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VVR vs. BDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VVR and BDN is 0.28, 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

VVR vs. BDN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VVR:

-0.39

BDN:

-0.03

Sortino Ratio

VVR:

-0.32

BDN:

0.17

Omega Ratio

VVR:

0.95

BDN:

1.02

Calmar Ratio

VVR:

-0.41

BDN:

-0.03

Martin Ratio

VVR:

-1.18

BDN:

-0.10

Ulcer Index

VVR:

6.76%

BDN:

18.83%

Daily Std Dev

VVR:

22.04%

BDN:

36.63%

Max Drawdown

VVR:

-73.80%

BDN:

-97.00%

Current Drawdown

VVR:

-11.32%

BDN:

-59.76%

Fundamentals

Returns By Period

In the year-to-date period, VVR achieves a -5.08% return, which is significantly higher than BDN's -20.76% return. Over the past 10 years, VVR has outperformed BDN with an annualized return of 5.88%, while BDN has yielded a comparatively lower -4.97% annualized return.


VVR

YTD

-5.08%

1M

3.66%

6M

-2.83%

1Y

-8.60%

3Y*

10.51%

5Y*

12.21%

10Y*

5.88%

BDN

YTD

-20.76%

1M

11.20%

6M

-17.67%

1Y

-1.14%

3Y*

-17.10%

5Y*

-5.72%

10Y*

-4.97%

*Annualized

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Invesco Senior Income Trust

Brandywine Realty Trust

Risk-Adjusted Performance

VVR vs. BDN — Risk-Adjusted Performance Rank

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

VVR
The Risk-Adjusted Performance Rank of VVR is 2525
Overall Rank
The Sharpe Ratio Rank of VVR is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VVR is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VVR is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VVR is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VVR is 1919
Martin Ratio Rank

BDN
The Risk-Adjusted Performance Rank of BDN is 4646
Overall Rank
The Sharpe Ratio Rank of BDN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 4141
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 4949
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 4949
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.

VVR vs. BDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and Brandywine Realty Trust (BDN). 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 VVR Sharpe Ratio is -0.39, which is lower than the BDN Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of VVR and BDN, 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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Dividends

VVR vs. BDN - Dividend Comparison

VVR's dividend yield for the trailing twelve months is around 13.75%, less than BDN's 14.39% yield.


TTM20242023202220212020201920182017201620152014
VVR
Invesco Senior Income Trust
13.75%13.06%11.54%11.46%7.22%6.71%6.22%6.68%5.95%6.41%7.97%7.11%
BDN
Brandywine Realty Trust
14.39%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%

Drawdowns

VVR vs. BDN - Drawdown Comparison

The maximum VVR drawdown since its inception was -73.80%, smaller than the maximum BDN drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for VVR and BDN. For additional features, visit the drawdowns tool.


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Volatility

VVR vs. BDN - Volatility Comparison

The current volatility for Invesco Senior Income Trust (VVR) is 4.70%, while Brandywine Realty Trust (BDN) has a volatility of 7.64%. This indicates that VVR experiences smaller price fluctuations and is considered to be less risky than BDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

VVR vs. BDN - Financials Comparison

This section allows you to compare key financial metrics between Invesco Senior Income Trust and Brandywine Realty 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


120.00M125.00M130.00M135.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
121.52M
(VVR) Total Revenue
(BDN) Total Revenue
Values in USD except per share items