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

Key characteristics


BDNSLG
YTD Return-7.49%17.75%
1Y Return48.25%163.61%
3Y Return (Ann)-22.39%-3.35%
5Y Return (Ann)-13.92%-3.28%
10Y Return (Ann)-5.03%-2.25%
Sharpe Ratio0.902.61
Daily Std Dev48.81%59.66%
Max Drawdown-97.19%-94.02%
Current Drawdown-59.90%-37.85%

Fundamentals


BDNSLG
Market Cap$772.35M$3.30B
EPS-$1.22-$8.29
PE Ratio27.0743.51
PEG Ratio14.940.95
Revenue (TTM)$427.40M$806.16M
Gross Profit (TTM)$290.11M$424.15M
EBITDA (TTM)$177.22M$239.39M

Correlation

-0.50.00.51.00.6

The correlation between BDN and SLG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BDN vs. SLG - Performance Comparison

In the year-to-date period, BDN achieves a -7.49% return, which is significantly lower than SLG's 17.75% return. Over the past 10 years, BDN has underperformed SLG with an annualized return of -5.03%, while SLG has yielded a comparatively higher -2.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
34.98%
534.49%
BDN
SLG

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Brandywine Realty Trust

SL Green Realty Corp.

Risk-Adjusted Performance

BDN vs. SLG - Risk-Adjusted Performance 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.


BDN
Sharpe ratio
The chart of Sharpe ratio for BDN, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.004.000.90
Sortino ratio
The chart of Sortino ratio for BDN, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for BDN, currently valued at 1.18, compared to the broader market0.501.001.501.18
Calmar ratio
The chart of Calmar ratio for BDN, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for BDN, currently valued at 3.20, compared to the broader market-10.000.0010.0020.0030.003.20
SLG
Sharpe ratio
The chart of Sharpe ratio for SLG, currently valued at 2.61, compared to the broader market-2.00-1.000.001.002.003.004.002.61
Sortino ratio
The chart of Sortino ratio for SLG, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for SLG, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for SLG, currently valued at 2.01, compared to the broader market0.002.004.006.002.01
Martin ratio
The chart of Martin ratio for SLG, currently valued at 16.39, compared to the broader market-10.000.0010.0020.0030.0016.39

BDN vs. SLG - Sharpe Ratio Comparison

The current BDN Sharpe Ratio is 0.90, which is lower than the SLG Sharpe Ratio of 2.61. The chart below compares the 12-month rolling Sharpe Ratio of BDN and SLG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.90
2.61
BDN
SLG

Dividends

BDN vs. SLG - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 13.62%, more than SLG's 6.04% yield.


TTM20232022202120202019201820172016201520142013
BDN
Brandywine Realty Trust
13.62%13.33%12.36%5.65%6.38%4.83%5.59%3.52%3.76%4.39%3.75%4.26%
SLG
SL Green Realty Corp.
6.04%7.15%10.94%8.49%7.82%3.74%4.16%3.11%2.73%2.23%1.77%1.61%

Drawdowns

BDN vs. SLG - Drawdown Comparison

The maximum BDN drawdown since its inception was -97.19%, 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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%December2024FebruaryMarchAprilMay
-59.90%
-37.85%
BDN
SLG

Volatility

BDN vs. SLG - Volatility Comparison

The current volatility for Brandywine Realty Trust (BDN) is 13.12%, while SL Green Realty Corp. (SLG) has a volatility of 14.09%. 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.


10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
13.12%
14.09%
BDN
SLG

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items