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

Correlation

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.


-0.50.00.51.00.6

Performance

BDN vs. SLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandywine Realty Trust (BDN) and SL Green Realty Corp. (SLG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
64.52%
751.75%
BDN
SLG

Key characteristics

Sharpe Ratio

BDN:

0.45

SLG:

1.49

Sortino Ratio

BDN:

0.83

SLG:

2.07

Omega Ratio

BDN:

1.11

SLG:

1.25

Calmar Ratio

BDN:

0.25

SLG:

1.11

Martin Ratio

BDN:

1.17

SLG:

10.89

Ulcer Index

BDN:

14.53%

SLG:

5.13%

Daily Std Dev

BDN:

37.71%

SLG:

37.57%

Max Drawdown

BDN:

-97.00%

SLG:

-94.02%

Current Drawdown

BDN:

-51.12%

SLG:

-16.67%

Fundamentals

Market Cap

BDN:

$1.01B

SLG:

$5.34B

EPS

BDN:

-$1.80

SLG:

-$2.55

PEG Ratio

BDN:

14.94

SLG:

0.95

Total Revenue (TTM)

BDN:

$502.82M

SLG:

$866.45M

Gross Profit (TTM)

BDN:

$271.17M

SLG:

$428.29M

EBITDA (TTM)

BDN:

-$98.59M

SLG:

$169.66M

Returns By Period

In the year-to-date period, BDN achieves a 12.74% return, which is significantly lower than SLG's 57.86% return. Over the past 10 years, BDN has underperformed SLG with an annualized return of -3.93%, while SLG has yielded a comparatively higher -0.75% annualized return.


BDN

YTD

12.74%

1M

0.00%

6M

26.16%

1Y

15.08%

5Y*

-11.28%

10Y*

-3.93%

SLG

YTD

57.86%

1M

-13.80%

6M

25.97%

1Y

55.81%

5Y*

1.09%

10Y*

-0.75%

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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.


Sharpe ratio
The chart of Sharpe ratio for BDN, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.451.49
The chart of Sortino ratio for BDN, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.832.07
The chart of Omega ratio for BDN, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.25
The chart of Calmar ratio for BDN, currently valued at 0.25, compared to the broader market0.002.004.006.000.251.11
The chart of Martin ratio for BDN, currently valued at 1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.001.1710.89
BDN
SLG

The current BDN Sharpe Ratio is 0.45, which is lower than the SLG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of BDN and SLG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.45
1.49
BDN
SLG

Dividends

BDN vs. SLG - Dividend Comparison

BDN's dividend yield for the trailing twelve months is around 11.13%, more than SLG's 4.41% yield.


TTM20232022202120202019201820172016201520142013
BDN
Brandywine Realty Trust
11.13%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%4.26%
SLG
SL Green Realty Corp.
4.41%7.15%10.95%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 -97.00%, 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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.12%
-16.67%
BDN
SLG

Volatility

BDN vs. SLG - Volatility Comparison

Brandywine Realty Trust (BDN) has a higher volatility of 11.28% compared to SL Green Realty Corp. (SLG) at 10.59%. This indicates that BDN's price experiences larger fluctuations and is considered to be riskier than SLG 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
11.28%
10.59%
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
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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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