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

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.

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VNO vs. SLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNO
Vornado Realty Trust
-21.91%-19.09%51.32%39.50%-46.66%17.78%-40.43%14.93%-17.75%-4.53%
SLG
SL Green Realty Corp.
-18.06%-29.03%58.26%48.75%-50.94%22.86%-29.14%20.96%-18.80%-3.25%

Fundamentals

Market Cap

VNO:

$4.98B

SLG:

$2.60B

EPS

VNO:

$4.32

SLG:

-$1.22

PS Ratio

VNO:

2.80

SLG:

2.67

PB Ratio

VNO:

1.04

SLG:

0.75

Total Revenue (TTM)

VNO:

$1.81B

SLG:

$1.00B

Gross Profit (TTM)

VNO:

$890.47M

SLG:

$341.79M

EBITDA (TTM)

VNO:

$1.74B

SLG:

$409.72M

Returns By Period

In the year-to-date period, VNO achieves a -21.91% return, which is significantly lower than SLG's -18.06% return. Over the past 10 years, VNO has underperformed SLG with an annualized return of -6.58%, while SLG has yielded a comparatively higher -4.49% annualized return.


VNO

1D
3.22%
1M
-5.77%
YTD
-21.91%
6M
-34.46%
1Y
-28.18%
3Y*
21.09%
5Y*
-7.82%
10Y*
-6.58%

SLG

1D
4.76%
1M
2.00%
YTD
-18.06%
6M
-36.49%
1Y
-32.38%
3Y*
24.11%
5Y*
-7.16%
10Y*
-4.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VNO vs. SLG — Risk / Return Rank

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

VNO
VNO Risk / Return Rank: 1212
Overall Rank
VNO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VNO Sortino Ratio Rank: 1212
Sortino Ratio Rank
VNO Omega Ratio Rank: 1313
Omega Ratio Rank
VNO Calmar Ratio Rank: 1919
Calmar Ratio Rank
VNO Martin Ratio Rank: 88
Martin Ratio Rank

SLG
SLG Risk / Return Rank: 1212
Overall Rank
SLG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SLG Sortino Ratio Rank: 1010
Sortino Ratio Rank
SLG Omega Ratio Rank: 1212
Omega Ratio Rank
SLG Calmar Ratio Rank: 1717
Calmar Ratio Rank
SLG Martin Ratio Rank: 1313
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. SLG - Risk-Adjusted Trends 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.


VNOSLGDifference

Sharpe ratio

Return per unit of total volatility

-0.78

-0.83

+0.05

Sortino ratio

Return per unit of downside risk

-0.99

-1.07

+0.09

Omega ratio

Gain probability vs. loss probability

0.88

0.88

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.67

-0.70

+0.03

Martin ratio

Return relative to average drawdown

-1.57

-1.40

-0.18

VNO vs. SLG - Sharpe Ratio Comparison

The current VNO Sharpe Ratio is -0.78, which is comparable to the SLG Sharpe Ratio of -0.83. 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.


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Sharpe Ratios by Period


VNOSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

-0.83

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.17

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

-0.11

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.13

+0.13

Correlation

The correlation between VNO and SLG is 0.72, 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. SLG - Dividend Comparison

VNO's dividend yield for the trailing twelve months is around 2.85%, less than SLG's 7.25% yield.


TTM20252024202320222021202020192018201720162015
VNO
Vornado Realty Trust
2.85%2.22%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.41%14.41%
SLG
SL Green Realty Corp.
7.25%6.18%4.43%7.15%10.94%5.09%7.81%3.74%4.16%3.11%2.73%2.23%

Drawdowns

VNO vs. SLG - Drawdown Comparison

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


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Drawdown Indicators


VNOSLGDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-94.02%

+13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-41.22%

-45.40%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-72.46%

-74.47%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-80.89%

-77.70%

-3.19%

Current Drawdown

Current decline from peak

-57.87%

-53.08%

-4.79%

Average Drawdown

Average peak-to-trough decline

-20.45%

-27.32%

+6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.66%

22.87%

-5.21%

Volatility

VNO vs. SLG - Volatility Comparison

The current volatility for Vornado Realty Trust (VNO) is 10.66%, while SL Green Realty Corp. (SLG) has a volatility of 13.78%. This indicates that VNO experiences smaller price fluctuations and is considered to be less risky than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNOSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.66%

13.78%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

23.36%

27.42%

-4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

36.28%

39.32%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.43%

43.32%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.90%

42.00%

-3.10%

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


0.00100.00M200.00M300.00M400.00M500.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
453.71M
298.07M
(VNO) Total Revenue
(SLG) Total Revenue
Values in USD except per share items