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

Correlation

The correlation between VPV and SLG is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

VPV vs. SLG - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-1.84%
28.46%
VPV
SLG

Key characteristics

Sharpe Ratio

VPV:

1.00

SLG:

1.56

Sortino Ratio

VPV:

1.52

SLG:

2.15

Omega Ratio

VPV:

1.21

SLG:

1.26

Calmar Ratio

VPV:

0.44

SLG:

1.17

Martin Ratio

VPV:

5.45

SLG:

11.54

Ulcer Index

VPV:

1.79%

SLG:

5.11%

Daily Std Dev

VPV:

9.74%

SLG:

37.71%

Max Drawdown

VPV:

-45.29%

SLG:

-94.02%

Current Drawdown

VPV:

-14.27%

SLG:

-15.02%

Fundamentals

Market Cap

VPV:

$250.92M

SLG:

$5.34B

EPS

VPV:

$0.94

SLG:

-$2.55

PEG Ratio

VPV:

0.00

SLG:

0.95

Total Revenue (TTM)

VPV:

$10.40M

SLG:

$866.45M

Gross Profit (TTM)

VPV:

$7.72M

SLG:

$428.29M

EBITDA (TTM)

VPV:

$15.05M

SLG:

$169.66M

Returns By Period

In the year-to-date period, VPV achieves a 9.56% return, which is significantly lower than SLG's 60.99% return. Over the past 10 years, VPV has outperformed SLG with an annualized return of 2.39%, while SLG has yielded a comparatively lower -0.69% annualized return.


VPV

YTD

9.56%

1M

-5.54%

6M

-1.93%

1Y

9.78%

5Y*

-0.05%

10Y*

2.39%

SLG

YTD

60.99%

1M

-10.34%

6M

25.66%

1Y

58.97%

5Y*

1.59%

10Y*

-0.69%

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Risk-Adjusted Performance

VPV vs. SLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Pennsylvania Value Municipal Income Trust (VPV) 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 VPV, currently valued at 1.00, compared to the broader market-4.00-2.000.002.001.001.56
The chart of Sortino ratio for VPV, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.522.15
The chart of Omega ratio for VPV, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.26
The chart of Calmar ratio for VPV, currently valued at 0.44, compared to the broader market0.002.004.006.000.441.17
The chart of Martin ratio for VPV, currently valued at 5.45, compared to the broader market-5.000.005.0010.0015.0020.0025.005.4511.54
VPV
SLG

The current VPV Sharpe Ratio is 1.00, which is lower than the SLG Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VPV 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.00
1.56
VPV
SLG

Dividends

VPV vs. SLG - Dividend Comparison

VPV's dividend yield for the trailing twelve months is around 6.09%, more than SLG's 4.33% yield.


TTM20232022202120202019201820172016201520142013
VPV
Invesco Pennsylvania Value Municipal Income Trust
6.09%3.86%5.51%4.29%4.59%4.85%5.94%5.14%6.00%6.09%6.48%7.41%
SLG
SL Green Realty Corp.
4.33%7.15%10.95%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%

Drawdowns

VPV vs. SLG - Drawdown Comparison

The maximum VPV drawdown since its inception was -45.29%, smaller than the maximum SLG drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for VPV and SLG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.27%
-15.02%
VPV
SLG

Volatility

VPV vs. SLG - Volatility Comparison

The current volatility for Invesco Pennsylvania Value Municipal Income Trust (VPV) is 4.17%, while SL Green Realty Corp. (SLG) has a volatility of 11.23%. This indicates that VPV 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
4.17%
11.23%
VPV
SLG

Financials

VPV vs. SLG - Financials Comparison

This section allows you to compare key financial metrics between Invesco Pennsylvania Value Municipal Income 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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