PortfoliosLab logoPortfoliosLab logo
DEI vs. BDN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DEI vs. BDN - Performance Comparison

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

Loading graphics...

DEI vs. BDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEI
Douglas Emmett, Inc.
-14.27%-37.51%34.59%-1.87%-50.89%18.75%-30.86%31.96%-14.54%15.04%
BDN
Brandywine Realty Trust
-6.77%-41.31%17.13%1.73%-50.65%19.50%-19.06%28.95%-26.04%14.42%

Fundamentals

Market Cap

DEI:

$1.55B

BDN:

$460.30M

EPS

DEI:

$0.10

BDN:

-$1.03

PS Ratio

DEI:

1.54

BDN:

0.95

PB Ratio

DEI:

0.81

BDN:

0.58

Total Revenue (TTM)

DEI:

$1.00B

BDN:

$484.45M

Gross Profit (TTM)

DEI:

$480.97M

BDN:

$122.83M

EBITDA (TTM)

DEI:

$600.85M

BDN:

$257.23M

Returns By Period

In the year-to-date period, DEI achieves a -14.27% return, which is significantly lower than BDN's -6.77% return. Over the past 10 years, DEI has outperformed BDN with an annualized return of -7.56%, while BDN has yielded a comparatively lower -8.63% annualized return.


DEI

1D
-2.02%
1M
-3.07%
YTD
-14.27%
6M
-39.30%
1Y
-39.43%
3Y*
-3.96%
5Y*
-18.04%
10Y*
-7.56%

BDN

1D
-2.21%
1M
-16.93%
YTD
-6.77%
6M
-33.51%
1Y
-33.21%
3Y*
-6.32%
5Y*
-19.37%
10Y*
-8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

DEI vs. BDN — Risk / Return Rank

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

DEI
DEI Risk / Return Rank: 55
Overall Rank
DEI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DEI Sortino Ratio Rank: 33
Sortino Ratio Rank
DEI Omega Ratio Rank: 55
Omega Ratio Rank
DEI Calmar Ratio Rank: 88
Calmar Ratio Rank
DEI Martin Ratio Rank: 66
Martin Ratio Rank

BDN
BDN Risk / Return Rank: 88
Overall Rank
BDN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BDN Sortino Ratio Rank: 77
Sortino Ratio Rank
BDN Omega Ratio Rank: 99
Omega Ratio Rank
BDN Calmar Ratio Rank: 1313
Calmar Ratio Rank
BDN Martin Ratio Rank: 77
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.

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.


DEIBDNDifference

Sharpe ratio

Return per unit of total volatility

-1.20

-0.93

-0.27

Sortino ratio

Return per unit of downside risk

-1.81

-1.34

-0.47

Omega ratio

Gain probability vs. loss probability

0.79

0.85

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.88

-0.76

-0.11

Martin ratio

Return relative to average drawdown

-1.63

-1.58

-0.05

DEI vs. BDN - Sharpe Ratio Comparison

The current DEI Sharpe Ratio is -1.20, which is comparable to the BDN Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of DEI 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.


Loading graphics...

Sharpe Ratios by Period


DEIBDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

-0.93

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.51

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

-0.25

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.01

-0.04

Correlation

The correlation between DEI and BDN is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DEI vs. BDN - Dividend Comparison

DEI's dividend yield for the trailing twelve months is around 8.23%, less than BDN's 17.36% yield.


TTM20252024202320222021202020192018201720162015
DEI
Douglas Emmett, Inc.
8.23%6.92%4.09%5.24%6.57%3.34%3.84%2.41%2.96%2.29%2.43%2.73%
BDN
Brandywine Realty Trust
17.36%18.15%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%

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.


Loading graphics...

Drawdown Indicators


DEIBDNDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-72.37%

-72.21%

-0.16%

Average Drawdown

Average peak-to-trough decline

-25.69%

-39.12%

+13.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.71%

20.98%

+2.73%

Volatility

DEI vs. BDN - Volatility Comparison

The current volatility for Douglas Emmett, Inc. (DEI) is 8.34%, while Brandywine Realty Trust (BDN) has a volatility of 11.40%. This indicates that DEI 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.


Loading graphics...

Volatility by Period


DEIBDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

11.40%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

26.33%

-5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

33.00%

35.66%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.11%

37.89%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

35.08%

-2.66%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


120.00M140.00M160.00M180.00M200.00M220.00M240.00M260.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
249.43M
120.95M
(DEI) Total Revenue
(BDN) Total Revenue
Values in USD except per share items

DEI vs. BDN - Profitability Comparison

The chart below illustrates the profitability comparison between Douglas Emmett, Inc. and Brandywine Realty Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
-84.6%
Portfolio components
DEI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Douglas Emmett, Inc. reported a gross profit of 0.00 and revenue of 249.43M. 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 Apr 2026, Brandywine Realty Trust reported a gross profit of -102.32M and revenue of 120.95M. Therefore, the gross margin over that period was -84.6%.

DEI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Douglas Emmett, Inc. reported an operating income of 0.00 and revenue of 249.43M, 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 Apr 2026, Brandywine Realty Trust reported an operating income of 81.77M and revenue of 120.95M, resulting in an operating margin of 67.6%.

DEI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Douglas Emmett, Inc. reported a net income of -6.84M and revenue of 249.43M, resulting in a net margin of -2.7%.

BDN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Brandywine Realty Trust reported a net income of -36.85M and revenue of 120.95M, resulting in a net margin of -30.5%.