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

Performance

VVR vs. VLT - Performance Comparison

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

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VVR vs. VLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VLT
Invesco High Income Trust II
-7.22%13.22%17.38%13.12%-20.82%14.53%4.46%23.60%-7.97%10.68%

Fundamentals

Market Cap

VVR:

$495.64M

VLT:

$65.63M

EPS

VVR:

$0.59

VLT:

$2.10

PE Ratio

VVR:

5.47

VLT:

4.82

PEG Ratio

VVR:

0.00

VLT:

0.02

PS Ratio

VVR:

4.03

VLT:

4.10

PB Ratio

VVR:

0.86

VLT:

0.90

Total Revenue (TTM)

VVR:

$123.12M

VLT:

$16.01M

Gross Profit (TTM)

VVR:

$83.19M

VLT:

$10.67M

EBITDA (TTM)

VVR:

$66.30M

VLT:

$14.37M

Returns By Period

In the year-to-date period, VVR achieves a 2.05% return, which is significantly higher than VLT's -7.22% return. Both investments have delivered pretty close results over the past 10 years, with VVR having a 6.92% annualized return and VLT not far behind at 6.64%.


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%

VLT

1D
2.43%
1M
-6.34%
YTD
-7.22%
6M
-5.27%
1Y
5.86%
3Y*
9.89%
5Y*
3.83%
10Y*
6.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VVR vs. VLT — Risk / Return Rank

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

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

VLT
VLT Risk / Return Rank: 5656
Overall Rank
VLT Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VLT Sortino Ratio Rank: 4848
Sortino Ratio Rank
VLT Omega Ratio Rank: 5555
Omega Ratio Rank
VLT Calmar Ratio Rank: 5454
Calmar Ratio Rank
VLT Martin Ratio Rank: 6262
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. VLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Income Trust (VVR) and Invesco High Income Trust II (VLT). 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.


VVRVLTDifference

Sharpe ratio

Return per unit of total volatility

-0.11

0.52

-0.63

Sortino ratio

Return per unit of downside risk

-0.02

0.73

-0.75

Omega ratio

Gain probability vs. loss probability

1.00

1.13

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.03

0.53

-0.55

Martin ratio

Return relative to average drawdown

-0.05

2.10

-2.15

VVR vs. VLT - Sharpe Ratio Comparison

The current VVR Sharpe Ratio is -0.11, which is lower than the VLT Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VVR and VLT, 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


VVRVLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

0.52

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.33

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.48

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.14

+0.06

Correlation

The correlation between VVR and VLT is 0.24, 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

VVR vs. VLT - Dividend Comparison

VVR's dividend yield for the trailing twelve months is around 14.16%, more than VLT's 11.26% yield.


TTM20252024202320222021202020192018201720162015
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%
VLT
Invesco High Income Trust II
11.26%10.27%10.55%11.13%11.27%8.06%8.51%8.10%8.44%7.00%8.06%9.71%

Drawdowns

VVR vs. VLT - Drawdown Comparison

The maximum VVR drawdown since its inception was -73.79%, roughly equal to the maximum VLT drawdown of -75.78%. Use the drawdown chart below to compare losses from any high point for VVR and VLT.


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Drawdown Indicators


VVRVLTDifference

Max Drawdown

Largest peak-to-trough decline

-73.79%

-75.78%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-10.55%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-30.46%

+10.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.92%

-42.02%

-13.90%

Current Drawdown

Current decline from peak

-10.55%

-8.37%

-2.18%

Average Drawdown

Average peak-to-trough decline

-10.89%

-17.01%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

2.64%

+4.53%

Volatility

VVR vs. VLT - Volatility Comparison

Invesco Senior Income Trust (VVR) has a higher volatility of 7.06% compared to Invesco High Income Trust II (VLT) at 4.39%. This indicates that VVR's price experiences larger fluctuations and is considered to be riskier than VLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVRVLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

4.39%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

6.20%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.25%

11.26%

+6.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

11.66%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.47%

13.91%

+9.56%

Financials

VVR vs. VLT - Financials Comparison

This section allows you to compare key financial metrics between Invesco Senior Income Trust and Invesco High Income Trust II. 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


0.0010.00M20.00M30.00M40.00M50.00M60.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJuly
8.52M
2.63M
(VVR) Total Revenue
(VLT) Total Revenue
Values in USD except per share items