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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.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
18.26%
18.53%
BDN
DEI

Key characteristics

Sharpe Ratio

BDN:

0.52

DEI:

0.98

Sortino Ratio

BDN:

0.92

DEI:

1.45

Omega Ratio

BDN:

1.12

DEI:

1.18

Calmar Ratio

BDN:

0.29

DEI:

0.51

Martin Ratio

BDN:

1.62

DEI:

4.67

Ulcer Index

BDN:

12.18%

DEI:

7.31%

Daily Std Dev

BDN:

37.61%

DEI:

34.95%

Max Drawdown

BDN:

-97.00%

DEI:

-76.53%

Current Drawdown

BDN:

-50.09%

DEI:

-51.36%

Fundamentals

Market Cap

BDN:

$923.76M

DEI:

$3.42B

EPS

BDN:

-$1.86

DEI:

-$0.10

PEG Ratio

BDN:

14.94

DEI:

9.09

Total Revenue (TTM)

BDN:

$383.61M

DEI:

$693.41M

Gross Profit (TTM)

BDN:

$245.81M

DEI:

$227.05M

EBITDA (TTM)

BDN:

-$13.92M

DEI:

$447.39M

Returns By Period

In the year-to-date period, BDN achieves a -1.73% return, which is significantly higher than DEI's -5.71% return. Over the past 10 years, BDN has underperformed DEI with an annualized return of -4.23%, while DEI has yielded a comparatively higher -1.41% annualized return.


BDN

YTD

-1.73%

1M

2.10%

6M

18.27%

1Y

19.03%

5Y*

-11.42%

10Y*

-4.23%

DEI

YTD

-5.71%

1M

-2.20%

6M

18.54%

1Y

28.50%

5Y*

-12.16%

10Y*

-1.41%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BDN vs. DEI — 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 5959
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 6363
Martin Ratio Rank

DEI
The Risk-Adjusted Performance Rank of DEI is 7272
Overall Rank
The Sharpe Ratio Rank of DEI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DEI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DEI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DEI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DEI is 8080
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. 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 0.52, compared to the broader market-2.000.002.004.000.520.98
The chart of Sortino ratio for BDN, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.006.000.921.45
The chart of Omega ratio for BDN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.18
The chart of Calmar ratio for BDN, currently valued at 0.29, compared to the broader market0.002.004.006.000.290.51
The chart of Martin ratio for BDN, currently valued at 1.62, compared to the broader market-10.000.0010.0020.0030.001.624.67
BDN
DEI

The current BDN Sharpe Ratio is 0.52, which is lower than the DEI Sharpe Ratio of 0.98. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.52
0.98
BDN
DEI

Dividends

BDN vs. DEI - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 11.21%, more than DEI's 4.34% 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%
DEI
Douglas Emmett, Inc.
4.34%4.09%5.24%6.57%3.34%3.84%2.41%2.96%2.29%2.43%2.73%2.85%

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.


-60.00%-55.00%-50.00%-45.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-50.09%
-51.36%
BDN
DEI

Volatility

BDN vs. DEI - Volatility Comparison

The current volatility for Brandywine Realty Trust (BDN) is 12.04%, while Douglas Emmett, Inc. (DEI) has a volatility of 14.06%. This indicates that BDN experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
12.04%
14.06%
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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