HHH vs VNO: returns, Sharpe ratio and drawdown

Over the past year, VNO returned -13.98% against -14.73% for HHH. Over five years, HHH averaged -3.80% a year, compared with -5.06% for VNO. VNO had the higher Sharpe ratio over the past year (-0.45 vs -0.46), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -32.98% for HHH and -37.71% for VNO.