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

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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Returns By Period

In the year-to-date period, VVR achieves a -2.51% return, which is significantly lower than BDN's 10.64% return. Over the past 10 years, VVR has outperformed BDN with an annualized return of 5.98%, while BDN has yielded a comparatively lower -8.24% annualized return.


VVR

1D
-1.95%
1M
-1.33%
YTD
-2.51%
6M
-1.97%
1Y
-8.03%
3Y*
5.60%
5Y*
4.79%
10Y*
5.98%

BDN

1D
-2.56%
1M
4.45%
YTD
10.64%
6M
-2.69%
1Y
-21.26%
3Y*
2.49%
5Y*
-18.44%
10Y*
-8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVR vs. BDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVR
Invesco Senior Income Trust
-2.51%-6.18%8.97%20.86%-1.11%17.00%-0.22%16.97%-5.36%0.19%
BDN
Brandywine Realty Trust
10.64%-41.31%17.13%1.73%-50.65%19.50%-19.06%28.95%-26.04%14.42%

Correlation

The correlation between VVR and BDN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 25, 1998

0.19

Fundamentals

Market Cap

VVR:

$463.31M

BDN:

$529.96M

EPS

VVR:

$0.35

BDN:

-$1.16

PS Ratio

VVR:

4.76

BDN:

1.08

PB Ratio

VVR:

0.87

BDN:

0.72

Total Revenue (TTM)

VVR:

$97.40M

BDN:

$489.94M

Gross Profit (TTM)

VVR:

$66.80M

BDN:

$343.79M

EBITDA (TTM)

VVR:

$71.31M

BDN:

$38.42M

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Return for Risk

VVR vs. BDN — Risk / Return Rank

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

VVR
VVR Risk / Return Rank: 1717
Overall Rank
VVR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VVR Sortino Ratio Rank: 1616
Sortino Ratio Rank
VVR Omega Ratio Rank: 1717
Omega Ratio Rank
VVR Calmar Ratio Rank: 1717
Calmar Ratio Rank
VVR Martin Ratio Rank: 2020
Martin Ratio Rank

BDN
BDN Risk / Return Rank: 1818
Overall Rank
BDN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BDN Sortino Ratio Rank: 1414
Sortino Ratio Rank
BDN Omega Ratio Rank: 1616
Omega Ratio Rank
BDN Calmar Ratio Rank: 2424
Calmar Ratio Rank
BDN Martin Ratio Rank: 2323
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.

VVR vs. BDN - Risk-Adjusted Trends 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.


VVRBDNDifference

Sharpe ratio

Return per unit of total volatility

-0.54

-0.63

+0.09

Sortino ratio

Return per unit of downside risk

-0.69

-0.80

+0.11

Omega ratio

Gain probability vs. loss probability

0.92

0.91

0.00

Calmar ratio

Return relative to maximum drawdown

-0.64

-0.49

-0.15

Martin ratio

Return relative to average drawdown

-1.00

-0.88

-0.12

VVR vs. BDN - Sharpe Ratio Comparison

The current VVR Sharpe Ratio is -0.54, which is comparable to the BDN Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of VVR and BDN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VVRBDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.63

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.49

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

-0.23

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.02

+0.17

Drawdowns

VVR vs. BDN - Drawdown Comparison

The maximum VVR drawdown since its inception was -73.79%, smaller than the maximum BDN drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for VVR and BDN.


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Drawdown Indicators


VVRBDNDifference

Max Drawdown

Largest peak-to-trough decline

-73.79%

-96.84%

+23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-43.44%

+30.79%

Max Drawdown (3Y)

Largest decline over 3 years

-19.50%

-56.26%

+36.76%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-73.17%

+53.67%

Max Drawdown (10Y)

Largest decline over 10 years

-55.92%

-73.17%

+17.25%

Current Drawdown

Current decline from peak

-14.56%

-67.02%

+52.46%

Average Drawdown

Average peak-to-trough decline

-10.90%

-39.24%

+28.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

24.27%

-16.22%

Volatility

VVR vs. BDN - Volatility Comparison

The current volatility for Invesco Senior Income Trust (VVR) is 4.34%, while Brandywine Realty Trust (BDN) has a volatility of 7.89%. 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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Volatility by Period


VVRBDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

7.89%

-3.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

26.13%

-14.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

34.08%

-19.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

38.11%

-22.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

35.24%

-11.65%

Dividends

VVR vs. BDN - Dividend Comparison

VVR's dividend yield for the trailing twelve months is around 14.85%, more than BDN's 12.79% yield.


PositionTTM20252024202320222021202020192018201720162015
BDN
Brandywine Realty Trust
12.79%18.15%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%
VVR
Invesco Senior Income Trust
14.85%13.94%13.06%11.54%11.46%7.22%6.71%6.22%6.68%5.95%6.41%7.97%

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


0.0020.00M40.00M60.00M80.00M100.00M120.00M140.00M20222023202420252026
23.90M
127.00M
(VVR) Total Revenue
(BDN) Total Revenue
Values in USD except per share items

VVR vs. BDN - Profitability Comparison

The chart below illustrates the profitability comparison between Invesco Senior Income Trust and Brandywine Realty Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
80.6%
91.1%
Portfolio components
VVR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Senior Income Trust reported a gross profit of 19.26M and revenue of 23.90M. Therefore, the gross margin over that period was 80.6%.

BDN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported a gross profit of 115.68M and revenue of 127.00M. Therefore, the gross margin over that period was 91.1%.

VVR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Senior Income Trust reported an operating income of 4.92M and revenue of 23.90M, resulting in an operating margin of 20.6%.

BDN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported an operating income of 1.51M and revenue of 127.00M, resulting in an operating margin of 1.2%.

VVR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Senior Income Trust reported a net income of -3.05M and revenue of 23.90M, resulting in a net margin of -12.7%.

BDN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported a net income of -48.91M and revenue of 127.00M, resulting in a net margin of -38.5%.


Frequently Asked Questions


VVR and BDN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDN has higher volatility (7.89%) compared to VVR (4.34%). In terms of maximum drawdown, VVR dropped -73.79% vs BDN's -96.84%.

VVR currently has the higher Sharpe Ratio (-0.54 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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