PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VRE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VRE and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

VRE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Veris Residential, Inc. (VRE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-6.67%
7.47%
VRE
VOO

Key characteristics

Sharpe Ratio

VRE:

0.07

VOO:

1.76

Sortino Ratio

VRE:

0.26

VOO:

2.37

Omega Ratio

VRE:

1.03

VOO:

1.32

Calmar Ratio

VRE:

0.03

VOO:

2.66

Martin Ratio

VRE:

0.24

VOO:

11.10

Ulcer Index

VRE:

6.70%

VOO:

2.02%

Daily Std Dev

VRE:

23.34%

VOO:

12.79%

Max Drawdown

VRE:

-71.48%

VOO:

-33.99%

Current Drawdown

VRE:

-43.79%

VOO:

-2.11%

Returns By Period

In the year-to-date period, VRE achieves a -5.83% return, which is significantly lower than VOO's 2.40% return. Over the past 10 years, VRE has underperformed VOO with an annualized return of 0.08%, while VOO has yielded a comparatively higher 13.03% annualized return.


VRE

YTD

-5.83%

1M

0.13%

6M

-6.68%

1Y

6.34%

5Y*

-5.19%

10Y*

0.08%

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VRE vs. VOO — Risk-Adjusted Performance Rank

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

VRE
The Risk-Adjusted Performance Rank of VRE is 4545
Overall Rank
The Sharpe Ratio Rank of VRE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VRE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VRE is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VRE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VRE is 4949
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

VRE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Veris Residential, Inc. (VRE) and Vanguard S&P 500 ETF (VOO). 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 VRE, currently valued at 0.07, compared to the broader market-2.000.002.000.071.76
The chart of Sortino ratio for VRE, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.006.000.262.37
The chart of Omega ratio for VRE, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.32
The chart of Calmar ratio for VRE, currently valued at 0.03, compared to the broader market0.002.004.006.000.032.66
The chart of Martin ratio for VRE, currently valued at 0.24, compared to the broader market-10.000.0010.0020.0030.000.2411.10
VRE
VOO

The current VRE Sharpe Ratio is 0.07, which is lower than the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of VRE and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.07
1.76
VRE
VOO

Dividends

VRE vs. VOO - Dividend Comparison

VRE's dividend yield for the trailing twelve months is around 1.68%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
VRE
Veris Residential, Inc.
1.68%1.58%0.65%0.00%0.00%4.82%3.46%4.08%3.25%2.07%2.57%4.72%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VRE vs. VOO - Drawdown Comparison

The maximum VRE drawdown since its inception was -71.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VRE and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-38.21%
-2.11%
VRE
VOO

Volatility

VRE vs. VOO - Volatility Comparison

Veris Residential, Inc. (VRE) has a higher volatility of 6.35% compared to Vanguard S&P 500 ETF (VOO) at 3.38%. This indicates that VRE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.35%
3.38%
VRE
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab