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PDM vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDM and VGT is 0.50, 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

PDM vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Piedmont Office Realty Trust, Inc. (PDM) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%December2025FebruaryMarchAprilMay
-6.19%
1,178.51%
PDM
VGT

Key characteristics

Sharpe Ratio

PDM:

-0.10

VGT:

0.37

Sortino Ratio

PDM:

0.12

VGT:

0.71

Omega Ratio

PDM:

1.02

VGT:

1.10

Calmar Ratio

PDM:

-0.06

VGT:

0.41

Martin Ratio

PDM:

-0.20

VGT:

1.37

Ulcer Index

PDM:

18.86%

VGT:

8.11%

Daily Std Dev

PDM:

38.29%

VGT:

29.87%

Max Drawdown

PDM:

-74.00%

VGT:

-54.63%

Current Drawdown

PDM:

-64.35%

VGT:

-13.49%

Returns By Period

In the year-to-date period, PDM achieves a -30.17% return, which is significantly lower than VGT's -9.96% return. Over the past 10 years, PDM has underperformed VGT with an annualized return of -4.59%, while VGT has yielded a comparatively higher 19.01% annualized return.


PDM

YTD

-30.17%

1M

-15.36%

6M

-34.86%

1Y

-0.87%

5Y*

-12.33%

10Y*

-4.59%

VGT

YTD

-9.96%

1M

2.23%

6M

-3.74%

1Y

14.87%

5Y*

19.89%

10Y*

19.01%

*Annualized

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Risk-Adjusted Performance

PDM vs. VGT — Risk-Adjusted Performance Rank

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

PDM
The Risk-Adjusted Performance Rank of PDM is 4545
Overall Rank
The Sharpe Ratio Rank of PDM is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of PDM is 4141
Sortino Ratio Rank
The Omega Ratio Rank of PDM is 4040
Omega Ratio Rank
The Calmar Ratio Rank of PDM is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PDM is 4848
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4949
Overall Rank
The Sharpe Ratio Rank of VGT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4848
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.

PDM vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Piedmont Office Realty Trust, Inc. (PDM) and Vanguard Information Technology ETF (VGT). 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 Sharpe ratio for PDM, currently valued at -0.10, compared to the broader market-2.00-1.000.001.002.003.00
PDM: -0.10
VGT: 0.37
The chart of Sortino ratio for PDM, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
PDM: 0.12
VGT: 0.71
The chart of Omega ratio for PDM, currently valued at 1.02, compared to the broader market0.501.001.502.00
PDM: 1.02
VGT: 1.10
The chart of Calmar ratio for PDM, currently valued at -0.06, compared to the broader market0.001.002.003.004.005.00
PDM: -0.06
VGT: 0.41
The chart of Martin ratio for PDM, currently valued at -0.20, compared to the broader market-10.000.0010.0020.00
PDM: -0.20
VGT: 1.37

The current PDM Sharpe Ratio is -0.10, which is lower than the VGT Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PDM and VGT, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
-0.10
0.37
PDM
VGT

Dividends

PDM vs. VGT - Dividend Comparison

PDM's dividend yield for the trailing twelve months is around 7.96%, more than VGT's 0.57% yield.


TTM20242023202220212020201920182017201620152014
PDM
Piedmont Office Realty Trust, Inc.
7.96%5.46%9.42%9.16%4.57%5.18%3.78%4.93%6.83%4.02%4.45%4.30%
VGT
Vanguard Information Technology ETF
0.57%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

PDM vs. VGT - Drawdown Comparison

The maximum PDM drawdown since its inception was -74.00%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for PDM and VGT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-64.35%
-13.49%
PDM
VGT

Volatility

PDM vs. VGT - Volatility Comparison

Piedmont Office Realty Trust, Inc. (PDM) has a higher volatility of 24.27% compared to Vanguard Information Technology ETF (VGT) at 19.03%. This indicates that PDM's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
24.27%
19.03%
PDM
VGT