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Brandywine Realty Trust (BDN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS1053682035
CUSIP105368203
SectorReal Estate
IndustryREIT—Office

Highlights

Market Cap$756.80M
EPS-$1.15
PE Ratio27.07
PEG Ratio14.94
Revenue (TTM)$427.67M
Gross Profit (TTM)$290.11M
EBITDA (TTM)$178.00M
Year Range$2.99 - $5.48
Target Price$5.04
Short %11.47%
Short Ratio6.07

Share Price Chart


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Brandywine Realty Trust

Popular comparisons: BDN vs. VVR, BDN vs. BSV, BDN vs. SLG, BDN vs. CTO, BDN vs. DEI, BDN vs. VPV, BDN vs. FBND, BDN vs. SPY, BDN vs. CRT, BDN vs. PLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brandywine Realty Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
22.54%
18.82%
BDN (Brandywine Realty Trust)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brandywine Realty Trust had a return of -12.41% year-to-date (YTD) and 28.02% in the last 12 months. Over the past 10 years, Brandywine Realty Trust had an annualized return of -5.30%, while the S&P 500 had an annualized return of 10.42%, indicating that Brandywine Realty Trust did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-12.41%5.05%
1 month0.91%-4.27%
6 months22.54%18.82%
1 year28.02%21.22%
5 years (annualized)-15.01%11.38%
10 years (annualized)-5.30%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-9.77%-9.28%11.63%
2023-9.20%-14.71%19.25%21.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BDN is 66, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of BDN is 6666
Brandywine Realty Trust(BDN)
The Sharpe Ratio Rank of BDN is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 6666Sortino Ratio Rank
The Omega Ratio Rank of BDN is 6262Omega Ratio Rank
The Calmar Ratio Rank of BDN is 6565Calmar Ratio Rank
The Martin Ratio Rank of BDN is 6868Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BDN
Sharpe ratio
The chart of Sharpe ratio for BDN, currently valued at 0.46, compared to the broader market-2.00-1.000.001.002.003.000.46
Sortino ratio
The chart of Sortino ratio for BDN, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.04
Omega ratio
The chart of Omega ratio for BDN, currently valued at 1.12, compared to the broader market0.501.001.501.12
Calmar ratio
The chart of Calmar ratio for BDN, currently valued at 0.30, compared to the broader market0.001.002.003.004.005.000.30
Martin ratio
The chart of Martin ratio for BDN, currently valued at 1.65, compared to the broader market0.0010.0020.0030.001.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Brandywine Realty Trust Sharpe ratio is 0.46. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.46
1.81
BDN (Brandywine Realty Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Brandywine Realty Trust granted a 14.38% dividend yield in the last twelve months. The annual payout for that period amounted to $0.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.64$0.72$0.76$0.76$0.76$0.76$0.72$0.64$0.62$0.60$0.60$0.60

Dividend yield

14.38%13.33%12.36%5.65%6.38%4.83%5.59%3.52%3.76%4.39%3.75%4.26%

Monthly Dividends

The table displays the monthly dividend distributions for Brandywine Realty Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.15$0.00$0.00
2023$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.15$0.00$0.00
2022$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00
2021$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00
2020$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00
2019$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00
2018$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00
2017$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00
2016$0.15$0.00$0.15$0.00$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00
2015$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00
2014$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00
2013$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-62.03%
-4.64%
BDN (Brandywine Realty Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brandywine Realty Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Brandywine Realty Trust was 97.19%, occurring on Dec 30, 1992. Recovery took 1000 trading sessions.

The current Brandywine Realty Trust drawdown is 62.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.19%Jan 9, 19871109Dec 30, 19921000Oct 17, 19972109
-91.55%Feb 27, 2007521Mar 20, 2009
-36.29%Jan 8, 1998171Sep 11, 1998475Jul 31, 2000646
-23.85%Jun 26, 200274Oct 9, 2002163Jun 4, 2003237
-19.99%Apr 2, 200426May 10, 2004118Oct 27, 2004144

Volatility

Volatility Chart

The current Brandywine Realty Trust volatility is 13.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.33%
3.30%
BDN (Brandywine Realty Trust)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Brandywine Realty Trust over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items