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

Correlation

The correlation between VVR and VLT 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. 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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Key characteristics

Sharpe Ratio

VVR:

-0.29

VLT:

0.95

Sortino Ratio

VVR:

-0.23

VLT:

1.25

Omega Ratio

VVR:

0.96

VLT:

1.22

Calmar Ratio

VVR:

-0.33

VLT:

0.84

Martin Ratio

VVR:

-0.97

VLT:

3.70

Ulcer Index

VVR:

6.66%

VLT:

3.06%

Daily Std Dev

VVR:

21.99%

VLT:

11.87%

Max Drawdown

VVR:

-73.80%

VLT:

-69.60%

Current Drawdown

VVR:

-9.53%

VLT:

-2.20%

Fundamentals

Returns By Period

In the year-to-date period, VVR achieves a -3.17% return, which is significantly lower than VLT's 1.13% return. Over the past 10 years, VVR has outperformed VLT with an annualized return of 6.22%, while VLT has yielded a comparatively lower 5.79% annualized return.


VVR

YTD

-3.17%

1M

4.49%

6M

-0.02%

1Y

-5.69%

5Y*

13.38%

10Y*

6.22%

VLT

YTD

1.13%

1M

6.70%

6M

1.13%

1Y

10.73%

5Y*

10.58%

10Y*

5.79%

*Annualized

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Risk-Adjusted Performance

VVR vs. VLT — 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 2929
Overall Rank
The Sharpe Ratio Rank of VVR is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VVR is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VVR is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VVR is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VVR is 2626
Martin Ratio Rank

VLT
The Risk-Adjusted Performance Rank of VLT is 7979
Overall Rank
The Sharpe Ratio Rank of VLT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VLT is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VLT is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VLT is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VLT is 8282
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. VLT - Risk-Adjusted Performance 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.


The current VVR Sharpe Ratio is -0.29, which is lower than the VLT Sharpe Ratio of 0.95. 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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Dividends

VVR vs. VLT - Dividend Comparison

VVR's dividend yield for the trailing twelve months is around 13.34%, more than VLT's 10.78% yield.


TTM20242023202220212020201920182017201620152014
VVR
Invesco Senior Income Trust
13.34%13.06%11.54%11.46%7.22%6.71%6.22%6.68%5.95%6.41%7.97%7.11%
VLT
Invesco High Income Trust II
10.78%10.51%11.09%11.23%8.02%8.48%8.07%8.43%7.00%8.08%9.74%8.69%

Drawdowns

VVR vs. VLT - Drawdown Comparison

The maximum VVR drawdown since its inception was -73.80%, which is greater than VLT's maximum drawdown of -69.60%. Use the drawdown chart below to compare losses from any high point for VVR and VLT. For additional features, visit the drawdowns tool.


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Volatility

VVR vs. VLT - Volatility Comparison

Invesco Senior Income Trust (VVR) has a higher volatility of 4.60% compared to Invesco High Income Trust II (VLT) at 2.46%. 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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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


1.50M2.00M2.50M3.00M3.50M4.00MJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
3.69M
(VVR) Total Revenue
(VLT) Total Revenue
Values in USD except per share items