BRX vs. EGP

Last updated Jun 3, 2026

BRX (Brixmor Property Group Inc.) and EGP (EastGroup Properties, Inc.) are both stocks. Both are in the Real Estate sector — BRX in REIT - Retail, EGP in REIT - Industrial. Over the past 10 years, BRX returned 6.68%/yr vs 14.79%/yr for EGP. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

BRX vs. EGP - Performance Comparison

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

Returns By Period

In the year-to-date period, BRX achieves a 17.46% return, which is significantly higher than EGP's 10.82% return. Over the past 10 years, BRX has underperformed EGP with an annualized return of 6.68%, while EGP has yielded a comparatively higher 14.79% annualized return.

BRX

• 1D: 0.13%
• 1M: 1.14%
• YTD: 17.46%
• 6M: 20.64%
• 1Y: 24.95%
• 3Y*: 18.54%
• 5Y*: 9.72%
• 10Y*: 6.68%

EGP

• 1D: 0.47%
• 1M: -2.21%
• YTD: 10.82%
• 6M: 10.96%
• 1Y: 18.73%
• 3Y*: 8.57%
• 5Y*: 6.60%
• 10Y*: 14.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRX vs. EGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRX Brixmor Property Group Inc.	17.46%	-1.67%	25.19%	7.71%	-6.79%	60.29%	-19.44%	56.89%	-15.93%	-19.54%
EGP EastGroup Properties, Inc.	10.82%	14.85%	-9.81%	27.69%	-33.07%	68.44%	6.76%	48.23%	6.95%	23.34%

Correlation

The correlation between BRX and EGP is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 31, 2013	0.57

The correlation between BRX and EGP has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

Fundamentals

Market Cap BRX : $9.26B EGP : $10.48B
EPS BRX : $1.44 EGP : $3.72
PE Ratio BRX : 20.86 EGP : 52.59
PEG Ratio BRX : 0.37 EGP : 9.13
PS Ratio BRX : 6.67 EGP : 19.04
PB Ratio BRX : 3.05 EGP : 2.93
Total Revenue (TTM) BRX : $1.39B EGP : $546.91M
Gross Profit (TTM) BRX : $1.09B EGP : $237.02M
EBITDA (TTM) BRX : $1.04B EGP : $628.87M

Return for Risk

BRX vs. EGP — Risk / Return Rank

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

BRX

BRX Risk / Return Rank: 75
BRX Sharpe Ratio Rank: 79
BRX Sortino Ratio Rank: 75
BRX Omega Ratio Rank: 73
BRX Calmar Ratio Rank: 73
BRX Martin Ratio Rank: 77

EGP

EGP Risk / Return Rank: 72
EGP Sharpe Ratio Rank: 72
EGP Sortino Ratio Rank: 66
EGP Omega Ratio Rank: 62
EGP Calmar Ratio Rank: 79
EGP Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRX vs. EGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brixmor Property Group Inc. (BRX) and EastGroup Properties, Inc. (EGP). 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.

	BRX	EGP	Difference
Sharpe ratio Return per unit of total volatility	1.40	1.04	+0.36
Sortino ratio Return per unit of downside risk	2.02	1.56	+0.46
Omega ratio Gain probability vs. loss probability	1.25	1.18	+0.07
Calmar ratio Return relative to maximum drawdown	1.93	2.63	-0.70
Martin ratio Return relative to average drawdown	5.60	6.58	-0.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRX vs. EGP - Sharpe Ratio Comparison

The current BRX Sharpe Ratio is 1.40, which is higher than the EGP Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BRX and EGP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRX	EGP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	1.04	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.28	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	0.56	-0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.57	-0.31

Drawdowns

BRX vs. EGP - Drawdown Comparison

The maximum BRX drawdown since its inception was -66.54%, which is greater than EGP's maximum drawdown of -59.55%. Use the drawdown chart below to compare losses from any high point for BRX and EGP.

Drawdown Indicators

	BRX	EGP	Difference
Max Drawdown Largest peak-to-trough decline	-66.54%	-59.55%	-6.99%
Max Drawdown (1Y) Largest decline over 1 year	-12.36%	-7.44%	-4.92%
Max Drawdown (3Y) Largest decline over 3 years	-22.43%	-22.37%	-0.06%
Max Drawdown (5Y) Largest decline over 5 years	-31.59%	-38.08%	+6.49%
Max Drawdown (10Y) Largest decline over 10 years	-66.54%	-38.10%	-28.44%
Current Drawdown Current decline from peak	-3.34%	-5.43%	+2.09%
Average Drawdown Average peak-to-trough decline	-15.84%	-9.52%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.26%	2.97%	+1.29%

Volatility

BRX vs. EGP - Volatility Comparison

Brixmor Property Group Inc. (BRX) and EastGroup Properties, Inc. (EGP) have volatilities of 5.12% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRX	EGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	5.03%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	12.10%	11.66%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	17.90%	18.07%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.91%	23.38%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.12%	26.31%	+7.81%

Dividends

BRX vs. EGP - Dividend Comparison

BRX's dividend yield for the trailing twelve months is around 3.95%, more than EGP's 3.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRX Brixmor Property Group Inc.	3.95%	4.39%	3.92%	4.47%	4.23%	3.38%	3.44%	5.18%	7.49%	5.57%	4.01%	3.49%
EGP EastGroup Properties, Inc.	3.09%	3.31%	3.33%	2.75%	3.17%	1.57%	2.23%	2.22%	2.97%	2.85%	3.30%	4.21%

Financials

Frequently Asked Questions

Can I hold both BRX and EGP in my portfolio?

BRX and EGP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRX or EGP?

BRX has higher volatility (5.12%) compared to EGP (5.03%). In terms of maximum drawdown, BRX dropped -66.54% vs EGP's -59.55%.

Which has better risk-adjusted returns?

BRX currently has the higher Sharpe Ratio (1.40 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.