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CTO vs. BDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CTO and BDN is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

CTO vs. BDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CTO Realty Growth, Inc. (CTO) and Brandywine Realty Trust (BDN). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
633.03%
1,031.70%
CTO
BDN

Key characteristics

Sharpe Ratio

CTO:

0.54

BDN:

-0.01

Sortino Ratio

CTO:

0.84

BDN:

0.23

Omega Ratio

CTO:

1.13

BDN:

1.03

Calmar Ratio

CTO:

0.80

BDN:

-0.01

Martin Ratio

CTO:

2.36

BDN:

-0.03

Ulcer Index

CTO:

5.67%

BDN:

16.94%

Daily Std Dev

CTO:

24.92%

BDN:

36.72%

Max Drawdown

CTO:

-75.42%

BDN:

-97.00%

Current Drawdown

CTO:

-11.23%

BDN:

-61.11%

Fundamentals

Market Cap

CTO:

$592.54M

BDN:

$699.48M

EPS

CTO:

-$0.35

BDN:

-$1.20

PEG Ratio

CTO:

0.00

BDN:

14.94

PS Ratio

CTO:

4.76

BDN:

2.23

PB Ratio

CTO:

0.98

BDN:

0.69

Total Revenue (TTM)

CTO:

$96.39M

BDN:

$500.55M

Gross Profit (TTM)

CTO:

$59.19M

BDN:

$305.01M

EBITDA (TTM)

CTO:

-$15.14M

BDN:

-$302.13M

Returns By Period

In the year-to-date period, CTO achieves a -6.86% return, which is significantly higher than BDN's -23.42% return. Over the past 10 years, CTO has outperformed BDN with an annualized return of 5.73%, while BDN has yielded a comparatively lower -5.70% annualized return.


CTO

YTD

-6.86%

1M

-5.76%

6M

-4.37%

1Y

14.01%

5Y*

20.84%

10Y*

5.73%

BDN

YTD

-23.42%

1M

-8.37%

6M

-17.21%

1Y

3.57%

5Y*

-7.74%

10Y*

-5.70%

*Annualized

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Risk-Adjusted Performance

CTO vs. BDN — Risk-Adjusted Performance Rank

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

CTO
The Risk-Adjusted Performance Rank of CTO is 7272
Overall Rank
The Sharpe Ratio Rank of CTO is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CTO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CTO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CTO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of CTO is 7676
Martin Ratio Rank

BDN
The Risk-Adjusted Performance Rank of BDN is 4848
Overall Rank
The Sharpe Ratio Rank of BDN is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 5252
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.

CTO vs. BDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CTO Realty Growth, Inc. (CTO) and Brandywine Realty Trust (BDN). 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 chart of Sharpe ratio for CTO, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.00
CTO: 0.54
BDN: -0.01
The chart of Sortino ratio for CTO, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
CTO: 0.84
BDN: 0.23
The chart of Omega ratio for CTO, currently valued at 1.13, compared to the broader market0.501.001.502.00
CTO: 1.13
BDN: 1.03
The chart of Calmar ratio for CTO, currently valued at 0.80, compared to the broader market0.001.002.003.004.005.00
CTO: 0.80
BDN: -0.01
The chart of Martin ratio for CTO, currently valued at 2.36, compared to the broader market-5.000.005.0010.0015.0020.00
CTO: 2.36
BDN: -0.03

The current CTO Sharpe Ratio is 0.54, which is higher than the BDN Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of CTO and BDN, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.54
-0.01
CTO
BDN

Dividends

CTO vs. BDN - Dividend Comparison

CTO's dividend yield for the trailing twelve months is around 8.45%, less than BDN's 14.89% yield.


TTM20242023202220212020201920182017201620152014
CTO
CTO Realty Growth, Inc.
8.45%7.71%8.77%4.60%0.72%3.36%0.00%0.00%0.00%0.00%0.00%0.00%
BDN
Brandywine Realty Trust
14.89%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%

Drawdowns

CTO vs. BDN - Drawdown Comparison

The maximum CTO drawdown since its inception was -75.42%, smaller than the maximum BDN drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for CTO and BDN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.23%
-61.11%
CTO
BDN

Volatility

CTO vs. BDN - Volatility Comparison

The current volatility for CTO Realty Growth, Inc. (CTO) is 9.14%, while Brandywine Realty Trust (BDN) has a volatility of 15.08%. This indicates that CTO experiences smaller price fluctuations and is considered to be less risky than BDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.14%
15.08%
CTO
BDN

Financials

CTO vs. BDN - Financials Comparison

This section allows you to compare key financial metrics between CTO Realty Growth, Inc. and Brandywine Realty Trust. 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