BDN vs. SLG
BDN (Brandywine Realty Trust) and SLG (SL Green Realty Corp.) 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 -2.74%/yr for SLG. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
BDN vs. SLG - Performance Comparison
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Returns By Period
In the year-to-date period, BDN achieves a 13.10% return, which is significantly lower than SLG's 18.80% return. Over the past 10 years, BDN has underperformed SLG with an annualized return of -8.45%, while SLG has yielded a comparatively higher -2.74% 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%
SLG
- 1D
- -1.27%
- 1M
- -0.92%
- 6M
- 21.69%
- YTD
- 18.80%
- 1Y
- -0.37%
- 3Y*
- 19.45%
- 5Y*
- -0.86%
- 10Y*
- -2.74%
- ALL TIME*
- 6.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.34M | $6.61M | $5.86M | |
| $66.86M | $56.34M | $55.63M |
BDN vs. SLG - 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% |
SLG SL Green Realty Corp. | 18.80% | -29.03% | 58.26% | 48.75% | -50.94% | 22.86% | -29.14% | 20.96% | -18.80% | -3.25% |
Correlation
The correlation between BDN and SLG is 0.59, 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. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 1997 | 0.64 |
The correlation between BDN and SLG shifts across timeframes, from 0.59 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BDN:
$530.71M
SLG:
$3.76B
BDN:
-$0.82
SLG:
-$2.29
BDN:
1.06
SLG:
3.85
BDN:
0.77
SLG:
1.27
BDN:
$498.29M
SLG:
$1.04B
BDN:
$110.33M
SLG:
$530.86M
BDN:
$192.76M
SLG:
$492.41M
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Return for Risk
BDN vs. SLG — Risk / Return Rank
BDN
SLG
BDN vs. SLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandywine Realty Trust (BDN) and SL Green Realty Corp. (SLG). 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 | SLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.02 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.07 | -0.30 |
| Martin ratioReturn relative to average drawdown | -0.60 | -0.11 | -0.50 |
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Drawdowns
BDN vs. SLG - Drawdown Comparison
The maximum BDN drawdown since its inception was -96.84%, roughly equal to the maximum SLG drawdown of -94.02%. Use the drawdown chart below to compare losses from any high point for BDN and SLG.
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Drawdown Indicators
| BDN | SLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.84% | -94.02% | -2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -43.44% | -45.40% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -56.26% | -53.91% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -73.17% | -74.27% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -73.17% | -77.70% | +4.53% |
Current DrawdownCurrent decline from peak | -66.29% | -31.98% | -34.31% |
Average DrawdownAverage peak-to-trough decline | -39.34% | -27.47% | -11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.01% | 27.27% | -1.26% |
Volatility
BDN vs. SLG - Volatility Comparison
The current volatility for Brandywine Realty Trust (BDN) is 9.56%, while SL Green Realty Corp. (SLG) has a volatility of 11.09%. This indicates that BDN experiences smaller price fluctuations and is considered to be less risky than SLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDN | SLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 11.09% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 25.62% | 29.37% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.59% | 38.11% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.26% | 43.68% | -5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.40% | 42.39% | -6.99% |
Dividends
BDN vs. SLG - Dividend Comparison
BDN's dividend yield for the trailing twelve months is around 10.53%, more than SLG's 4.28% 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% |
SLG SL Green Realty Corp. | 4.28% | 6.18% | 4.43% | 7.15% | 10.94% | 5.09% | 7.81% | 3.74% | 4.16% | 3.11% | 2.73% | 2.23% |
Financials
BDN vs. SLG - Financials Comparison
This section allows you to compare key financial metrics between Brandywine Realty Trust and SL Green Realty Corp.. 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. SLG - 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%.
SLG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported a gross profit of 221.57M and revenue of 264.00M. Therefore, the gross margin over that period was 83.9%.
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%.
SLG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported an operating income of 198.79M and revenue of 264.00M, resulting in an operating margin of 75.3%.
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%.
SLG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SL Green Realty Corp. reported a net income of -26.50M and revenue of 264.00M, resulting in a net margin of -10.0%.
Frequently Asked Questions
BDN and SLG have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLG has higher volatility (11.09%) compared to BDN (9.56%). In terms of maximum drawdown, BDN dropped -96.84% vs SLG's -94.02%.
SLG currently has the higher Sharpe Ratio (-0.08 vs -0.46), 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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