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BDN vs. BSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BDN and BSV is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

BDN vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandywine Realty Trust (BDN) and Vanguard Short-Term Bond ETF (BSV). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-46.52%
51.45%
BDN
BSV

Key characteristics

Sharpe Ratio

BDN:

0.52

BSV:

1.71

Sortino Ratio

BDN:

0.92

BSV:

2.52

Omega Ratio

BDN:

1.12

BSV:

1.32

Calmar Ratio

BDN:

0.29

BSV:

1.43

Martin Ratio

BDN:

1.62

BSV:

5.64

Ulcer Index

BDN:

12.18%

BSV:

0.72%

Daily Std Dev

BDN:

37.61%

BSV:

2.37%

Max Drawdown

BDN:

-97.00%

BSV:

-8.54%

Current Drawdown

BDN:

-50.09%

BSV:

-0.79%

Returns By Period

In the year-to-date period, BDN achieves a -1.73% return, which is significantly lower than BSV's 0.06% return. Over the past 10 years, BDN has underperformed BSV with an annualized return of -4.07%, while BSV has yielded a comparatively higher 1.56% annualized return.


BDN

YTD

-1.73%

1M

3.06%

6M

22.36%

1Y

19.03%

5Y*

-11.30%

10Y*

-4.07%

BSV

YTD

0.06%

1M

0.40%

6M

2.07%

1Y

4.08%

5Y*

1.26%

10Y*

1.56%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BDN vs. BSV — Risk-Adjusted Performance Rank

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

BDN
The Risk-Adjusted Performance Rank of BDN is 6060
Overall Rank
The Sharpe Ratio Rank of BDN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 6363
Martin Ratio Rank

BSV
The Risk-Adjusted Performance Rank of BSV is 6161
Overall Rank
The Sharpe Ratio Rank of BSV is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BSV is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BSV is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BSV is 4949
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.

BDN vs. BSV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and Vanguard Short-Term Bond ETF (BSV). 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.


Sharpe ratio
The chart of Sharpe ratio for BDN, currently valued at 0.52, compared to the broader market-2.000.002.004.000.521.71
The chart of Sortino ratio for BDN, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.922.52
The chart of Omega ratio for BDN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.32
The chart of Calmar ratio for BDN, currently valued at 0.30, compared to the broader market0.002.004.006.000.301.43
The chart of Martin ratio for BDN, currently valued at 1.62, compared to the broader market-10.000.0010.0020.0030.001.625.64
BDN
BSV

The current BDN Sharpe Ratio is 0.52, which is lower than the BSV Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BDN and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.52
1.71
BDN
BSV

Dividends

BDN vs. BSV - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 11.21%, more than BSV's 3.38% yield.


TTM20242023202220212020201920182017201620152014
BDN
Brandywine Realty Trust
11.21%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%
BSV
Vanguard Short-Term Bond ETF
3.38%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%

Drawdowns

BDN vs. BSV - Drawdown Comparison

The maximum BDN drawdown since its inception was -97.00%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for BDN and BSV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-47.93%
-0.79%
BDN
BSV

Volatility

BDN vs. BSV - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 12.04% compared to Vanguard Short-Term Bond ETF (BSV) at 0.68%. This indicates that BDN's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.04%
0.68%
BDN
BSV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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