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

Correlation

The correlation between UDR and AVB is 0.69, 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.


-0.50.00.51.00.7

Performance

UDR vs. AVB - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.61%
8.21%
UDR
AVB

Key characteristics

Sharpe Ratio

UDR:

1.17

AVB:

1.02

Sortino Ratio

UDR:

1.70

AVB:

1.52

Omega Ratio

UDR:

1.20

AVB:

1.18

Calmar Ratio

UDR:

0.58

AVB:

0.63

Martin Ratio

UDR:

5.35

AVB:

5.11

Ulcer Index

UDR:

4.13%

AVB:

3.62%

Daily Std Dev

UDR:

18.83%

AVB:

18.19%

Max Drawdown

UDR:

-74.67%

AVB:

-70.04%

Current Drawdown

UDR:

-20.00%

AVB:

-8.68%

Fundamentals

Market Cap

UDR:

$16.68B

AVB:

$32.28B

EPS

UDR:

$0.38

AVB:

$7.33

PE Ratio

UDR:

116.87

AVB:

30.96

PEG Ratio

UDR:

-4.53

AVB:

6.54

Total Revenue (TTM)

UDR:

$1.66B

AVB:

$2.85B

Gross Profit (TTM)

UDR:

$547.56M

AVB:

$1.46B

EBITDA (TTM)

UDR:

$977.57M

AVB:

$1.95B

Returns By Period

The year-to-date returns for both investments are quite close, with UDR having a 18.11% return and AVB slightly higher at 18.96%. Over the past 10 years, UDR has outperformed AVB with an annualized return of 6.81%, while AVB has yielded a comparatively lower 5.96% annualized return.


UDR

YTD

18.11%

1M

-2.60%

6M

8.99%

1Y

22.10%

5Y*

2.40%

10Y*

6.81%

AVB

YTD

18.96%

1M

-5.33%

6M

9.26%

1Y

20.67%

5Y*

4.44%

10Y*

5.96%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

UDR vs. AVB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UDR, Inc. (UDR) 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 UDR, currently valued at 1.17, compared to the broader market-4.00-2.000.002.001.171.14
The chart of Sortino ratio for UDR, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.701.69
The chart of Omega ratio for UDR, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.20
The chart of Calmar ratio for UDR, currently valued at 0.58, compared to the broader market0.002.004.006.000.580.70
The chart of Martin ratio for UDR, currently valued at 5.35, compared to the broader market0.0010.0020.005.355.64
UDR
AVB

The current UDR Sharpe Ratio is 1.17, which is comparable to the AVB Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of UDR 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.17
1.14
UDR
AVB

Dividends

UDR vs. AVB - Dividend Comparison

UDR's dividend yield for the trailing twelve months is around 3.91%, more than AVB's 3.11% yield.


TTM20232022202120202019201820172016201520142013
UDR
UDR, Inc.
3.91%4.28%3.88%2.42%3.70%2.90%3.23%3.18%3.19%2.91%3.29%3.96%
AVB
AvalonBay Communities, Inc.
3.11%3.53%3.94%2.52%3.96%2.90%3.38%3.18%3.05%2.72%2.84%3.62%

Drawdowns

UDR vs. AVB - Drawdown Comparison

The maximum UDR drawdown since its inception was -74.67%, which is greater than AVB's maximum drawdown of -70.04%. Use the drawdown chart below to compare losses from any high point for UDR and AVB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.00%
-8.68%
UDR
AVB

Volatility

UDR vs. AVB - Volatility Comparison

UDR, Inc. (UDR) has a higher volatility of 5.55% compared to AvalonBay Communities, Inc. (AVB) at 4.92%. This indicates that UDR's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
5.55%
4.92%
UDR
AVB

Financials

UDR vs. AVB - Financials Comparison

This section allows you to compare key financial metrics between UDR, 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
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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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