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VNO vs. BXP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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VNO vs. BXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNO
Vornado Realty Trust
-23.17%-19.09%51.32%39.50%-46.66%17.78%-40.43%14.93%-17.75%-4.53%
BXP
Boston Properties, Inc.
-23.36%-4.75%12.28%10.98%-38.57%26.21%-28.33%26.09%-10.86%5.91%

Fundamentals

Market Cap

VNO:

$4.90B

BXP:

$8.12B

EPS

VNO:

$4.32

BXP:

$1.75

PE Ratio

VNO:

5.91

BXP:

29.24

PEG Ratio

VNO:

0.00

BXP:

0.07

PS Ratio

VNO:

2.75

BXP:

2.33

PB Ratio

VNO:

1.02

BXP:

1.58

Total Revenue (TTM)

VNO:

$1.81B

BXP:

$3.48B

Gross Profit (TTM)

VNO:

$890.47M

BXP:

$2.11B

EBITDA (TTM)

VNO:

$1.74B

BXP:

$1.75B

Returns By Period

The year-to-date returns for both stocks are quite close, with VNO having a -23.17% return and BXP slightly lower at -23.36%. Over the past 10 years, VNO has underperformed BXP with an annualized return of -6.73%, while BXP has yielded a comparatively higher -4.91% annualized return.


VNO

1D
-1.62%
1M
-6.61%
YTD
-23.17%
6M
-36.60%
1Y
-30.77%
3Y*
20.44%
5Y*
-8.12%
10Y*
-6.73%

BXP

1D
-1.70%
1M
-8.04%
YTD
-23.36%
6M
-31.54%
1Y
-20.10%
3Y*
3.70%
5Y*
-8.73%
10Y*
-4.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VNO vs. BXP — Risk / Return Rank

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

VNO
VNO Risk / Return Rank: 1010
Overall Rank
VNO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VNO Sortino Ratio Rank: 99
Sortino Ratio Rank
VNO Omega Ratio Rank: 1111
Omega Ratio Rank
VNO Calmar Ratio Rank: 1616
Calmar Ratio Rank
VNO Martin Ratio Rank: 66
Martin Ratio Rank

BXP
BXP Risk / Return Rank: 1414
Overall Rank
BXP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BXP Sortino Ratio Rank: 1515
Sortino Ratio Rank
BXP Omega Ratio Rank: 1616
Omega Ratio Rank
BXP Calmar Ratio Rank: 2121
Calmar Ratio Rank
BXP Martin Ratio Rank: 88
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.

VNO vs. BXP - Risk-Adjusted Trends 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.


VNOBXPDifference

Sharpe ratio

Return per unit of total volatility

-0.85

-0.65

-0.21

Sortino ratio

Return per unit of downside risk

-1.12

-0.74

-0.38

Omega ratio

Gain probability vs. loss probability

0.87

0.91

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.71

-0.61

-0.10

Martin ratio

Return relative to average drawdown

-1.65

-1.52

-0.12

VNO vs. BXP - Sharpe Ratio Comparison

The current VNO Sharpe Ratio is -0.85, which is lower than the BXP Sharpe Ratio of -0.65. 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.


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Sharpe Ratios by Period


VNOBXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

-0.65

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.27

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

-0.15

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.22

+0.04

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.


Dividends

VNO vs. BXP - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 2.89%, less than BXP's 6.04% yield.


TTM20252024202320222021202020192018201720162015
VNO
Vornado Realty Trust
2.89%2.22%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.41%14.41%
BXP
Boston Properties, Inc.
6.04%4.98%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%

Drawdowns

VNO vs. BXP - Drawdown Comparison

The maximum VNO drawdown since its inception was -80.89%, 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.


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Drawdown Indicators


VNOBXPDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-72.80%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-41.22%

-33.56%

-7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-72.46%

-62.57%

-9.89%

Max Drawdown (10Y)

Largest decline over 10 years

-80.89%

-63.59%

-17.30%

Current Drawdown

Current decline from peak

-58.55%

-52.75%

-5.80%

Average Drawdown

Average peak-to-trough decline

-20.45%

-16.54%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.83%

13.37%

+4.46%

Volatility

VNO vs. BXP - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 10.72% compared to Boston Properties, Inc. (BXP) at 8.79%. 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.


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Volatility by Period


VNOBXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.72%

8.79%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

23.38%

20.09%

+3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

36.30%

31.23%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.42%

32.79%

+8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.90%

31.94%

+6.96%

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


400.00M500.00M600.00M700.00M800.00M900.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
453.71M
877.10M
(VNO) Total Revenue
(BXP) Total Revenue
Values in USD except per share items