PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CLPR vs. BRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CLPR and BRT 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

CLPR vs. BRT - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-35.81%
226.29%
CLPR
BRT

Key characteristics

Sharpe Ratio

CLPR:

0.31

BRT:

0.09

Sortino Ratio

CLPR:

1.16

BRT:

0.36

Omega Ratio

CLPR:

1.13

BRT:

1.04

Calmar Ratio

CLPR:

0.28

BRT:

0.08

Martin Ratio

CLPR:

1.00

BRT:

0.30

Ulcer Index

CLPR:

18.68%

BRT:

9.15%

Daily Std Dev

CLPR:

59.51%

BRT:

29.61%

Max Drawdown

CLPR:

-66.93%

BRT:

-90.17%

Current Drawdown

CLPR:

-42.83%

BRT:

-18.58%

Fundamentals

Market Cap

CLPR:

$259.03M

BRT:

$357.31M

EPS

CLPR:

-$0.29

BRT:

-$0.55

PEG Ratio

CLPR:

0.00

BRT:

0.00

Total Revenue (TTM)

CLPR:

$145.60M

BRT:

$94.95M

Gross Profit (TTM)

CLPR:

$59.81M

BRT:

$32.79M

EBITDA (TTM)

CLPR:

$68.90M

BRT:

$37.34M

Returns By Period

In the year-to-date period, CLPR achieves a 16.29% return, which is significantly higher than BRT's 2.62% return.


CLPR

YTD

16.29%

1M

12.67%

6M

69.61%

1Y

17.16%

5Y*

-5.09%

10Y*

N/A

BRT

YTD

2.62%

1M

-5.92%

6M

7.90%

1Y

1.31%

5Y*

6.12%

10Y*

15.00%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CLPR vs. BRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clipper Realty Inc. (CLPR) and BRT Apartments Corp. (BRT). 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 CLPR, currently valued at 0.31, compared to the broader market-4.00-2.000.002.000.310.09
The chart of Sortino ratio for CLPR, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.160.36
The chart of Omega ratio for CLPR, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.04
The chart of Calmar ratio for CLPR, currently valued at 0.28, compared to the broader market0.002.004.006.000.280.08
The chart of Martin ratio for CLPR, currently valued at 1.00, compared to the broader market0.0010.0020.001.000.30
CLPR
BRT

The current CLPR Sharpe Ratio is 0.31, which is higher than the BRT Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of CLPR and BRT, 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
0.31
0.09
CLPR
BRT

Dividends

CLPR vs. BRT - Dividend Comparison

CLPR's dividend yield for the trailing twelve months is around 6.57%, more than BRT's 4.11% yield.


TTM2023202220212020201920182017
CLPR
Clipper Realty Inc.
6.57%7.04%5.94%3.82%5.39%3.58%2.91%3.70%
BRT
BRT Apartments Corp.
4.11%5.38%4.99%3.75%5.79%4.95%6.99%3.05%

Drawdowns

CLPR vs. BRT - Drawdown Comparison

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-42.83%
-18.58%
CLPR
BRT

Volatility

CLPR vs. BRT - Volatility Comparison

Clipper Realty Inc. (CLPR) has a higher volatility of 36.60% compared to BRT Apartments Corp. (BRT) at 7.98%. This indicates that CLPR's price experiences larger fluctuations and is considered to be riskier than BRT 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
36.60%
7.98%
CLPR
BRT

Financials

CLPR vs. BRT - Financials Comparison

This section allows you to compare key financial metrics between Clipper Realty Inc. and BRT Apartments Corp.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab