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BRT vs. CLPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BRT and CLPR is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BRT vs. CLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BRT Apartments Corp. (BRT) and Clipper Realty Inc. (CLPR). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
1.62%
69.26%
BRT
CLPR

Key characteristics

Sharpe Ratio

BRT:

-0.01

CLPR:

0.29

Sortino Ratio

BRT:

0.20

CLPR:

1.11

Omega Ratio

BRT:

1.02

CLPR:

1.13

Calmar Ratio

BRT:

-0.01

CLPR:

0.26

Martin Ratio

BRT:

-0.05

CLPR:

0.93

Ulcer Index

BRT:

9.20%

CLPR:

18.71%

Daily Std Dev

BRT:

29.65%

CLPR:

59.71%

Max Drawdown

BRT:

-90.17%

CLPR:

-66.93%

Current Drawdown

BRT:

-21.12%

CLPR:

-42.63%

Fundamentals

Market Cap

BRT:

$357.31M

CLPR:

$259.03M

EPS

BRT:

-$0.55

CLPR:

-$0.29

PEG Ratio

BRT:

0.00

CLPR:

0.00

Total Revenue (TTM)

BRT:

$94.95M

CLPR:

$145.60M

Gross Profit (TTM)

BRT:

$32.79M

CLPR:

$59.81M

EBITDA (TTM)

BRT:

$37.34M

CLPR:

$68.90M

Returns By Period

In the year-to-date period, BRT achieves a -0.58% return, which is significantly lower than CLPR's 16.69% return.


BRT

YTD

-0.58%

1M

-10.43%

6M

1.62%

1Y

-0.31%

5Y*

5.44%

10Y*

14.56%

CLPR

YTD

16.69%

1M

13.95%

6M

69.23%

1Y

15.20%

5Y*

-5.02%

10Y*

N/A

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Risk-Adjusted Performance

BRT vs. CLPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BRT Apartments Corp. (BRT) and Clipper Realty Inc. (CLPR). 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 BRT, currently valued at -0.01, compared to the broader market-4.00-2.000.002.00-0.010.29
The chart of Sortino ratio for BRT, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.000.201.11
The chart of Omega ratio for BRT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.13
The chart of Calmar ratio for BRT, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.010.26
The chart of Martin ratio for BRT, currently valued at -0.05, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.050.93
BRT
CLPR

The current BRT Sharpe Ratio is -0.01, which is lower than the CLPR Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of BRT and CLPR, 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.01
0.29
BRT
CLPR

Dividends

BRT vs. CLPR - Dividend Comparison

BRT's dividend yield for the trailing twelve months is around 4.24%, less than CLPR's 6.55% yield.


TTM2023202220212020201920182017
BRT
BRT Apartments Corp.
4.24%5.38%4.99%3.75%5.79%4.95%6.99%3.05%
CLPR
Clipper Realty Inc.
6.55%7.04%5.94%3.82%5.39%3.58%2.91%3.70%

Drawdowns

BRT vs. CLPR - Drawdown Comparison

The maximum BRT drawdown since its inception was -90.17%, which is greater than CLPR's maximum drawdown of -66.93%. Use the drawdown chart below to compare losses from any high point for BRT and CLPR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.12%
-42.63%
BRT
CLPR

Volatility

BRT vs. CLPR - Volatility Comparison

The current volatility for BRT Apartments Corp. (BRT) is 7.98%, while Clipper Realty Inc. (CLPR) has a volatility of 36.94%. This indicates that BRT experiences smaller price fluctuations and is considered to be less risky than CLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
7.98%
36.94%
BRT
CLPR

Financials

BRT vs. CLPR - Financials Comparison

This section allows you to compare key financial metrics between BRT Apartments Corp. and Clipper Realty 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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