PortfoliosLab logoPortfoliosLab logo
JBGS vs. BXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JBGS vs. BXP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JBGS achieves a -14.26% return, which is significantly lower than BXP's -8.52% return.


JBGS

1D
-2.31%
1M
0.52%
YTD
-14.26%
6M
-18.63%
1Y
-13.91%
3Y*
4.77%
5Y*
-11.95%
10Y*

BXP

1D
-0.51%
1M
3.96%
YTD
-8.52%
6M
-12.35%
1Y
-9.26%
3Y*
12.46%
5Y*
-8.10%
10Y*
-3.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBGS vs. BXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JBGS
JBG SMITH Properties
-14.26%15.18%-4.51%-6.13%-31.04%-5.42%-19.22%17.23%3.03%-5.47%
BXP
Boston Properties, Inc.
-8.52%-4.75%12.28%10.98%-38.57%26.21%-28.33%26.09%-10.86%10.50%

Correlation

The correlation between JBGS and BXP is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.70

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2017

0.70

The correlation between JBGS and BXP shifts across timeframes, from 0.55 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

JBGS:

$851.24M

BXP:

$9.67B

EPS

JBGS:

-$1.81

BXP:

$2.00

PS Ratio

JBGS:

1.76

BXP:

2.77

PB Ratio

JBGS:

0.75

BXP:

1.88

Total Revenue (TTM)

JBGS:

$505.51M

BXP:

$3.49B

Gross Profit (TTM)

JBGS:

-$51.78M

BXP:

$2.10B

EBITDA (TTM)

JBGS:

$134.31M

BXP:

$1.88B

Compare stocks, funds, or ETFs

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


Return for Risk

JBGS vs. BXP — Risk / Return Rank

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

JBGS
JBGS Risk / Return Rank: 2424
Overall Rank
JBGS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JBGS Sortino Ratio Rank: 1919
Sortino Ratio Rank
JBGS Omega Ratio Rank: 2121
Omega Ratio Rank
JBGS Calmar Ratio Rank: 2929
Calmar Ratio Rank
JBGS Martin Ratio Rank: 3131
Martin Ratio Rank

BXP
BXP Risk / Return Rank: 2727
Overall Rank
BXP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BXP Sortino Ratio Rank: 2424
Sortino Ratio Rank
BXP Omega Ratio Rank: 2424
Omega Ratio Rank
BXP Calmar Ratio Rank: 3131
Calmar Ratio Rank
BXP 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.

JBGS vs. BXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JBG SMITH Properties (JBGS) 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.


JBGSBXPDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

0.94

0.97

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.34

-0.28

-0.07

Martin ratioReturn relative to average drawdown

-0.55

-0.56

+0.01

JBGS vs. BXP - Sharpe Ratio Comparison

The current JBGS Sharpe Ratio is -0.46, which is lower than the BXP Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of JBGS and BXP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


JBGSBXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

-0.33

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.25

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.24

-0.46

Drawdowns

JBGS vs. BXP - Drawdown Comparison

The maximum JBGS drawdown since its inception was -65.38%, smaller than the maximum BXP drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for JBGS and BXP.


Loading charts...

Drawdown Indicators


JBGSBXPDifference

Max Drawdown

Largest peak-to-trough decline

-65.38%

-72.80%

+7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-40.48%

-33.56%

-6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-40.48%

-39.03%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-59.70%

-62.57%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-63.59%

Current Drawdown

Current decline from peak

-55.95%

-43.60%

-12.35%

Average Drawdown

Average peak-to-trough decline

-32.23%

-16.72%

-15.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.30%

16.58%

+8.72%

Volatility

JBGS vs. BXP - Volatility Comparison

JBG SMITH Properties (JBGS) has a higher volatility of 10.63% compared to Boston Properties, Inc. (BXP) at 6.35%. This indicates that JBGS's price experiences larger fluctuations and is considered to be riskier than BXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JBGSBXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

6.35%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

18.85%

20.02%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

30.18%

28.22%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.36%

32.85%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.29%

32.03%

-0.74%

Dividends

JBGS vs. BXP - Dividend Comparison

JBGS's dividend yield for the trailing twelve months is around 4.86%, less than BXP's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
BXP
Boston Properties, Inc.
5.06%4.98%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%
JBGS
JBG SMITH Properties
4.86%4.12%5.69%3.97%4.74%3.13%2.88%2.26%2.87%1.30%0.00%0.00%

Financials

JBGS vs. BXP - Financials Comparison

This section allows you to compare key financial metrics between JBG SMITH Properties 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


200.00M400.00M600.00M800.00M20222023202420252026
127.60M
872.15M
(JBGS) Total Revenue
(BXP) Total Revenue
Values in USD except per share items

JBGS vs. BXP - Profitability Comparison

The chart below illustrates the profitability comparison between JBG SMITH Properties and Boston Properties, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
62.2%
59.1%
Portfolio components
JBGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JBG SMITH Properties reported a gross profit of 79.34M and revenue of 127.60M. Therefore, the gross margin over that period was 62.2%.

BXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Boston Properties, Inc. reported a gross profit of 515.21M and revenue of 872.15M. Therefore, the gross margin over that period was 59.1%.

JBGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JBG SMITH Properties reported an operating income of 0.00 and revenue of 127.60M, resulting in an operating margin of 0.0%.

BXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Boston Properties, Inc. reported an operating income of 227.78M and revenue of 872.15M, resulting in an operating margin of 26.1%.

JBGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JBG SMITH Properties reported a net income of -18.70M and revenue of 127.60M, resulting in a net margin of -14.7%.

BXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Boston Properties, Inc. reported a net income of 101.58M and revenue of 872.15M, resulting in a net margin of 11.7%.


Frequently Asked Questions


JBGS and BXP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JBGS has higher volatility (10.63%) compared to BXP (6.35%). In terms of maximum drawdown, JBGS dropped -65.38% vs BXP's -72.80%.

BXP currently has the higher Sharpe Ratio (-0.33 vs -0.46), 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.

Portfolio Optimizer

Find the right allocation for JBGS and BXP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer