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DBRG vs. BRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DBRG vs. BRX - Performance Comparison

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

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Returns By Period

In the year-to-date period, DBRG achieves a 2.22% return, which is significantly lower than BRX's 17.46% return. Over the past 10 years, DBRG has underperformed BRX with an annualized return of -6.85%, while BRX has yielded a comparatively higher 6.68% annualized return.


DBRG

1D
0.00%
1M
0.77%
YTD
2.22%
6M
65.16%
1Y
41.10%
3Y*
7.19%
5Y*
-10.78%
10Y*
-6.85%

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

DBRG vs. BRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBRG
DigitalBridge Group, Inc.
2.22%36.48%-35.51%60.77%-67.11%73.18%6.54%10.47%-55.58%-10.36%
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%

Correlation

The correlation between DBRG and BRX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.32

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

0.44

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2014

0.40

Over the past year, the correlation between DBRG and BRX has dropped to 0.16 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

DBRG:

$2.82B

BRX:

$9.26B

EPS

DBRG:

$0.75

BRX:

$1.44

PE Ratio

DBRG:

20.78

BRX:

20.86

PEG Ratio

DBRG:

0.22

BRX:

0.37

PS Ratio

DBRG:

6.28

BRX:

6.67

PB Ratio

DBRG:

2.15

BRX:

3.05

Total Revenue (TTM)

DBRG:

$441.46M

BRX:

$1.39B

Gross Profit (TTM)

DBRG:

$324.77M

BRX:

$1.09B

EBITDA (TTM)

DBRG:

$127.00M

BRX:

$1.04B

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Return for Risk

DBRG vs. BRX — Risk / Return Rank

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

DBRG
DBRG Risk / Return Rank: 7272
Overall Rank
DBRG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DBRG Sortino Ratio Rank: 7878
Sortino Ratio Rank
DBRG Omega Ratio Rank: 8181
Omega Ratio Rank
DBRG Calmar Ratio Rank: 6464
Calmar Ratio Rank
DBRG Martin Ratio Rank: 7373
Martin Ratio Rank

BRX
BRX Risk / Return Rank: 7575
Overall Rank
BRX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
BRX Omega Ratio Rank: 7373
Omega Ratio Rank
BRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BRX Martin Ratio Rank: 7777
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.

DBRG vs. BRX - Risk-Adjusted Trends Comparison

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


DBRGBRXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.40

-0.68

Sortino ratio

Return per unit of downside risk

2.21

2.02

+0.19

Omega ratio

Gain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratio

Return relative to maximum drawdown

1.25

1.93

-0.68

Martin ratio

Return relative to average drawdown

4.45

5.60

-1.15

DBRG vs. BRX - Sharpe Ratio Comparison

The current DBRG Sharpe Ratio is 0.72, which is lower than the BRX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of DBRG and BRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBRGBRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.40

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.39

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

0.20

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.25

-0.43

Drawdowns

DBRG vs. BRX - Drawdown Comparison

The maximum DBRG drawdown since its inception was -91.72%, which is greater than BRX's maximum drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for DBRG and BRX.


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Drawdown Indicators


DBRGBRXDifference

Max Drawdown

Largest peak-to-trough decline

-91.72%

-66.54%

-25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-33.69%

-12.36%

-21.33%

Max Drawdown (3Y)

Largest decline over 3 years

-67.03%

-22.43%

-44.60%

Max Drawdown (5Y)

Largest decline over 5 years

-79.83%

-31.59%

-48.24%

Max Drawdown (10Y)

Largest decline over 10 years

-88.18%

-66.54%

-21.64%

Current Drawdown

Current decline from peak

-75.52%

-3.34%

-72.18%

Average Drawdown

Average peak-to-trough decline

-60.67%

-15.84%

-44.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.46%

4.26%

+5.20%

Volatility

DBRG vs. BRX - Volatility Comparison

The current volatility for DigitalBridge Group, Inc. (DBRG) is 0.73%, while Brixmor Property Group Inc. (BRX) has a volatility of 5.12%. This indicates that DBRG experiences smaller price fluctuations and is considered to be less risky than BRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBRGBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

5.12%

-4.39%

Volatility (6M)

Calculated over the trailing 6-month period

40.32%

12.10%

+28.22%

Volatility (1Y)

Calculated over the trailing 1-year period

57.59%

17.90%

+39.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.71%

24.91%

+27.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.42%

34.12%

+19.30%

Dividends

DBRG vs. BRX - Dividend Comparison

DBRG's dividend yield for the trailing twelve months is around 0.26%, less than BRX's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
DBRG
DigitalBridge Group, Inc.
0.26%0.26%0.35%0.23%0.18%0.00%2.29%9.26%9.40%19.40%2.68%3.29%

Financials

DBRG vs. BRX - Financials Comparison

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


0.00100.00M200.00M300.00M400.00M20222023202420252026
72.24M
354.82M
(DBRG) Total Revenue
(BRX) Total Revenue
Values in USD except per share items

DBRG vs. BRX - Profitability Comparison

The chart below illustrates the profitability comparison between DigitalBridge Group, Inc. and Brixmor Property Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
87.2%
Portfolio components
DBRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DigitalBridge Group, Inc. reported a gross profit of 0.00 and revenue of 72.24M. Therefore, the gross margin over that period was 0.0%.

BRX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported a gross profit of 309.42M and revenue of 354.82M. Therefore, the gross margin over that period was 87.2%.

DBRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DigitalBridge Group, Inc. reported an operating income of 7.52M and revenue of 72.24M, resulting in an operating margin of 10.4%.

BRX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported an operating income of 134.11M and revenue of 354.82M, resulting in an operating margin of 37.8%.

DBRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DigitalBridge Group, Inc. reported a net income of 5.31M and revenue of 72.24M, resulting in a net margin of 7.3%.

BRX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported a net income of 127.75M and revenue of 354.82M, resulting in a net margin of 36.0%.


Frequently Asked Questions


DBRG and BRX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRX has higher volatility (5.12%) compared to DBRG (0.73%). In terms of maximum drawdown, DBRG dropped -91.72% vs BRX's -66.54%.

BRX currently has the higher Sharpe Ratio (1.40 vs 0.72), 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.

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