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OFC vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OFC and VNQ is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

OFC vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corporate Office Properties Trust (OFC) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
112.65%
325.43%
OFC
VNQ

Key characteristics

Returns By Period


OFC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VNQ

YTD

-1.32%

1M

-3.39%

6M

-7.30%

1Y

13.10%

5Y*

7.70%

10Y*

4.69%

*Annualized

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Risk-Adjusted Performance

OFC vs. VNQ — Risk-Adjusted Performance Rank

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

OFC

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6565
Overall Rank
The Sharpe Ratio Rank of VNQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6464
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.

OFC vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corporate Office Properties Trust (OFC) and Vanguard Real Estate ETF (VNQ). 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.


The chart of Calmar ratio for OFC, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.00
OFC: 0.00
VNQ: 0.51


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.00
0.70
OFC
VNQ

Dividends

OFC vs. VNQ - Dividend Comparison

OFC has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 4.18%.


TTM20242023202220212020201920182017201620152014
OFC
Corporate Office Properties Trust
0.00%0.00%4.73%4.24%3.93%4.22%3.74%5.23%3.77%3.52%5.04%3.88%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

OFC vs. VNQ - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-11.62%
-14.68%
OFC
VNQ

Volatility

OFC vs. VNQ - Volatility Comparison

The current volatility for Corporate Office Properties Trust (OFC) is 0.00%, while Vanguard Real Estate ETF (VNQ) has a volatility of 10.36%. This indicates that OFC experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril0
10.36%
OFC
VNQ