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

Correlation

The correlation between DEI and BDN is 0.76, 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.


-0.50.00.51.00.8

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.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
38.78%
-46.97%
DEI
BDN

Key characteristics

Sharpe Ratio

DEI:

0.74

BDN:

0.45

Sortino Ratio

DEI:

1.19

BDN:

0.83

Omega Ratio

DEI:

1.14

BDN:

1.11

Calmar Ratio

DEI:

0.38

BDN:

0.25

Martin Ratio

DEI:

3.49

BDN:

1.17

Ulcer Index

DEI:

7.33%

BDN:

14.53%

Daily Std Dev

DEI:

34.60%

BDN:

37.71%

Max Drawdown

DEI:

-76.53%

BDN:

-97.00%

Current Drawdown

DEI:

-50.26%

BDN:

-51.12%

Fundamentals

Market Cap

DEI:

$4.03B

BDN:

$1.01B

EPS

DEI:

-$0.10

BDN:

-$1.80

PEG Ratio

DEI:

9.09

BDN:

14.94

Total Revenue (TTM)

DEI:

$952.69M

BDN:

$502.82M

Gross Profit (TTM)

DEI:

$272.24M

BDN:

$271.17M

EBITDA (TTM)

DEI:

$601.23M

BDN:

-$98.59M

Returns By Period

In the year-to-date period, DEI achieves a 29.76% return, which is significantly higher than BDN's 12.74% return. Over the past 10 years, DEI has outperformed BDN with an annualized return of -1.07%, while BDN has yielded a comparatively lower -3.93% annualized return.


DEI

YTD

29.76%

1M

-3.57%

6M

38.49%

1Y

26.21%

5Y*

-12.15%

10Y*

-1.07%

BDN

YTD

12.74%

1M

0.00%

6M

26.16%

1Y

15.08%

5Y*

-11.28%

10Y*

-3.93%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DEI vs. BDN - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DEI, currently valued at 0.74, compared to the broader market-4.00-2.000.002.000.740.45
The chart of Sortino ratio for DEI, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.190.83
The chart of Omega ratio for DEI, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.11
The chart of Calmar ratio for DEI, currently valued at 0.38, compared to the broader market0.002.004.006.000.380.25
The chart of Martin ratio for DEI, currently valued at 3.49, compared to the broader market-5.000.005.0010.0015.0020.0025.003.491.17
DEI
BDN

The current DEI Sharpe Ratio is 0.74, which is higher than the BDN Sharpe Ratio of 0.45. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.74
0.45
DEI
BDN

Dividends

DEI vs. BDN - Dividend Comparison

DEI's dividend yield for the trailing twelve months is around 4.20%, less than BDN's 11.13% yield.


TTM20232022202120202019201820172016201520142013
DEI
Douglas Emmett, Inc.
4.20%5.24%6.57%3.34%3.84%2.41%2.96%2.29%2.43%2.73%2.85%3.18%
BDN
Brandywine Realty Trust
11.13%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%4.26%

Drawdowns

DEI vs. BDN - Drawdown Comparison

The maximum DEI drawdown since its inception was -76.53%, smaller than the maximum BDN drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for DEI and BDN. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-50.26%
-51.12%
DEI
BDN

Volatility

DEI vs. BDN - Volatility Comparison

Douglas Emmett, Inc. (DEI) and Brandywine Realty Trust (BDN) have volatilities of 11.20% and 11.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
11.20%
11.28%
DEI
BDN

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


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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