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

Correlation

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.


-0.50.00.51.00.7

Performance

VNO vs. SLG - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
484.75%
764.78%
VNO
SLG

Key characteristics

Sharpe Ratio

VNO:

0.91

SLG:

1.58

Sortino Ratio

VNO:

1.44

SLG:

2.17

Omega Ratio

VNO:

1.18

SLG:

1.26

Calmar Ratio

VNO:

0.57

SLG:

1.17

Martin Ratio

VNO:

3.51

SLG:

12.03

Ulcer Index

VNO:

10.51%

SLG:

4.91%

Daily Std Dev

VNO:

40.78%

SLG:

37.37%

Max Drawdown

VNO:

-80.88%

SLG:

-94.02%

Current Drawdown

VNO:

-35.28%

SLG:

-15.40%

Fundamentals

Market Cap

VNO:

$9.30B

SLG:

$5.34B

EPS

VNO:

-$0.28

SLG:

-$2.55

PEG Ratio

VNO:

2.58

SLG:

0.95

Total Revenue (TTM)

VNO:

$1.77B

SLG:

$866.45M

Gross Profit (TTM)

VNO:

$750.33M

SLG:

$428.29M

EBITDA (TTM)

VNO:

$633.38M

SLG:

$169.66M

Returns By Period

In the year-to-date period, VNO achieves a 46.82% return, which is significantly lower than SLG's 60.27% return. Over the past 10 years, VNO has underperformed SLG with an annualized return of -3.18%, while SLG has yielded a comparatively higher -0.67% annualized return.


VNO

YTD

46.82%

1M

2.92%

6M

58.43%

1Y

37.80%

5Y*

-4.76%

10Y*

-3.18%

SLG

YTD

60.27%

1M

-9.26%

6M

23.01%

1Y

58.85%

5Y*

1.51%

10Y*

-0.67%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for VNO, currently valued at 0.91, compared to the broader market-4.00-2.000.002.000.911.58
The chart of Sortino ratio for VNO, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.442.17
The chart of Omega ratio for VNO, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.26
The chart of Calmar ratio for VNO, currently valued at 0.57, compared to the broader market0.002.004.006.000.571.17
The chart of Martin ratio for VNO, currently valued at 3.51, compared to the broader market0.0010.0020.003.5112.03
VNO
SLG

The current VNO Sharpe Ratio is 0.91, which is lower than the SLG Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VNO and SLG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.91
1.58
VNO
SLG

Dividends

VNO vs. SLG - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 1.81%, less than SLG's 4.34% yield.


TTM20232022202120202019201820172016201520142013
VNO
Vornado Realty Trust
1.81%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.
4.34%7.15%10.95%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.28%
-15.40%
VNO
SLG

Volatility

VNO vs. SLG - Volatility Comparison

Vornado Realty Trust (VNO) has a higher volatility of 11.83% compared to SL Green Realty Corp. (SLG) at 10.18%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
11.83%
10.18%
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
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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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