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IVT vs. AVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IVT vs. AVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inventrust Properties Corp (IVT) and AvalonBay Communities, Inc. (AVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVT achieves a 25.09% return, which is significantly higher than AVB's 4.30% return. Over the past 10 years, IVT has outperformed AVB with an annualized return of 38.56%, while AVB has yielded a comparatively lower 4.44% annualized return.


IVT

1D
-0.03%
1M
13.34%
YTD
25.09%
6M
22.53%
1Y
28.52%
3Y*
18.37%
5Y*
97.41%
10Y*
38.56%

AVB

1D
1.45%
1M
0.31%
YTD
4.30%
6M
7.93%
1Y
-6.95%
3Y*
3.25%
5Y*
0.66%
10Y*
4.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVT vs. AVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVT
Inventrust Properties Corp
25.09%-3.19%23.02%11.01%-10.31%2,399.18%-28.43%3.60%3.33%-26.47%
AVB
AvalonBay Communities, Inc.
4.30%-14.60%21.44%20.34%-33.92%62.17%-20.27%24.10%1.00%3.89%

Correlation

The correlation between IVT and AVB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2014

0.27

The correlation between IVT and AVB shifts across timeframes, from 0.27 (all time) to 0.53 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IVT:

$2.74B

AVB:

$26.34B

EPS

IVT:

$1.40

AVB:

$8.02

PE Ratio

IVT:

24.97

AVB:

23.33

PEG Ratio

IVT:

0.14

AVB:

13.42

PS Ratio

IVT:

8.93

AVB:

8.69

PB Ratio

IVT:

1.54

AVB:

2.25

Total Revenue (TTM)

IVT:

$307.06M

AVB:

$3.06B

Gross Profit (TTM)

IVT:

$152.08M

AVB:

$2.08B

EBITDA (TTM)

IVT:

$312.91M

AVB:

$1.99B

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Return for Risk

IVT vs. AVB — Risk / Return Rank

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

IVT
IVT Risk / Return Rank: 8585
Overall Rank
IVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IVT Sortino Ratio Rank: 8585
Sortino Ratio Rank
IVT Omega Ratio Rank: 8282
Omega Ratio Rank
IVT Calmar Ratio Rank: 8686
Calmar Ratio Rank
IVT Martin Ratio Rank: 8585
Martin Ratio Rank

AVB
AVB Risk / Return Rank: 2828
Overall Rank
AVB Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AVB Sortino Ratio Rank: 2424
Sortino Ratio Rank
AVB Omega Ratio Rank: 2424
Omega Ratio Rank
AVB Calmar Ratio Rank: 3232
Calmar Ratio Rank
AVB Martin Ratio Rank: 3131
Martin Ratio Rank
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.

IVT vs. AVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inventrust Properties Corp (IVT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVTAVBDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+2.89

Omega ratioGain probability vs. loss probability

1.30

0.96

+0.35

Calmar ratioReturn relative to maximum drawdown

3.32

-0.34

+3.66

Martin ratioReturn relative to average drawdown

8.22

-0.66

+8.88

IVT vs. AVB - Sharpe Ratio Comparison

The current IVT Sharpe Ratio is 1.75, which is higher than the AVB Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of IVT and AVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVT vs. AVB - Drawdown Comparison

The maximum IVT drawdown since its inception was -100.00%, which is greater than AVB's maximum drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for IVT and AVB.


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Drawdown Indicators


IVTAVBDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-70.04%

-29.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-20.43%

+11.80%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-29.40%

+13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-74.53%

-38.36%

-36.17%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-46.91%

-53.08%

Current Drawdown

Current decline from peak

-0.03%

-16.97%

+16.94%

Average Drawdown

Average peak-to-trough decline

-41.06%

-11.75%

-29.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

10.98%

-7.48%

Volatility

IVT vs. AVB - Volatility Comparison

The current volatility for Inventrust Properties Corp (IVT) is 5.02%, while AvalonBay Communities, Inc. (AVB) has a volatility of 5.80%. This indicates that IVT 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


IVTAVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

5.80%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

15.20%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

20.17%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

423.57%

22.20%

+401.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

297,800.29%

24.69%

+297,775.60%

Dividends

IVT vs. AVB - Dividend Comparison

IVT's dividend yield for the trailing twelve months is around 2.75%, less than AVB's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
AVB
AvalonBay Communities, Inc.
3.76%3.86%3.09%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%
IVT
Inventrust Properties Corp
2.75%3.37%3.00%3.40%3.47%0.82%1.72%3.51%0.00%1.13%4.18%0.77%

Financials

IVT vs. AVB - Financials Comparison

This section allows you to compare key financial metrics between Inventrust Properties Corp 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M20222023202420252026
82.11M
770.28M
(IVT) Total Revenue
(AVB) Total Revenue
Values in USD except per share items

IVT vs. AVB - Profitability Comparison

The chart below illustrates the profitability comparison between Inventrust Properties Corp and AvalonBay Communities, Inc. 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%0.0%20.0%40.0%60.0%80.0%20222023202420252026
73.3%
67.7%
Portfolio components
IVT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Inventrust Properties Corp reported a gross profit of 60.19M and revenue of 82.11M. Therefore, the gross margin over that period was 73.3%.

AVB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a gross profit of 521.68M and revenue of 770.28M. Therefore, the gross margin over that period was 67.7%.

IVT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Inventrust Properties Corp reported an operating income of 14.48M and revenue of 82.11M, resulting in an operating margin of 17.6%.

AVB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported an operating income of 218.54M and revenue of 770.28M, resulting in an operating margin of 28.4%.

IVT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Inventrust Properties Corp reported a net income of 5.18M and revenue of 82.11M, resulting in a net margin of 6.3%.

AVB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AvalonBay Communities, Inc. reported a net income of 325.73M and revenue of 770.28M, resulting in a net margin of 42.3%.


Frequently Asked Questions


IVT and AVB have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVB has higher volatility (5.80%) compared to IVT (5.02%). In terms of maximum drawdown, IVT dropped -100.00% vs AVB's -70.04%.

IVT currently has the higher Sharpe Ratio (1.75 vs -0.35), 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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