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MAA vs. AVB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MAA vs. AVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mid-America Apartment Communities, Inc. (MAA) and AvalonBay Communities, Inc. (AVB). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
21.69%
20.81%
MAA
AVB

Returns By Period

In the year-to-date period, MAA achieves a 23.02% return, which is significantly lower than AVB's 26.34% return. Over the past 10 years, MAA has outperformed AVB with an annualized return of 12.01%, while AVB has yielded a comparatively lower 7.35% annualized return.


MAA

YTD

23.02%

1M

3.00%

6M

21.69%

1Y

35.26%

5Y (annualized)

7.03%

10Y (annualized)

12.01%

AVB

YTD

26.34%

1M

2.63%

6M

20.81%

1Y

38.31%

5Y (annualized)

5.38%

10Y (annualized)

7.35%

Fundamentals


MAAAVB
Market Cap$18.97B$32.80B
EPS$4.44$7.31
PE Ratio35.6131.55
PEG Ratio10.196.42
Total Revenue (TTM)$2.18B$2.85B
Gross Profit (TTM)$1.04B$970.01M
EBITDA (TTM)$1.29B$1.75B

Key characteristics


MAAAVB
Sharpe Ratio1.752.07
Sortino Ratio2.563.01
Omega Ratio1.301.36
Calmar Ratio0.831.34
Martin Ratio8.1711.46
Ulcer Index4.41%3.47%
Daily Std Dev20.64%19.17%
Max Drawdown-60.29%-70.04%
Current Drawdown-23.14%-1.75%

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Correlation

-0.50.00.51.00.6

The correlation between MAA and AVB is 0.62, 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.

Risk-Adjusted Performance

MAA vs. AVB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mid-America Apartment Communities, Inc. (MAA) 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.


Sharpe ratio
The chart of Sharpe ratio for MAA, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.752.07
The chart of Sortino ratio for MAA, currently valued at 2.56, compared to the broader market-4.00-2.000.002.004.002.563.01
The chart of Omega ratio for MAA, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.36
The chart of Calmar ratio for MAA, currently valued at 0.83, compared to the broader market0.002.004.006.000.831.34
The chart of Martin ratio for MAA, currently valued at 8.17, compared to the broader market0.0010.0020.0030.008.1711.46
MAA
AVB

The current MAA Sharpe Ratio is 1.75, which is comparable to the AVB Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of MAA and AVB, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.75
2.07
MAA
AVB

Dividends

MAA vs. AVB - Dividend Comparison

MAA's dividend yield for the trailing twelve months is around 3.71%, more than AVB's 2.93% yield.


TTM20232022202120202019201820172016201520142013
MAA
Mid-America Apartment Communities, Inc.
3.71%4.16%2.98%2.25%3.16%2.91%3.86%3.46%3.35%3.39%3.91%4.58%
AVB
AvalonBay Communities, Inc.
2.93%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%2.84%3.62%

Drawdowns

MAA vs. AVB - Drawdown Comparison

The maximum MAA drawdown since its inception was -60.29%, smaller than the maximum AVB drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for MAA and AVB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-23.14%
-1.75%
MAA
AVB

Volatility

MAA vs. AVB - Volatility Comparison

The current volatility for Mid-America Apartment Communities, Inc. (MAA) is 6.03%, while AvalonBay Communities, Inc. (AVB) has a volatility of 7.16%. This indicates that MAA 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.03%
7.16%
MAA
AVB

Financials

MAA vs. AVB - Financials Comparison

This section allows you to compare key financial metrics between Mid-America Apartment Communities, Inc. 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


Values in USD except per share items