UDR vs. AVB

In the year-to-date period, UDR achieves a -8.78% return, which is significantly higher than AVB's -13.46% return. Over the past 10 years, UDR has outperformed AVB with an annualized return of 5.36%, while AVB has yielded a comparatively lower 4.56% annualized return.

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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.

The current UDR Sharpe Ratio is 0.60, which is higher than the AVB Sharpe Ratio of 0.41. 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.

UDR's dividend yield for the trailing twelve months is around 4.34%, more than AVB's 3.63% yield.

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.

UDR, Inc. (UDR) has a higher volatility of 10.09% compared to AvalonBay Communities, Inc. (AVB) at 9.22%. 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.

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.