PortfoliosLab logoPortfoliosLab logo
BRX vs. FGR.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BRX vs. FGR.PA - Performance Comparison

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

Loading charts...

Different Trading Currencies

BRX is traded in USD, while FGR.PA is traded in EUR. To make them comparable, the FGR.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRX achieves a 22.26% return, which is significantly higher than FGR.PA's 0.03% return. Over the past 10 years, BRX has underperformed FGR.PA with an annualized return of 6.58%, while FGR.PA has yielded a comparatively higher 9.75% annualized return.


BRX

1D
0.29%
1M
-2.61%
6M
23.35%
YTD
22.26%
1Y
25.32%
3Y*
16.55%
5Y*
10.82%
10Y*
6.58%

FGR.PA

1D
0.03%
1M
-3.60%
6M
-1.61%
YTD
0.03%
1Y
4.91%
3Y*
14.55%
5Y*
10.01%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRX vs. FGR.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRX
Brixmor Property Group Inc.
22.26%-1.67%25.19%7.71%-6.79%60.29%-19.44%56.89%-15.93%-19.54%
FGR.PA
Eiffage SA
0.03%70.16%-14.73%12.70%-1.26%10.15%-15.65%40.77%-22.31%60.44%

Correlation

The correlation between BRX and FGR.PA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2013

0.24

The correlation between BRX and FGR.PA shifts across timeframes, from 0.19 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BRX vs. FGR.PA — Risk / Return Rank

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

BRX
BRX Risk / Return Rank: 8181
Overall Rank
BRX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BRX Sortino Ratio Rank: 8181
Sortino Ratio Rank
BRX Omega Ratio Rank: 7979
Omega Ratio Rank
BRX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BRX Martin Ratio Rank: 8383
Martin Ratio Rank

FGR.PA
FGR.PA Risk / Return Rank: 5353
Overall Rank
FGR.PA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FGR.PA Sortino Ratio Rank: 4949
Sortino Ratio Rank
FGR.PA Omega Ratio Rank: 4949
Omega Ratio Rank
FGR.PA Calmar Ratio Rank: 5656
Calmar Ratio Rank
FGR.PA Martin Ratio Rank: 5656
Martin Ratio Rank
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. FGR.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brixmor Property Group Inc. (BRX) and Eiffage SA (FGR.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRXFGR.PADifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.25

1.06

+0.20

Calmar ratioReturn relative to maximum drawdown

2.16

0.26

+1.90

Martin ratioReturn relative to average drawdown

6.13

0.49

+5.64

BRX vs. FGR.PA - Sharpe Ratio Comparison

The current BRX Sharpe Ratio is 1.45, which is higher than the FGR.PA Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BRX and FGR.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BRX vs. FGR.PA - Drawdown Comparison

The maximum BRX drawdown since its inception was -66.54%, smaller than the maximum FGR.PA drawdown of -84.14%. Use the drawdown chart below to compare losses from any high point for BRX and FGR.PA.


Loading charts...

Drawdown Indicators


BRXFGR.PADifference

Max Drawdown

Largest peak-to-trough decline

-66.54%

-84.14%

+17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-18.30%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-24.99%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.59%

-28.40%

-3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-66.54%

-53.09%

-13.45%

Current Drawdown

Current decline from peak

-3.81%

-16.76%

+12.95%

Average Drawdown

Average peak-to-trough decline

-15.72%

-33.48%

+17.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

9.73%

-5.38%

Volatility

BRX vs. FGR.PA - Volatility Comparison

The current volatility for Brixmor Property Group Inc. (BRX) is 5.56%, while Eiffage SA (FGR.PA) has a volatility of 7.72%. This indicates that BRX experiences smaller price fluctuations and is considered to be less risky than FGR.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BRXFGR.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

7.72%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

20.27%

-7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

26.13%

-7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

25.68%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.13%

27.54%

+6.59%

Dividends

BRX vs. FGR.PA - Dividend Comparison

BRX's dividend yield for the trailing twelve months is around 3.90%, less than FGR.PA's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BRX
Brixmor Property Group Inc.
3.90%4.39%3.92%4.47%4.23%3.38%3.44%5.18%7.49%5.57%4.01%3.49%
FGR.PA
Eiffage SA
3.96%3.84%4.84%3.71%3.37%3.32%0.00%2.35%2.74%1.64%2.26%2.02%

Financials

BRX vs. FGR.PA - Financials Comparison

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


Please note, different currencies. BRX values in USD, FGR.PA values in EUR

Frequently Asked Questions


BRX and FGR.PA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BRX and FGR.PA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer