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

Correlation

The correlation between BRX and DBRG is 0.45, 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

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.

Loading data...

Key characteristics

Sharpe Ratio

BRX:

0.69

DBRG:

-0.34

Sortino Ratio

BRX:

1.17

DBRG:

-0.04

Omega Ratio

BRX:

1.15

DBRG:

0.99

Calmar Ratio

BRX:

0.68

DBRG:

-0.18

Martin Ratio

BRX:

1.84

DBRG:

-0.54

Ulcer Index

BRX:

9.57%

DBRG:

29.39%

Daily Std Dev

BRX:

24.54%

DBRG:

56.82%

Max Drawdown

BRX:

-72.82%

DBRG:

-91.71%

Current Drawdown

BRX:

-16.33%

DBRG:

-82.74%

Fundamentals

Market Cap

BRX:

$7.84B

DBRG:

$2.09B

EPS

BRX:

$1.04

DBRG:

$0.39

PE Ratio

BRX:

24.43

DBRG:

28.36

PS Ratio

BRX:

6.02

DBRG:

3.68

PB Ratio

BRX:

2.63

DBRG:

1.67

Total Revenue (TTM)

BRX:

$1.30B

DBRG:

$578.08M

Gross Profit (TTM)

BRX:

$926.86M

DBRG:

$449.02M

EBITDA (TTM)

BRX:

$931.41M

DBRG:

$220.76M

Returns By Period

In the year-to-date period, BRX achieves a -8.73% return, which is significantly lower than DBRG's -1.84% return. Over the past 10 years, BRX has outperformed DBRG with an annualized return of 0.43%, while DBRG has yielded a comparatively lower -14.97% annualized return.


BRX

YTD

-8.73%

1M

-0.04%

6M

-15.50%

1Y

12.88%

3Y*

1.39%

5Y*

17.89%

10Y*

0.43%

DBRG

YTD

-1.84%

1M

26.54%

6M

-15.40%

1Y

-18.63%

3Y*

-22.63%

5Y*

6.77%

10Y*

-14.97%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Brixmor Property Group Inc.

DigitalBridge Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRX vs. DBRG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRX
The Risk-Adjusted Performance Rank of BRX is 7272
Overall Rank
The Sharpe Ratio Rank of BRX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BRX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BRX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BRX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BRX is 7171
Martin Ratio Rank

DBRG
The Risk-Adjusted Performance Rank of DBRG is 3636
Overall Rank
The Sharpe Ratio Rank of DBRG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DBRG is 3434
Sortino Ratio Rank
The Omega Ratio Rank of DBRG is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DBRG is 3939
Calmar Ratio Rank
The Martin Ratio Rank of DBRG is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BRX Sharpe Ratio is 0.69, which is higher than the DBRG Sharpe Ratio of -0.34. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BRX vs. DBRG - Dividend Comparison

BRX's dividend yield for the trailing twelve months is around 4.42%, more than DBRG's 0.36% yield.


TTM20242023202220212020201920182017201620152014
BRX
Brixmor Property Group Inc.
4.42%3.92%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%0.35%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 -72.82%, smaller than the maximum DBRG drawdown of -91.71%. Use the drawdown chart below to compare losses from any high point for BRX and DBRG.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRX vs. DBRG - Volatility Comparison

The current volatility for Brixmor Property Group Inc. (BRX) is 8.63%, while DigitalBridge Group, Inc. (DBRG) has a volatility of 24.86%. 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.


Loading data...

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


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
337.51M
45.45M
(BRX) Total Revenue
(DBRG) Total Revenue
Values in USD except per share items