VNO vs. BXP
Compare and contrast key facts about Vornado Realty Trust (VNO) and Boston Properties, Inc. (BXP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNO or BXP.
Key characteristics
| VNO | BXP | |
|---|---|---|
| YTD Return | 48.92% | 18.29% |
| 1Y Return | 84.41% | 48.45% |
| 3Y Return (Ann) | 0.62% | -7.42% |
| 5Y Return (Ann) | -4.05% | -5.95% |
| 10Y Return (Ann) | -2.31% | -0.55% |
| Sharpe Ratio | 2.37 | 1.79 |
| Sortino Ratio | 3.20 | 2.60 |
| Omega Ratio | 1.39 | 1.31 |
| Calmar Ratio | 1.70 | 1.13 |
| Martin Ratio | 8.88 | 7.03 |
| Ulcer Index | 12.74% | 9.15% |
| Daily Std Dev | 47.71% | 35.86% |
| Max Drawdown | -80.88% | -72.80% |
| Current Drawdown | -34.36% | -31.82% |
Fundamentals
| VNO | BXP | |
|---|---|---|
| Market Cap | $8.91B | $13.94B |
| EPS | -$0.28 | $2.30 |
| PEG Ratio | 2.58 | 2.24 |
| Total Revenue (TTM) | $1.77B | $3.38B |
| Gross Profit (TTM) | $750.33M | $1.19B |
| EBITDA (TTM) | $289.32M | $1.89B |
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.
Performance
VNO vs. BXP - Performance Comparison
In the year-to-date period, VNO achieves a 48.92% return, which is significantly higher than BXP's 18.29% return. Over the past 10 years, VNO has underperformed BXP with an annualized return of -2.31%, while BXP has yielded a comparatively higher -0.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
VNO vs. BXP - Dividend Comparison
VNO's dividend yield for the trailing twelve months is around 0.71%, less than BXP's 4.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNO Vornado Realty Trust | 0.71% | 2.39% | 10.19% | 5.06% | 6.37% | 6.90% | 4.06% | 3.00% | 2.42% | 2.52% | 2.48% | 3.29% |
BXP Boston Properties, Inc. | 4.94% | 5.59% | 5.80% | 3.40% | 4.15% | 2.78% | 3.11% | 2.35% | 2.15% | 3.02% | 5.52% | 4.83% |
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.
Volatility
VNO vs. BXP - Volatility Comparison
Vornado Realty Trust (VNO) has a higher volatility of 9.52% compared to Boston Properties, Inc. (BXP) at 8.24%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities