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SLG vs. VNO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLG and VNO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SLG vs. VNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SL Green Realty Corp. (SLG) and Vornado Realty Trust (VNO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
25.66%
66.27%
SLG
VNO

Key characteristics

Sharpe Ratio

SLG:

1.56

VNO:

1.06

Sortino Ratio

SLG:

2.15

VNO:

1.61

Omega Ratio

SLG:

1.26

VNO:

1.20

Calmar Ratio

SLG:

1.17

VNO:

0.68

Martin Ratio

SLG:

11.54

VNO:

4.13

Ulcer Index

SLG:

5.11%

VNO:

10.54%

Daily Std Dev

SLG:

37.71%

VNO:

41.10%

Max Drawdown

SLG:

-94.02%

VNO:

-80.88%

Current Drawdown

SLG:

-15.02%

VNO:

-33.28%

Fundamentals

Market Cap

SLG:

$5.34B

VNO:

$9.30B

EPS

SLG:

-$2.55

VNO:

-$0.28

PEG Ratio

SLG:

0.95

VNO:

2.58

Total Revenue (TTM)

SLG:

$866.45M

VNO:

$1.77B

Gross Profit (TTM)

SLG:

$428.29M

VNO:

$750.33M

EBITDA (TTM)

SLG:

$169.66M

VNO:

$633.38M

Returns By Period

In the year-to-date period, SLG achieves a 60.99% return, which is significantly higher than VNO's 51.38% return. Over the past 10 years, SLG has outperformed VNO with an annualized return of -0.69%, while VNO has yielded a comparatively lower -3.05% annualized return.


SLG

YTD

60.99%

1M

-10.34%

6M

25.66%

1Y

58.97%

5Y*

1.59%

10Y*

-0.69%

VNO

YTD

51.38%

1M

4.15%

6M

66.27%

1Y

43.55%

5Y*

-4.17%

10Y*

-3.05%

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Risk-Adjusted Performance

SLG vs. VNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) and Vornado Realty Trust (VNO). 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 SLG, currently valued at 1.56, compared to the broader market-4.00-2.000.002.001.561.06
The chart of Sortino ratio for SLG, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.151.61
The chart of Omega ratio for SLG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.20
The chart of Calmar ratio for SLG, currently valued at 1.17, compared to the broader market0.002.004.006.001.170.68
The chart of Martin ratio for SLG, currently valued at 11.54, compared to the broader market0.0010.0020.0011.544.13
SLG
VNO

The current SLG Sharpe Ratio is 1.56, which is higher than the VNO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SLG and VNO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.56
1.06
SLG
VNO

Dividends

SLG vs. VNO - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 4.33%, more than VNO's 1.76% yield.


TTM20232022202120202019201820172016201520142013
SLG
SL Green Realty Corp.
4.33%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%
VNO
Vornado Realty Trust
1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%

Drawdowns

SLG vs. VNO - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.02%, which is greater than VNO's maximum drawdown of -80.88%. Use the drawdown chart below to compare losses from any high point for SLG and VNO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.02%
-33.28%
SLG
VNO

Volatility

SLG vs. VNO - Volatility Comparison

The current volatility for SL Green Realty Corp. (SLG) is 11.23%, while Vornado Realty Trust (VNO) has a volatility of 12.84%. This indicates that SLG experiences smaller price fluctuations and is considered to be less risky than VNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
11.23%
12.84%
SLG
VNO

Financials

SLG vs. VNO - Financials Comparison

This section allows you to compare key financial metrics between SL Green Realty Corp. and Vornado Realty Trust. 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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