DEI vs. BDN
Compare and contrast key facts about Douglas Emmett, Inc. (DEI) and Brandywine Realty Trust (BDN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEI or BDN.
Key characteristics
| DEI | BDN | |
|---|---|---|
| YTD Return | 32.63% | 10.23% |
| 1Y Return | 54.36% | 43.08% |
| 3Y Return (Ann) | -15.49% | -19.43% |
| 5Y Return (Ann) | -11.74% | -11.14% |
| 10Y Return (Ann) | -0.69% | -3.80% |
| Sharpe Ratio | 1.29 | 0.94 |
| Sortino Ratio | 1.99 | 1.52 |
| Omega Ratio | 1.23 | 1.20 |
| Calmar Ratio | 0.71 | 0.57 |
| Martin Ratio | 5.48 | 2.97 |
| Ulcer Index | 9.32% | 13.50% |
| Daily Std Dev | 39.77% | 42.52% |
| Max Drawdown | -76.53% | -97.00% |
| Current Drawdown | -49.16% | -52.22% |
Fundamentals
| DEI | BDN | |
|---|---|---|
| Market Cap | $3.57B | $894.41M |
| EPS | -$0.10 | -$1.84 |
| PEG Ratio | 9.09 | 14.94 |
| Total Revenue (TTM) | $750.03M | $502.82M |
| Gross Profit (TTM) | $178.51M | $204.25M |
| EBITDA (TTM) | $455.35M | -$14.04M |
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.
Performance
DEI vs. BDN - Performance Comparison
In the year-to-date period, DEI achieves a 32.63% return, which is significantly higher than BDN's 10.23% return. Over the past 10 years, DEI has outperformed BDN with an annualized return of -0.69%, while BDN has yielded a comparatively lower -3.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
DEI vs. BDN - Dividend Comparison
DEI's dividend yield for the trailing twelve months is around 4.11%, less than BDN's 11.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEI Douglas Emmett, Inc. | 4.11% | 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 | 11.39% | 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.
Volatility
DEI vs. BDN - Volatility Comparison
The current volatility for Douglas Emmett, Inc. (DEI) is 7.91%, while Brandywine Realty Trust (BDN) has a volatility of 18.61%. 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.
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