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

Correlation

The correlation between VNO and BXP is 0.75, 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.


-0.50.00.51.00.8

Performance

VNO vs. BXP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
35.69%
3.97%
VNO
BXP

Key characteristics

Sharpe Ratio

VNO:

1.19

BXP:

0.21

Sortino Ratio

VNO:

1.75

BXP:

0.50

Omega Ratio

VNO:

1.22

BXP:

1.06

Calmar Ratio

VNO:

0.75

BXP:

0.12

Martin Ratio

VNO:

4.96

BXP:

0.61

Ulcer Index

VNO:

9.73%

BXP:

10.68%

Daily Std Dev

VNO:

40.77%

BXP:

31.00%

Max Drawdown

VNO:

-80.88%

BXP:

-72.80%

Current Drawdown

VNO:

-36.88%

BXP:

-38.82%

Fundamentals

Market Cap

VNO:

$8.26B

BXP:

$12.40B

EPS

VNO:

-$0.28

BXP:

$2.30

PEG Ratio

VNO:

2.58

BXP:

1.94

Total Revenue (TTM)

VNO:

$1.33B

BXP:

$2.55B

Gross Profit (TTM)

VNO:

$528.37M

BXP:

$886.74M

EBITDA (TTM)

VNO:

$511.27M

BXP:

$1.68B

Returns By Period

The year-to-date returns for both stocks are quite close, with VNO having a -5.38% return and BXP slightly lower at -5.47%. Over the past 10 years, VNO has underperformed BXP with an annualized return of -4.24%, while BXP has yielded a comparatively higher -3.09% annualized return.


VNO

YTD

-5.38%

1M

-9.43%

6M

35.69%

1Y

47.84%

5Y*

-5.90%

10Y*

-4.24%

BXP

YTD

-5.47%

1M

-10.88%

6M

3.97%

1Y

6.45%

5Y*

-8.35%

10Y*

-3.09%

*Annualized

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

VNO vs. BXP — Risk-Adjusted Performance Rank

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

VNO
The Risk-Adjusted Performance Rank of VNO is 8080
Overall Rank
The Sharpe Ratio Rank of VNO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VNO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VNO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VNO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VNO is 8282
Martin Ratio Rank

BXP
The Risk-Adjusted Performance Rank of BXP is 5353
Overall Rank
The Sharpe Ratio Rank of BXP is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 5656
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 5757
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.

VNO vs. BXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vornado Realty Trust (VNO) and Boston Properties, Inc. (BXP). 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 VNO, currently valued at 1.19, compared to the broader market-2.000.002.001.190.21
The chart of Sortino ratio for VNO, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.750.50
The chart of Omega ratio for VNO, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.06
The chart of Calmar ratio for VNO, currently valued at 0.75, compared to the broader market0.002.004.006.000.750.12
The chart of Martin ratio for VNO, currently valued at 4.96, compared to the broader market0.0010.0020.004.960.61
VNO
BXP

The current VNO Sharpe Ratio is 1.19, which is higher than the BXP Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VNO and BXP, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.19
0.21
VNO
BXP

Dividends

VNO vs. BXP - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 1.86%, less than BXP's 5.58% yield.


TTM20242023202220212020201920182017201620152014
VNO
Vornado Realty Trust
1.86%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%
BXP
Boston Properties, Inc.
5.58%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%

Drawdowns

VNO vs. BXP - Drawdown Comparison

The maximum VNO drawdown since its inception was -80.88%, which is greater than BXP's maximum drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for VNO and BXP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-36.88%
-38.82%
VNO
BXP

Volatility

VNO vs. BXP - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 13.76% compared to Boston Properties, Inc. (BXP) at 10.65%. This indicates that VNO's price experiences larger fluctuations and is considered to be riskier than BXP 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%AugustSeptemberOctoberNovemberDecember2025
13.76%
10.65%
VNO
BXP

Financials

VNO vs. BXP - Financials Comparison

This section allows you to compare key financial metrics between Vornado Realty Trust and Boston Properties, 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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