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DBRG vs. BRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DBRG and BRX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-13.07%
24.19%
DBRG
BRX

Key characteristics

Sharpe Ratio

DBRG:

-0.79

BRX:

1.20

Sortino Ratio

DBRG:

-0.96

BRX:

1.80

Omega Ratio

DBRG:

0.87

BRX:

1.23

Calmar Ratio

DBRG:

-0.42

BRX:

1.70

Martin Ratio

DBRG:

-1.17

BRX:

6.72

Ulcer Index

DBRG:

28.88%

BRX:

3.48%

Daily Std Dev

DBRG:

42.91%

BRX:

19.42%

Max Drawdown

DBRG:

-90.31%

BRX:

-66.54%

Current Drawdown

DBRG:

-79.89%

BRX:

-9.78%

Fundamentals

Market Cap

DBRG:

$2.23B

BRX:

$8.65B

EPS

DBRG:

$0.90

BRX:

$1.08

PE Ratio

DBRG:

13.31

BRX:

26.53

Total Revenue (TTM)

DBRG:

$891.16M

BRX:

$1.27B

Gross Profit (TTM)

DBRG:

$856.57M

BRX:

$777.66M

EBITDA (TTM)

DBRG:

$346.28M

BRX:

$876.45M

Returns By Period

In the year-to-date period, DBRG achieves a -36.88% return, which is significantly lower than BRX's 23.26% return. Over the past 10 years, DBRG has underperformed BRX with an annualized return of -13.79%, while BRX has yielded a comparatively higher 5.88% annualized return.


DBRG

YTD

-36.88%

1M

-5.88%

6M

-13.07%

1Y

-34.53%

5Y*

-9.17%

10Y*

-13.79%

BRX

YTD

23.26%

1M

-7.53%

6M

24.20%

1Y

22.47%

5Y*

10.02%

10Y*

5.88%

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Risk-Adjusted Performance

DBRG vs. BRX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DBRG, currently valued at -0.79, compared to the broader market-4.00-2.000.002.00-0.791.20
The chart of Sortino ratio for DBRG, currently valued at -0.96, compared to the broader market-4.00-2.000.002.004.00-0.961.80
The chart of Omega ratio for DBRG, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.23
The chart of Calmar ratio for DBRG, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.421.70
The chart of Martin ratio for DBRG, currently valued at -1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.176.72
DBRG
BRX

The current DBRG Sharpe Ratio is -0.79, which is lower than the BRX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DBRG and BRX, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.79
1.20
DBRG
BRX

Dividends

DBRG vs. BRX - Dividend Comparison

DBRG's dividend yield for the trailing twelve months is around 0.36%, less than BRX's 3.99% yield.


TTM2023202220212020201920182017201620152014
DBRG
DigitalBridge Group, Inc.
0.36%0.23%0.18%0.00%2.29%9.26%9.40%19.70%9.99%11.83%2.65%
BRX
Brixmor Property Group Inc.
3.99%4.47%4.23%3.38%3.44%5.18%7.49%5.57%4.01%3.49%2.93%

Drawdowns

DBRG vs. BRX - Drawdown Comparison

The maximum DBRG drawdown since its inception was -90.31%, 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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-79.89%
-9.78%
DBRG
BRX

Volatility

DBRG vs. BRX - Volatility Comparison

DigitalBridge Group, Inc. (DBRG) has a higher volatility of 9.56% compared to Brixmor Property Group Inc. (BRX) at 5.15%. This indicates that DBRG's price experiences larger fluctuations and is considered to be riskier than BRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.56%
5.15%
DBRG
BRX

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


Values in USD except per share items
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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.

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