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BDN vs. DEI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BDN and DEI is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BDN vs. DEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandywine Realty Trust (BDN) and Douglas Emmett, Inc. (DEI). 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%JulyAugustSeptemberOctoberNovemberDecember
-46.68%
43.23%
BDN
DEI

Key characteristics

Sharpe Ratio

BDN:

0.46

DEI:

0.91

Sortino Ratio

BDN:

0.84

DEI:

1.38

Omega Ratio

BDN:

1.11

DEI:

1.17

Calmar Ratio

BDN:

0.26

DEI:

0.47

Martin Ratio

BDN:

1.21

DEI:

4.29

Ulcer Index

BDN:

14.44%

DEI:

7.25%

Daily Std Dev

BDN:

37.69%

DEI:

34.29%

Max Drawdown

BDN:

-97.00%

DEI:

-76.53%

Current Drawdown

BDN:

-50.85%

DEI:

-48.67%

Fundamentals

Market Cap

BDN:

$1.01B

DEI:

$4.03B

EPS

BDN:

-$1.80

DEI:

-$0.10

PEG Ratio

BDN:

14.94

DEI:

9.09

Total Revenue (TTM)

BDN:

$502.82M

DEI:

$952.69M

Gross Profit (TTM)

BDN:

$271.17M

DEI:

$272.24M

EBITDA (TTM)

BDN:

-$98.59M

DEI:

$601.23M

Returns By Period

In the year-to-date period, BDN achieves a 13.36% return, which is significantly lower than DEI's 33.92% return. Over the past 10 years, BDN has underperformed DEI with an annualized return of -3.73%, while DEI has yielded a comparatively higher -0.52% annualized return.


BDN

YTD

13.36%

1M

4.23%

6M

25.21%

1Y

16.60%

5Y*

-11.20%

10Y*

-3.73%

DEI

YTD

33.92%

1M

3.38%

6M

42.40%

1Y

30.35%

5Y*

-11.61%

10Y*

-0.52%

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Risk-Adjusted Performance

BDN vs. DEI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and Douglas Emmett, Inc. (DEI). 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 0.46, compared to the broader market-4.00-2.000.002.000.460.91
The chart of Sortino ratio for BDN, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.841.38
The chart of Omega ratio for BDN, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.17
The chart of Calmar ratio for BDN, currently valued at 0.26, compared to the broader market0.002.004.006.000.260.47
The chart of Martin ratio for BDN, currently valued at 1.21, compared to the broader market0.0010.0020.001.214.29
BDN
DEI

The current BDN Sharpe Ratio is 0.46, which is lower than the DEI Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BDN and DEI, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.46
0.91
BDN
DEI

Dividends

BDN vs. DEI - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 11.07%, more than DEI's 4.07% yield.


TTM20232022202120202019201820172016201520142013
BDN
Brandywine Realty Trust
11.07%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%4.26%
DEI
Douglas Emmett, Inc.
4.07%5.24%6.57%3.34%3.84%2.41%2.96%2.29%2.43%2.73%2.85%3.18%

Drawdowns

BDN vs. DEI - Drawdown Comparison

The maximum BDN drawdown since its inception was -97.00%, which is greater than DEI's maximum drawdown of -76.53%. Use the drawdown chart below to compare losses from any high point for BDN and DEI. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-50.85%
-48.67%
BDN
DEI

Volatility

BDN vs. DEI - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 11.46% compared to Douglas Emmett, Inc. (DEI) at 10.51%. This indicates that BDN's price experiences larger fluctuations and is considered to be riskier than DEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
11.46%
10.51%
BDN
DEI

Financials

BDN vs. DEI - Financials Comparison

This section allows you to compare key financial metrics between Brandywine Realty Trust and Douglas Emmett, Inc.. 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


Values in USD except per share items
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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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