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LNC vs. BXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNC and BXP is 0.42, 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.


-0.50.00.51.00.4

Performance

LNC vs. BXP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
4.96%
9.79%
LNC
BXP

Key characteristics

Sharpe Ratio

LNC:

0.89

BXP:

0.58

Sortino Ratio

LNC:

1.40

BXP:

0.96

Omega Ratio

LNC:

1.19

BXP:

1.12

Calmar Ratio

LNC:

0.50

BXP:

0.34

Martin Ratio

LNC:

3.92

BXP:

1.65

Ulcer Index

LNC:

7.87%

BXP:

10.90%

Daily Std Dev

LNC:

34.62%

BXP:

30.77%

Max Drawdown

LNC:

-92.87%

BXP:

-72.80%

Current Drawdown

LNC:

-47.24%

BXP:

-35.56%

Fundamentals

Market Cap

LNC:

$5.67B

BXP:

$13.06B

EPS

LNC:

$1.43

BXP:

$2.30

PE Ratio

LNC:

23.27

BXP:

32.19

PEG Ratio

LNC:

1.24

BXP:

2.05

Total Revenue (TTM)

LNC:

$12.44B

BXP:

$2.55B

Gross Profit (TTM)

LNC:

$12.78B

BXP:

$886.74M

EBITDA (TTM)

LNC:

$1.64B

BXP:

$1.68B

Returns By Period

In the year-to-date period, LNC achieves a 6.51% return, which is significantly higher than BXP's -0.43% return. Over the past 10 years, LNC has outperformed BXP with an annualized return of -0.85%, while BXP has yielded a comparatively lower -2.69% annualized return.


LNC

YTD

6.51%

1M

8.95%

6M

4.96%

1Y

25.73%

5Y*

-5.83%

10Y*

-0.85%

BXP

YTD

-0.43%

1M

0.52%

6M

9.79%

1Y

12.55%

5Y*

-7.76%

10Y*

-2.69%

*Annualized

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Risk-Adjusted Performance

LNC vs. BXP — Risk-Adjusted Performance Rank

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

LNC
The Risk-Adjusted Performance Rank of LNC is 7171
Overall Rank
The Sharpe Ratio Rank of LNC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LNC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of LNC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of LNC is 6666
Calmar Ratio Rank
The Martin Ratio Rank of LNC is 7676
Martin Ratio Rank

BXP
The Risk-Adjusted Performance Rank of BXP is 6161
Overall Rank
The Sharpe Ratio Rank of BXP is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5656
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6363
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.

LNC vs. BXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lincoln National Corporation (LNC) 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 LNC, currently valued at 0.89, compared to the broader market-2.000.002.004.000.890.58
The chart of Sortino ratio for LNC, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.006.001.400.96
The chart of Omega ratio for LNC, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.12
The chart of Calmar ratio for LNC, currently valued at 0.50, compared to the broader market0.002.004.006.000.500.34
The chart of Martin ratio for LNC, currently valued at 3.92, compared to the broader market0.0010.0020.0030.003.921.65
LNC
BXP

The current LNC Sharpe Ratio is 0.89, which is higher than the BXP Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of LNC 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.89
0.58
LNC
BXP

Dividends

LNC vs. BXP - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 5.41%, more than BXP's 5.29% yield.


TTM20242023202220212020201920182017201620152014
LNC
Lincoln National Corporation
5.41%5.68%8.34%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%
BXP
Boston Properties, Inc.
5.29%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%

Drawdowns

LNC vs. BXP - Drawdown Comparison

The maximum LNC drawdown since its inception was -92.87%, which is greater than BXP's maximum drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for LNC and BXP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-47.24%
-35.56%
LNC
BXP

Volatility

LNC vs. BXP - Volatility Comparison

The current volatility for Lincoln National Corporation (LNC) is 9.38%, while Boston Properties, Inc. (BXP) has a volatility of 11.23%. This indicates that LNC 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%AugustSeptemberOctoberNovemberDecember2025
9.38%
11.23%
LNC
BXP

Financials

LNC vs. BXP - Financials Comparison

This section allows you to compare key financial metrics between Lincoln National Corporation 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
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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.

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