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BRX vs. DBRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BRX and DBRG is 0.42, 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.


-0.50.00.51.00.4

Performance

BRX vs. DBRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brixmor Property Group Inc. (BRX) and DigitalBridge Group, Inc. (DBRG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.19%
-13.07%
BRX
DBRG

Key characteristics

Sharpe Ratio

BRX:

1.20

DBRG:

-0.79

Sortino Ratio

BRX:

1.80

DBRG:

-0.96

Omega Ratio

BRX:

1.23

DBRG:

0.87

Calmar Ratio

BRX:

1.70

DBRG:

-0.42

Martin Ratio

BRX:

6.72

DBRG:

-1.17

Ulcer Index

BRX:

3.48%

DBRG:

28.88%

Daily Std Dev

BRX:

19.42%

DBRG:

42.91%

Max Drawdown

BRX:

-66.54%

DBRG:

-90.31%

Current Drawdown

BRX:

-9.78%

DBRG:

-79.89%

Fundamentals

Market Cap

BRX:

$8.65B

DBRG:

$2.23B

EPS

BRX:

$1.08

DBRG:

$0.90

PE Ratio

BRX:

26.53

DBRG:

13.31

Total Revenue (TTM)

BRX:

$1.27B

DBRG:

$891.16M

Gross Profit (TTM)

BRX:

$777.66M

DBRG:

$856.57M

EBITDA (TTM)

BRX:

$876.45M

DBRG:

$346.28M

Returns By Period

In the year-to-date period, BRX achieves a 23.26% return, which is significantly higher than DBRG's -36.88% return. Over the past 10 years, BRX has outperformed DBRG with an annualized return of 5.88%, while DBRG has yielded a comparatively lower -13.79% annualized return.


BRX

YTD

23.26%

1M

-7.53%

6M

24.20%

1Y

22.47%

5Y*

10.02%

10Y*

5.88%

DBRG

YTD

-36.88%

1M

-5.88%

6M

-13.07%

1Y

-34.53%

5Y*

-9.17%

10Y*

-13.79%

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Risk-Adjusted Performance

BRX vs. DBRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brixmor Property Group Inc. (BRX) and DigitalBridge Group, Inc. (DBRG). 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 BRX, currently valued at 1.20, compared to the broader market-4.00-2.000.002.001.20-0.79
The chart of Sortino ratio for BRX, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.80-0.96
The chart of Omega ratio for BRX, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.87
The chart of Calmar ratio for BRX, currently valued at 1.70, compared to the broader market0.002.004.006.001.70-0.42
The chart of Martin ratio for BRX, currently valued at 6.72, compared to the broader market-5.000.005.0010.0015.0020.0025.006.72-1.17
BRX
DBRG

The current BRX Sharpe Ratio is 1.20, which is higher than the DBRG Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of BRX and DBRG, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.20
-0.79
BRX
DBRG

Dividends

BRX vs. DBRG - Dividend Comparison

BRX's dividend yield for the trailing twelve months is around 3.99%, more than DBRG's 0.36% yield.


TTM2023202220212020201920182017201620152014
BRX
Brixmor Property Group Inc.
3.99%4.47%4.23%3.38%3.44%5.18%7.49%5.57%4.01%3.49%2.93%
DBRG
DigitalBridge Group, Inc.
0.36%0.23%0.18%0.00%2.29%9.26%9.40%19.70%9.99%11.83%2.65%

Drawdowns

BRX vs. DBRG - Drawdown Comparison

The maximum BRX drawdown since its inception was -66.54%, smaller than the maximum DBRG drawdown of -90.31%. Use the drawdown chart below to compare losses from any high point for BRX and DBRG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.78%
-79.89%
BRX
DBRG

Volatility

BRX vs. DBRG - Volatility Comparison

The current volatility for Brixmor Property Group Inc. (BRX) is 5.15%, while DigitalBridge Group, Inc. (DBRG) has a volatility of 9.56%. This indicates that BRX experiences smaller price fluctuations and is considered to be less risky than DBRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.15%
9.56%
BRX
DBRG

Financials

BRX vs. DBRG - Financials Comparison

This section allows you to compare key financial metrics between Brixmor Property Group Inc. and DigitalBridge Group, 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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