VRE vs. CRT-UN.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Veris Residential, Inc. (VRE) and CT Real Estate Investment Trust (CRT-UN.TO).

Performance

VRE vs. CRT-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Veris Residential, Inc. (VRE) and CT Real Estate Investment Trust (CRT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

VRE vs. CRT-UN.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VRE Veris Residential, Inc.	27.55%	-8.64%	7.47%	-0.63%	-13.33%	47.51%	-44.16%	22.57%	-5.36%	-23.70%
CRT-UN.TO CT Real Estate Investment Trust	4.56%	26.77%	-4.30%	2.01%	-11.51%	16.98%	4.79%	54.96%	-22.37%	8.42%

Different Trading Currencies

VRE is traded in USD, while CRT-UN.TO is traded in CAD. To make them comparable, the CRT-UN.TO values have been converted to USD using the latest available exchange rates.

Fundamentals

Market Cap VRE : $1.93B CRT-UN.TO : CA$2.83B
EPS VRE : $0.77 CRT-UN.TO : CA$1.52
PE Ratio VRE : 24.49 CRT-UN.TO : 11.18
PEG Ratio VRE : 0.05 CRT-UN.TO : 0.21
PS Ratio VRE : 6.70 CRT-UN.TO : 6.50
PB Ratio VRE : 1.68 CRT-UN.TO : 1.43
Total Revenue (TTM) VRE : $288.43M CRT-UN.TO : CA$604.25M
Gross Profit (TTM) VRE : $250.07M CRT-UN.TO : CA$471.69M
EBITDA (TTM) VRE : $212.45M CRT-UN.TO : CA$612.14M

Returns By Period

In the year-to-date period, VRE achieves a 27.55% return, which is significantly higher than CRT-UN.TO's 4.56% return. Over the past 10 years, VRE has underperformed CRT-UN.TO with an annualized return of -0.09%, while CRT-UN.TO has yielded a comparatively higher 6.65% annualized return.

VRE

• 1D: 0.16%
• 1M: 0.69%
• YTD: 27.55%
• 6M: 26.95%
• 1Y: 13.45%
• 3Y*: 10.63%
• 5Y*: 4.74%
• 10Y*: -0.09%

CRT-UN.TO

• 1D: 2.71%
• 1M: -2.05%
• YTD: 4.56%
• 6M: 7.48%
• 1Y: 24.80%
• 3Y*: 7.41%
• 5Y*: 4.76%
• 10Y*: 6.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VRE vs. CRT-UN.TO — Risk / Return Rank

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

VRE

VRE Risk / Return Rank: 55
VRE Sharpe Ratio Rank: 59
VRE Sortino Ratio Rank: 55
VRE Omega Ratio Rank: 52
VRE Calmar Ratio Rank: 57
VRE Martin Ratio Rank: 54

CRT-UN.TO

CRT-UN.TO Risk / Return Rank: 84
CRT-UN.TO Sharpe Ratio Rank: 83
CRT-UN.TO Sortino Ratio Rank: 81
CRT-UN.TO Omega Ratio Rank: 76
CRT-UN.TO Calmar Ratio Rank: 90
CRT-UN.TO Martin Ratio Rank: 88

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.

VRE vs. CRT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Veris Residential, Inc. (VRE) and CT Real Estate Investment Trust (CRT-UN.TO). 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.

	VRE	CRT-UN.TO	Difference
Sharpe ratio Return per unit of total volatility	0.51	1.61	-1.11
Sortino ratio Return per unit of downside risk	0.99	2.39	-1.40
Omega ratio Gain probability vs. loss probability	1.12	1.28	-0.16
Calmar ratio Return relative to maximum drawdown	0.73	3.93	-3.21
Martin ratio Return relative to average drawdown	1.25	11.21	-9.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VRE vs. CRT-UN.TO - Sharpe Ratio Comparison

The current VRE Sharpe Ratio is 0.51, which is lower than the CRT-UN.TO Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VRE and CRT-UN.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VRE	CRT-UN.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.51	1.61	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.23	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.00	0.29	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.35	-0.18

Correlation

The correlation between VRE and CRT-UN.TO is 0.32, 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

VRE vs. CRT-UN.TO - Dividend Comparison

VRE's dividend yield for the trailing twelve months is around 1.69%, less than CRT-UN.TO's 5.56% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VRE Veris Residential, Inc.	1.69%	2.15%	1.58%	0.65%	0.00%	0.00%	4.82%	3.46%	4.08%	3.25%	2.07%	2.57%
CRT-UN.TO CT Real Estate Investment Trust	5.56%	5.77%	6.40%	6.04%	5.48%	4.76%	5.09%	4.70%	6.37%	4.82%	4.57%	5.09%

Drawdowns

VRE vs. CRT-UN.TO - Drawdown Comparison

The maximum VRE drawdown since its inception was -71.48%, which is greater than CRT-UN.TO's maximum drawdown of -50.58%. Use the drawdown chart below to compare losses from any high point for VRE and CRT-UN.TO.

Drawdown Indicators

	VRE	CRT-UN.TO	Difference
Max Drawdown Largest peak-to-trough decline	-71.48%	-45.88%	-25.60%
Max Drawdown (1Y) Largest decline over 1 year	-19.27%	-6.24%	-13.03%
Max Drawdown (5Y) Largest decline over 5 years	-47.25%	-24.70%	-22.55%
Max Drawdown (10Y) Largest decline over 10 years	-60.02%	-45.88%	-14.14%
Current Drawdown Current decline from peak	-30.46%	-1.55%	-28.91%
Average Drawdown Average peak-to-trough decline	-25.38%	-6.34%	-19.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.21%	2.46%	+8.75%

Volatility

VRE vs. CRT-UN.TO - Volatility Comparison

The current volatility for Veris Residential, Inc. (VRE) is 0.53%, while CT Real Estate Investment Trust (CRT-UN.TO) has a volatility of 5.66%. This indicates that VRE experiences smaller price fluctuations and is considered to be less risky than CRT-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VRE	CRT-UN.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.53%	5.66%	-5.13%
Volatility (6M) Calculated over the trailing 6-month period	17.84%	10.25%	+7.59%
Volatility (1Y) Calculated over the trailing 1-year period	26.69%	15.70%	+10.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.56%	20.64%	+9.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.54%	23.15%	+9.39%

Financials