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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.


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.

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Key characteristics

Sharpe Ratio

VPV:

0.29

SLG:

0.38

Sortino Ratio

VPV:

0.61

SLG:

1.09

Omega Ratio

VPV:

1.09

SLG:

1.14

Calmar Ratio

VPV:

0.23

SLG:

0.58

Martin Ratio

VPV:

0.69

SLG:

1.35

Ulcer Index

VPV:

6.00%

SLG:

17.35%

Daily Std Dev

VPV:

9.89%

SLG:

36.12%

Max Drawdown

VPV:

-45.33%

SLG:

-94.02%

Current Drawdown

VPV:

-15.33%

SLG:

-27.96%

Fundamentals

Market Cap

VPV:

$178.01M

SLG:

$4.36B

EPS

VPV:

$0.57

SLG:

-$0.42

PEG Ratio

VPV:

0.00

SLG:

0.95

PS Ratio

VPV:

10.31

SLG:

6.73

PB Ratio

VPV:

0.85

SLG:

1.13

Total Revenue (TTM)

VPV:

$19.44M

SLG:

$938.24M

Gross Profit (TTM)

VPV:

$13.32M

SLG:

$521.83M

EBITDA (TTM)

VPV:

$12.84M

SLG:

$426.66M

Returns By Period

In the year-to-date period, VPV achieves a -0.66% return, which is significantly higher than SLG's -13.66% return. Over the past 10 years, VPV has outperformed SLG with an annualized return of 2.97%, while SLG has yielded a comparatively lower -1.89% annualized return.


VPV

YTD

-0.66%

1M

-0.14%

6M

-8.82%

1Y

2.83%

3Y*

1.61%

5Y*

1.34%

10Y*

2.97%

SLG

YTD

-13.66%

1M

4.21%

6M

-22.28%

1Y

13.61%

3Y*

7.19%

5Y*

9.61%

10Y*

-1.89%

*Annualized

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SL Green Realty Corp.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VPV vs. SLG — Risk-Adjusted Performance Rank

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

VPV
The Risk-Adjusted Performance Rank of VPV is 5959
Overall Rank
The Sharpe Ratio Rank of VPV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VPV is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VPV is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VPV is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VPV is 6060
Martin Ratio Rank

SLG
The Risk-Adjusted Performance Rank of SLG is 6868
Overall Rank
The Sharpe Ratio Rank of SLG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SLG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SLG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SLG is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VPV Sharpe Ratio is 0.29, which is comparable to the SLG Sharpe Ratio of 0.38. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VPV vs. SLG - Dividend Comparison

VPV's dividend yield for the trailing twelve months is around 8.09%, more than SLG's 5.31% yield.


TTM20242023202220212020201920182017201620152014
VPV
Invesco Pennsylvania Value Municipal Income Trust
8.09%6.07%3.81%5.48%4.29%4.61%4.85%5.94%5.15%6.00%6.09%6.48%
SLG
SL Green Realty Corp.
5.31%4.43%7.15%10.95%8.48%7.81%3.74%4.16%3.11%2.73%2.23%1.76%

Drawdowns

VPV vs. SLG - Drawdown Comparison

The maximum VPV drawdown since its inception was -45.33%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VPV vs. SLG - Volatility Comparison

The current volatility for Invesco Pennsylvania Value Municipal Income Trust (VPV) is 2.50%, while SL Green Realty Corp. (SLG) has a volatility of 9.22%. 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.


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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


0.0050.00M100.00M150.00M200.00M250.00M300.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
10.24M
239.85M
(VPV) Total Revenue
(SLG) Total Revenue
Values in USD except per share items

VPV vs. SLG - Profitability Comparison

The chart below illustrates the profitability comparison between Invesco Pennsylvania Value Municipal Income Trust and SL Green Realty Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
87.0%
49.5%
(VPV) Gross Margin
(SLG) Gross Margin
VPV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Invesco Pennsylvania Value Municipal Income Trust reported a gross profit of 8.91M and revenue of 10.24M. Therefore, the gross margin over that period was 87.0%.

SLG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, SL Green Realty Corp. reported a gross profit of 118.74M and revenue of 239.85M. Therefore, the gross margin over that period was 49.5%.

VPV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Invesco Pennsylvania Value Municipal Income Trust reported an operating income of 982.55K and revenue of 10.24M, resulting in an operating margin of 9.6%.

SLG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, SL Green Realty Corp. reported an operating income of 49.01M and revenue of 239.85M, resulting in an operating margin of 20.4%.

VPV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Invesco Pennsylvania Value Municipal Income Trust reported a net income of 4.51M and revenue of 10.24M, resulting in a net margin of 44.0%.

SLG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, SL Green Realty Corp. reported a net income of -15.18M and revenue of 239.85M, resulting in a net margin of -6.3%.