DEI vs. BDN
DEI (Douglas Emmett, Inc.) and BDN (Brandywine Realty Trust) are both stocks. Both operate in the REIT - Office industry within the Real Estate sector. Over the past 10 years, DEI returned -6.44%/yr vs -8.24%/yr for BDN. A 0.75 correlation means they provide meaningful diversification when combined.
Performance
DEI vs. BDN - Performance Comparison
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Returns By Period
In the year-to-date period, DEI achieves a 8.30% return, which is significantly lower than BDN's 10.64% return. Over the past 10 years, DEI has outperformed BDN with an annualized return of -6.44%, while BDN has yielded a comparatively lower -8.24% annualized return.
DEI
- 1D
- -1.77%
- 1M
- 5.14%
- YTD
- 8.30%
- 6M
- -0.27%
- 1Y
- -14.11%
- 3Y*
- 4.99%
- 5Y*
- -15.94%
- 10Y*
- -6.44%
BDN
- 1D
- -2.56%
- 1M
- 4.45%
- YTD
- 10.64%
- 6M
- -2.69%
- 1Y
- -21.26%
- 3Y*
- 2.49%
- 5Y*
- -18.44%
- 10Y*
- -8.24%
DEI vs. BDN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEI Douglas Emmett, Inc. | 8.30% | -37.51% | 34.59% | -1.87% | -50.89% | 18.75% | -30.86% | 31.96% | -14.54% | 15.04% |
BDN Brandywine Realty Trust | 10.64% | -41.31% | 17.13% | 1.73% | -50.65% | 19.50% | -19.06% | 28.95% | -26.04% | 14.42% |
Correlation
The correlation between DEI and BDN is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2006 | 0.75 |
The correlation between DEI and BDN shifts across timeframes, from 0.58 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DEI:
$1.95B
BDN:
$529.96M
DEI:
-$0.16
BDN:
-$1.16
DEI:
1.95
BDN:
1.08
DEI:
1.04
BDN:
0.72
DEI:
$1.00B
BDN:
$489.94M
DEI:
$277.78M
BDN:
$343.79M
DEI:
$544.46M
BDN:
$38.42M
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Return for Risk
DEI vs. BDN — Risk / Return Rank
DEI
BDN
DEI vs. BDN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Douglas Emmett, Inc. (DEI) 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.
| DEI | BDN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.91 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.49 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.53 | -0.88 | +0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEI | BDN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.63 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | -0.49 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.20 | -0.23 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.02 | -0.02 |
Drawdowns
DEI vs. BDN - Drawdown Comparison
The maximum DEI drawdown since its inception was -76.53%, smaller than the maximum BDN drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for DEI and BDN.
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Drawdown Indicators
| DEI | BDN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.53% | -96.84% | +20.31% |
Max Drawdown (1Y)Largest decline over 1 year | -44.09% | -43.44% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -51.83% | -56.26% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -70.10% | -73.17% | +3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -74.01% | -73.17% | -0.84% |
Current DrawdownCurrent decline from peak | -65.09% | -67.02% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -26.06% | -39.24% | +13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.54% | 24.27% | +2.27% |
Volatility
DEI vs. BDN - Volatility Comparison
Douglas Emmett, Inc. (DEI) has a higher volatility of 9.98% compared to Brandywine Realty Trust (BDN) at 7.89%. This indicates that DEI's price experiences larger fluctuations and is considered to be riskier than BDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEI | BDN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.98% | 7.89% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 21.36% | 26.13% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.50% | 34.08% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.39% | 38.11% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.63% | 35.24% | -2.61% |
Dividends
DEI vs. BDN - Dividend Comparison
DEI's dividend yield for the trailing twelve months is around 6.52%, less than BDN's 12.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDN Brandywine Realty Trust | 12.79% | 18.15% | 10.71% | 13.33% | 12.36% | 5.66% | 6.38% | 4.83% | 5.59% | 3.52% | 3.76% | 4.39% |
DEI Douglas Emmett, Inc. | 6.52% | 6.92% | 4.09% | 5.24% | 6.57% | 3.34% | 3.84% | 2.41% | 2.96% | 2.29% | 2.43% | 2.73% |
Financials
DEI vs. BDN - Financials Comparison
This section allows you to compare key financial metrics between Douglas Emmett, 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.
Total Revenue: Total amount of money received from sales and other business activities
DEI vs. BDN - Profitability Comparison
DEI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Douglas Emmett, Inc. reported a gross profit of 0.00 and revenue of 250.96M. Therefore, the gross margin over that period was 0.0%.
BDN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported a gross profit of 115.68M and revenue of 127.00M. Therefore, the gross margin over that period was 91.1%.
DEI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Douglas Emmett, Inc. reported an operating income of 0.00 and revenue of 250.96M, resulting in an operating margin of 0.0%.
BDN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported an operating income of 1.51M and revenue of 127.00M, resulting in an operating margin of 1.2%.
DEI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Douglas Emmett, Inc. reported a net income of -2.50M and revenue of 250.96M, resulting in a net margin of -1.0%.
BDN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brandywine Realty Trust reported a net income of -48.91M and revenue of 127.00M, resulting in a net margin of -38.5%.
Frequently Asked Questions
DEI and BDN have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEI has higher volatility (9.98%) compared to BDN (7.89%). In terms of maximum drawdown, DEI dropped -76.53% vs BDN's -96.84%.
DEI currently has the higher Sharpe Ratio (-0.48 vs -0.63), 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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