BDN vs. DEI
BDN (Brandywine Realty Trust) and DEI (Douglas Emmett, Inc.) are both stocks. Both operate in the REIT - Office industry within the Real Estate sector. Over the past 10 years, BDN returned -8.45%/yr vs -7.17%/yr for DEI. Their 0.75 correlation means they have sometimes moved together and sometimes differently.
Performance
BDN vs. DEI - Performance Comparison
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Returns By Period
In the year-to-date period, BDN achieves a 13.10% return, which is significantly higher than DEI's 11.58% return. Over the past 10 years, BDN has underperformed DEI with an annualized return of -8.45%, while DEI has yielded a comparatively higher -7.17% annualized return.
BDN
- 1D
- -0.33%
- 1M
- -3.77%
- 6M
- 13.60%
- YTD
- 13.10%
- 1Y
- -11.50%
- 3Y*
- -3.45%
- 5Y*
- -17.58%
- 10Y*
- -8.45%
- ALL TIME*
- 0.84%
DEI
- 1D
- -1.83%
- 1M
- -5.52%
- 6M
- 16.12%
- YTD
- 11.58%
- 1Y
- -15.31%
- 3Y*
- -1.06%
- 5Y*
- -14.34%
- 10Y*
- -7.17%
- ALL TIME*
- 0.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.34M | $6.61M | $5.86M | |
| $20.45M | $24.52M | $29.23M |
BDN vs. DEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDN Brandywine Realty Trust | 13.10% | -41.31% | 17.13% | 1.73% | -50.65% | 19.50% | -19.06% | 28.95% | -26.04% | 14.42% |
DEI Douglas Emmett, Inc. | 11.58% | -37.51% | 34.59% | -1.87% | -50.89% | 18.75% | -30.86% | 31.96% | -14.54% | 15.04% |
Correlation
The correlation between BDN and DEI is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2006 | 0.75 |
The correlation between BDN and DEI shifts across timeframes, from 0.55 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BDN:
$530.71M
DEI:
$1.98B
BDN:
-$0.82
DEI:
-$0.16
BDN:
1.06
DEI:
1.97
BDN:
0.77
DEI:
1.06
BDN:
$498.29M
DEI:
$1.00B
BDN:
$110.33M
DEI:
$277.78M
BDN:
$192.76M
DEI:
$544.46M
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Return for Risk
BDN vs. DEI — Risk / Return Rank
BDN
DEI
BDN vs. DEI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BDN | DEI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.93 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.38 | +0.02 |
| Martin ratioReturn relative to average drawdown | -0.60 | -0.59 | -0.01 |
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Drawdowns
BDN vs. DEI - Drawdown Comparison
The maximum BDN drawdown since its inception was -96.84%, 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.
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Drawdown Indicators
| BDN | DEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -76.53% | -20.31% |
Max Drawdown (1Y)Largest decline over 1 year | -43.44% | -44.09% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -56.26% | -51.83% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -73.17% | -70.10% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -73.17% | -74.01% | +0.84% |
Current DrawdownCurrent decline from peak | -66.29% | -64.03% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -39.34% | -26.35% | -12.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.01% | 28.13% | -2.12% |
Volatility
BDN vs. DEI - Volatility Comparison
Brandywine Realty Trust (BDN) and Douglas Emmett, Inc. (DEI) have volatilities of 9.56% and 9.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDN | DEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 9.50% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 25.62% | 23.57% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.59% | 30.81% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.26% | 36.56% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.40% | 32.83% | +2.57% |
Dividends
BDN vs. DEI - Dividend Comparison
BDN's dividend yield for the trailing twelve months is around 10.53%, more than DEI's 6.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDN Brandywine Realty Trust | 10.53% | 18.15% | 10.71% | 13.33% | 12.36% | 5.66% | 6.38% | 4.83% | 5.59% | 3.52% | 3.76% | 4.39% |
DEI Douglas Emmett, Inc. | 6.43% | 6.92% | 4.09% | 5.24% | 6.57% | 3.34% | 3.84% | 2.41% | 2.96% | 2.29% | 2.43% | 2.73% |
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.
Total Revenue: Total amount of money received from sales and other business activities
BDN vs. DEI - Profitability Comparison
BDN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Brandywine Realty Trust reported a gross profit of -19.09M and revenue of 128.92M. Therefore, the gross margin over that period was -14.8%.
DEI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Douglas Emmett, Inc. reported a gross profit of 0.00 and revenue of 250.96M. Therefore, the gross margin over that period was 0.0%.
BDN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Brandywine Realty Trust reported an operating income of 19.39M and revenue of 128.92M, resulting in an operating margin of 15.0%.
DEI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Douglas Emmett, Inc. reported an operating income of 0.00 and revenue of 250.96M, resulting in an operating margin of 0.0%.
BDN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Brandywine Realty Trust reported a net income of -31.41M and revenue of 128.92M, resulting in a net margin of -24.4%.
DEI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Douglas Emmett, Inc. reported a net income of -2.50M and revenue of 250.96M, resulting in a net margin of -1.0%.
Frequently Asked Questions
BDN and DEI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDN has higher volatility (9.56%) compared to DEI (9.50%). In terms of maximum drawdown, BDN dropped -96.84% vs DEI's -76.53%.
BDN currently has the higher Sharpe Ratio (-0.46 vs -0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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