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PDM vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PDM vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDM
Piedmont Office Realty Trust, Inc.
-21.22%-7.26%37.18%-14.77%-46.76%19.86%-23.46%35.96%-9.09%0.14%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, PDM achieves a -21.22% return, which is significantly lower than VGT's -7.34% return. Over the past 10 years, PDM has underperformed VGT with an annualized return of -5.84%, while VGT has yielded a comparatively higher 21.35% annualized return.


PDM

1D
1.08%
1M
-13.44%
YTD
-21.22%
6M
-27.00%
1Y
-10.85%
3Y*
1.63%
5Y*
-13.25%
10Y*
-5.84%

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PDM vs. VGT — Risk / Return Rank

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

PDM
PDM Risk / Return Rank: 2929
Overall Rank
PDM Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PDM Sortino Ratio Rank: 2727
Sortino Ratio Rank
PDM Omega Ratio Rank: 2626
Omega Ratio Rank
PDM Calmar Ratio Rank: 3333
Calmar Ratio Rank
PDM Martin Ratio Rank: 2828
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PDM vs. VGT - Risk-Adjusted Trends 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.


PDMVGTDifference

Sharpe ratio

Return per unit of total volatility

-0.29

1.08

-1.36

Sortino ratio

Return per unit of downside risk

-0.14

1.65

-1.79

Omega ratio

Gain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.31

1.77

-2.08

Martin ratio

Return relative to average drawdown

-0.85

5.47

-6.33

PDM vs. VGT - Sharpe Ratio Comparison

The current PDM Sharpe Ratio is -0.29, which is lower than the VGT Sharpe Ratio of 1.08. 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.


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Sharpe Ratios by Period


PDMVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

1.08

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.58

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

0.88

-1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.61

-0.61

Correlation

The correlation between PDM and VGT is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PDM vs. VGT - Dividend Comparison

PDM has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.44%.


TTM20252024202320222021202020192018201720162015
PDM
Piedmont Office Realty Trust, Inc.
0.00%1.50%5.46%9.42%9.16%5.71%5.18%3.78%4.93%6.83%4.02%4.45%
VGT
Vanguard Information Technology ETF
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

PDM vs. VGT - Drawdown Comparison

The maximum PDM drawdown since its inception was -73.72%, 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.


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Drawdown Indicators


PDMVGTDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-54.63%

-19.09%

Max Drawdown (1Y)

Largest decline over 1 year

-29.47%

-16.40%

-13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-70.38%

-35.07%

-35.31%

Max Drawdown (10Y)

Largest decline over 10 years

-73.72%

-35.07%

-38.65%

Current Drawdown

Current decline from peak

-62.30%

-12.77%

-49.53%

Average Drawdown

Average peak-to-trough decline

-21.82%

-8.00%

-13.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.68%

5.30%

+5.38%

Volatility

PDM vs. VGT - Volatility Comparison

Piedmont Office Realty Trust, Inc. (PDM) has a higher volatility of 9.10% compared to Vanguard Information Technology ETF (VGT) at 7.99%. 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.


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Volatility by Period


PDMVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

7.99%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

22.95%

16.31%

+6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

38.11%

27.24%

+10.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.54%

25.07%

+10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.06%

24.48%

+9.58%