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

Performance

VPV vs. VVR - Performance Comparison

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

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VPV vs. VVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPV
Invesco Pennsylvania Value Municipal Income Trust
2.93%9.96%9.04%6.10%-26.32%14.57%1.46%19.47%1.31%5.14%
VVR
Invesco Senior Income Trust
2.05%-6.18%8.97%20.86%-1.11%17.00%-0.22%16.97%-5.36%0.19%

Fundamentals

Market Cap

VPV:

$188.91M

VVR:

$495.64M

EPS

VPV:

$0.83

VVR:

$0.59

PE Ratio

VPV:

12.69

VVR:

5.47

PEG Ratio

VPV:

0.15

VVR:

0.00

PS Ratio

VPV:

5.45

VVR:

4.03

PB Ratio

VPV:

1.01

VVR:

0.86

Total Revenue (TTM)

VPV:

$34.69M

VVR:

$123.12M

Gross Profit (TTM)

VPV:

$19.95M

VVR:

$83.19M

EBITDA (TTM)

VPV:

$2.90M

VVR:

$66.30M

Returns By Period

In the year-to-date period, VPV achieves a 2.93% return, which is significantly higher than VVR's 2.05% return. Over the past 10 years, VPV has underperformed VVR with an annualized return of 2.88%, while VVR has yielded a comparatively higher 6.92% annualized return.


VPV

1D
2.82%
1M
-1.34%
YTD
2.93%
6M
6.23%
1Y
12.10%
3Y*
8.15%
5Y*
1.31%
10Y*
2.88%

VVR

1D
3.87%
1M
5.52%
YTD
2.05%
6M
-0.18%
1Y
-1.93%
3Y*
8.46%
5Y*
6.22%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VPV vs. VVR — Risk / Return Rank

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

VPV
VPV Risk / Return Rank: 7575
Overall Rank
VPV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VPV Sortino Ratio Rank: 7171
Sortino Ratio Rank
VPV Omega Ratio Rank: 7575
Omega Ratio Rank
VPV Calmar Ratio Rank: 7474
Calmar Ratio Rank
VPV Martin Ratio Rank: 7878
Martin Ratio Rank

VVR
VVR Risk / Return Rank: 3636
Overall Rank
VVR Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VVR Sortino Ratio Rank: 3030
Sortino Ratio Rank
VVR Omega Ratio Rank: 3030
Omega Ratio Rank
VVR Calmar Ratio Rank: 4141
Calmar Ratio Rank
VVR Martin Ratio Rank: 4040
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.

VPV vs. VVR - Risk-Adjusted Trends Comparison

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


VPVVVRDifference

Sharpe ratio

Return per unit of total volatility

1.20

-0.11

+1.31

Sortino ratio

Return per unit of downside risk

1.64

-0.02

+1.67

Omega ratio

Gain probability vs. loss probability

1.24

1.00

+0.24

Calmar ratio

Return relative to maximum drawdown

1.70

-0.03

+1.72

Martin ratio

Return relative to average drawdown

5.07

-0.05

+5.12

VPV vs. VVR - Sharpe Ratio Comparison

The current VPV Sharpe Ratio is 1.20, which is higher than the VVR Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of VPV and VVR, 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


VPVVVRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

-0.11

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.40

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.30

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.20

+0.16

Correlation

The correlation between VPV and VVR is 0.12, 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.


Dividends

VPV vs. VVR - Dividend Comparison

VPV's dividend yield for the trailing twelve months is around 7.57%, less than VVR's 14.16% yield.


TTM20252024202320222021202020192018201720162015
VPV
Invesco Pennsylvania Value Municipal Income Trust
7.57%7.65%6.07%3.81%5.48%4.29%4.61%4.85%5.94%5.15%6.00%6.09%
VVR
Invesco Senior Income Trust
14.16%13.94%13.06%11.54%11.46%7.22%6.71%6.22%6.68%5.95%6.41%7.97%

Drawdowns

VPV vs. VVR - Drawdown Comparison

The maximum VPV drawdown since its inception was -45.21%, smaller than the maximum VVR drawdown of -73.79%. Use the drawdown chart below to compare losses from any high point for VPV and VVR.


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Drawdown Indicators


VPVVVRDifference

Max Drawdown

Largest peak-to-trough decline

-45.21%

-73.79%

+28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-12.65%

+5.46%

Max Drawdown (5Y)

Largest decline over 5 years

-33.08%

-19.50%

-13.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.08%

-55.92%

+22.84%

Current Drawdown

Current decline from peak

-4.29%

-10.55%

+6.26%

Average Drawdown

Average peak-to-trough decline

-8.50%

-10.89%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

7.17%

-4.76%

Volatility

VPV vs. VVR - Volatility Comparison

The current volatility for Invesco Pennsylvania Value Municipal Income Trust (VPV) is 4.80%, while Invesco Senior Income Trust (VVR) has a volatility of 7.06%. This indicates that VPV experiences smaller price fluctuations and is considered to be less risky than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPVVVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

7.06%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

10.18%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

18.25%

-8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.09%

15.70%

-5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.93%

23.47%

-11.54%

Financials

VPV vs. VVR - Financials Comparison

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


10.00M20.00M30.00M40.00M50.00M60.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
6.11M
8.52M
(VPV) Total Revenue
(VVR) Total Revenue
Values in USD except per share items