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

Key characteristics


VNOSLG
YTD Return-12.67%18.47%
1Y Return83.96%166.34%
3Y Return (Ann)-15.70%-2.94%
5Y Return (Ann)-13.76%-2.68%
10Y Return (Ann)-7.13%-2.45%
Sharpe Ratio1.472.67
Daily Std Dev55.52%59.43%
Max Drawdown-80.88%-94.02%
Current Drawdown-61.51%-37.47%

Fundamentals


VNOSLG
Market Cap$5.44B$3.35B
EPS$0.23-$8.29
PE Ratio114.0443.51
PEG Ratio2.580.95
Revenue (TTM)$1.88B$806.16M
Gross Profit (TTM)$1.03B$424.15M
EBITDA (TTM)$810.60M$239.39M

Correlation

-0.50.00.51.00.7

The correlation between VNO and SLG is 0.71, 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. SLG - Performance Comparison

In the year-to-date period, VNO achieves a -12.67% return, which is significantly lower than SLG's 18.47% return. Over the past 10 years, VNO has underperformed SLG with an annualized return of -7.13%, while SLG has yielded a comparatively higher -2.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
247.69%
538.39%
VNO
SLG

Compare stocks, funds, or ETFs

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


Vornado Realty Trust

SL Green Realty Corp.

Risk-Adjusted Performance

VNO vs. SLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vornado Realty Trust (VNO) and SL Green Realty Corp. (SLG). 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.


VNO
Sharpe ratio
The chart of Sharpe ratio for VNO, currently valued at 1.47, compared to the broader market-2.00-1.000.001.002.003.001.47
Sortino ratio
The chart of Sortino ratio for VNO, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for VNO, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for VNO, currently valued at 1.01, compared to the broader market0.002.004.006.001.01
Martin ratio
The chart of Martin ratio for VNO, currently valued at 6.93, compared to the broader market-10.000.0010.0020.0030.006.93
SLG
Sharpe ratio
The chart of Sharpe ratio for SLG, currently valued at 2.67, compared to the broader market-2.00-1.000.001.002.003.002.67
Sortino ratio
The chart of Sortino ratio for SLG, currently valued at 3.29, compared to the broader market-4.00-2.000.002.004.006.003.29
Omega ratio
The chart of Omega ratio for SLG, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for SLG, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for SLG, currently valued at 16.71, compared to the broader market-10.000.0010.0020.0030.0016.71

VNO vs. SLG - Sharpe Ratio Comparison

The current VNO Sharpe Ratio is 1.47, which is lower than the SLG Sharpe Ratio of 2.67. The chart below compares the 12-month rolling Sharpe Ratio of VNO and SLG.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
1.47
2.67
VNO
SLG

Dividends

VNO vs. SLG - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 1.22%, less than SLG's 6.00% yield.


TTM20232022202120202019201820172016201520142013
VNO
Vornado Realty Trust
1.22%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%3.29%
SLG
SL Green Realty Corp.
6.00%7.15%10.94%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%

Drawdowns

VNO vs. SLG - Drawdown Comparison

The maximum VNO drawdown since its inception was -80.88%, smaller than the maximum SLG drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for VNO and SLG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%December2024FebruaryMarchAprilMay
-61.51%
-37.47%
VNO
SLG

Volatility

VNO vs. SLG - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 14.99% compared to SL Green Realty Corp. (SLG) at 11.98%. This indicates that VNO's price experiences larger fluctuations and is considered to be riskier than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
14.99%
11.98%
VNO
SLG

Financials

VNO vs. SLG - Financials Comparison

This section allows you to compare key financial metrics between Vornado Realty Trust and SL Green Realty Corp.. 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