Inc. (EXPE) and Boston Properties, Inc. (BXP). 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 EXPE, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.650.38
The chart of Sortino ratio for EXPE, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.010.72
The chart of Omega ratio for EXPE, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.09
The chart of Calmar ratio for EXPE, currently valued at 0.50, compared to the broader market0.002.004.006.000.500.23
The chart of Martin ratio for EXPE, currently valued at 1.55, compared to the broader market-5.000.005.0010.0015.0020.0025.001.551.21
EXPE
BXP

The current EXPE Sharpe Ratio is 0.65, which is higher than the BXP Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of EXPE and BXP, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.65
0.38
EXPE
BXP

Dividends

EXPE vs. BXP - Dividend Comparison

EXPE has not paid dividends to shareholders, while BXP's dividend yield for the trailing twelve months is around 5.25%.


TTM20232022202120202019201820172016201520142013
EXPE
Expedia Group, Inc.
0.00%0.00%0.00%0.00%0.26%1.22%1.10%0.97%0.88%0.68%0.77%0.80%
BXP
Boston Properties, Inc.
5.25%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%4.83%

Drawdowns

EXPE vs. BXP - Drawdown Comparison

The maximum EXPE drawdown since its inception was -82.73%, which is greater than BXP's maximum drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for EXPE and BXP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-13.59%
-35.90%
EXPE
BXP

Volatility

EXPE vs. BXP - Volatility Comparison

The current volatility for Expedia Group, Inc. (EXPE) is 7.09%, while Boston Properties, Inc. (BXP) has a volatility of 10.15%. This indicates that EXPE experiences smaller price fluctuations and is considered to be less risky than BXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.09%
10.15%
EXPE
BXP

Financials

EXPE vs. BXP - Financials Comparison

This section allows you to compare key financial metrics between Expedia Group, Inc. and Boston Properties, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab