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VPV vs. BDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VPV vs. BDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Pennsylvania Value Municipal Income Trust (VPV) and Brandywine Realty Trust (BDN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VPV

1D
0.87%
1M
0.61%
YTD
9.18%
6M
9.67%
1Y
20.86%
3Y*
11.16%
5Y*
2.02%
10Y*
2.88%

BDN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Fundamentals

Market Cap

VPV:

$197.93M

BDN:

$535.17M

EPS

VPV:

$1.01

BDN:

-$1.16

PS Ratio

VPV:

6.05

BDN:

1.09

PB Ratio

VPV:

1.00

BDN:

0.73

Total Revenue (TTM)

VPV:

$32.74M

BDN:

$489.94M

Gross Profit (TTM)

VPV:

$24.84M

BDN:

$343.79M

EBITDA (TTM)

VPV:

$22.21M

BDN:

$38.42M

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Return for Risk

VPV vs. BDN — Risk / Return Rank

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

VPV
VPV Risk / Return Rank: 8686
Overall Rank
VPV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VPV Sortino Ratio Rank: 8989
Sortino Ratio Rank
VPV Omega Ratio Rank: 8888
Omega Ratio Rank
VPV Calmar Ratio Rank: 8080
Calmar Ratio Rank
VPV Martin Ratio Rank: 8686
Martin Ratio Rank

BDN
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.

VPV vs. BDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Pennsylvania Value Municipal Income Trust (VPV) and Brandywine Realty Trust (BDN). 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.


VPVBDNDifference

Sharpe ratio

Return per unit of total volatility

2.13

Sortino ratio

Return per unit of downside risk

3.21

Omega ratio

Gain probability vs. loss probability

1.41

Calmar ratio

Return relative to maximum drawdown

2.78

Martin ratio

Return relative to average drawdown

9.59

VPV vs. BDN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VPVBDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Drawdowns

VPV vs. BDN - Drawdown Comparison


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Drawdown Indicators


VPVBDNDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

Max Drawdown (3Y)

Largest decline over 3 years

-12.46%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.08%

Current Drawdown

Current decline from peak

-0.34%

Average Drawdown

Average peak-to-trough decline

-8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

Volatility

VPV vs. BDN - Volatility Comparison


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Volatility by Period


VPVBDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.99%

Dividends

VPV vs. BDN - Dividend Comparison

VPV's dividend yield for the trailing twelve months is around 7.23%, while BDN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BDN
Brandywine Realty Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPV
Invesco Pennsylvania Value Municipal Income Trust
7.23%7.65%6.07%3.81%5.48%4.29%4.61%4.85%5.94%5.15%6.00%6.09%

Financials

VPV vs. BDN - Financials Comparison

This section allows you to compare key financial metrics between Invesco Pennsylvania Value Municipal Income Trust and Brandywine Realty Trust. 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


0.0020.00M40.00M60.00M80.00M100.00M120.00M140.00M20222023202420252026
7.19M
127.00M
(VPV) Total Revenue
(BDN) Total Revenue
Values in USD except per share items
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