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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.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
83.82%
896.18%
LNC
BXP

Key characteristics

Sharpe Ratio

LNC:

0.62

BXP:

0.38

Sortino Ratio

LNC:

1.09

BXP:

0.72

Omega Ratio

LNC:

1.14

BXP:

1.09

Calmar Ratio

LNC:

0.35

BXP:

0.23

Martin Ratio

LNC:

3.08

BXP:

1.21

Ulcer Index

LNC:

7.07%

BXP:

9.80%

Daily Std Dev

LNC:

34.87%

BXP:

30.99%

Max Drawdown

LNC:

-92.87%

BXP:

-72.80%

Current Drawdown

LNC:

-52.52%

BXP:

-35.90%

Fundamentals

Market Cap

LNC:

$5.53B

BXP:

$14.17B

EPS

LNC:

$1.43

BXP:

$2.30

PE Ratio

LNC:

22.70

BXP:

34.94

PEG Ratio

LNC:

1.24

BXP:

2.19

Total Revenue (TTM)

LNC:

$12.66B

BXP:

$3.38B

Gross Profit (TTM)

LNC:

$14.08B

BXP:

$1.19B

EBITDA (TTM)

LNC:

$1.77B

BXP:

$2.16B

Returns By Period

In the year-to-date period, LNC achieves a 21.99% return, which is significantly higher than BXP's 11.21% return. Over the past 10 years, LNC has underperformed BXP with an annualized return of -3.00%, while BXP has yielded a comparatively higher -1.91% annualized return.


LNC

YTD

21.99%

1M

-9.54%

6M

-0.19%

1Y

19.73%

5Y*

-8.18%

10Y*

-3.00%

BXP

YTD

11.21%

1M

-6.18%

6M

24.86%

1Y

11.05%

5Y*

-6.86%

10Y*

-1.91%

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Risk-Adjusted Performance

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 0.62, compared to the broader market-4.00-2.000.002.000.620.38
The chart of Sortino ratio for LNC, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.090.72
The chart of Omega ratio for LNC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.09
The chart of Calmar ratio for LNC, currently valued at 0.35, compared to the broader market0.002.004.006.000.350.23
The chart of Martin ratio for LNC, currently valued at 3.08, compared to the broader market-5.000.005.0010.0015.0020.0025.003.081.21
LNC
BXP

The current LNC Sharpe Ratio is 0.62, which is higher than the BXP Sharpe Ratio of 0.38. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.62
0.38
LNC
BXP

Dividends

LNC vs. BXP - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 5.81%, more than BXP's 5.25% yield.


TTM20232022202120202019201820172016201520142013
LNC
Lincoln National Corporation
5.81%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%0.93%
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

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%JulyAugustSeptemberOctoberNovemberDecember
-52.52%
-35.90%
LNC
BXP

Volatility

LNC vs. BXP - Volatility Comparison

The current volatility for Lincoln National Corporation (LNC) is 7.76%, while Boston Properties, Inc. (BXP) has a volatility of 10.15%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.76%
10.15%
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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