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DEI vs. BXMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DEI vs. BXMT - Performance Comparison

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

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DEI vs. BXMT - 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%
BXMT
Blackstone Mortgage Trust, Inc.
0.57%21.13%-7.90%13.46%-24.03%20.27%-17.83%25.16%6.95%15.77%

Fundamentals

Market Cap

DEI:

$1.55B

BXMT:

$3.21B

EPS

DEI:

$0.10

BXMT:

$0.64

PE Ratio

DEI:

95.01

BXMT:

29.39

PS Ratio

DEI:

1.54

BXMT:

4.69

PB Ratio

DEI:

0.81

BXMT:

0.92

Total Revenue (TTM)

DEI:

$1.00B

BXMT:

$687.12M

Gross Profit (TTM)

DEI:

$480.97M

BXMT:

$571.43M

EBITDA (TTM)

DEI:

$600.85M

BXMT:

$0.00

Returns By Period

In the year-to-date period, DEI achieves a -14.27% return, which is significantly lower than BXMT's 0.57% return. Over the past 10 years, DEI has underperformed BXMT with an annualized return of -7.56%, while BXMT has yielded a comparatively higher 5.99% 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%

BXMT

1D
-1.98%
1M
-2.09%
YTD
0.57%
6M
6.07%
1Y
4.06%
3Y*
13.39%
5Y*
0.12%
10Y*
5.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DEI vs. BXMT — 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

BXMT
BXMT Risk / Return Rank: 4444
Overall Rank
BXMT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BXMT Sortino Ratio Rank: 3939
Sortino Ratio Rank
BXMT Omega Ratio Rank: 3838
Omega Ratio Rank
BXMT Calmar Ratio Rank: 4747
Calmar Ratio Rank
BXMT Martin Ratio Rank: 4949
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. BXMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Douglas Emmett, Inc. (DEI) and Blackstone Mortgage Trust, Inc. (BXMT). 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.


DEIBXMTDifference

Sharpe ratio

Return per unit of total volatility

-1.20

0.17

-1.37

Sortino ratio

Return per unit of downside risk

-1.81

0.41

-2.21

Omega ratio

Gain probability vs. loss probability

0.79

1.05

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.88

0.26

-1.13

Martin ratio

Return relative to average drawdown

-1.63

0.71

-2.33

DEI vs. BXMT - Sharpe Ratio Comparison

The current DEI Sharpe Ratio is -1.20, which is lower than the BXMT Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of DEI and BXMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEIBXMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

0.17

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.00

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

0.19

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.04

-0.08

Correlation

The correlation between DEI and BXMT is 0.47, 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.


Dividends

DEI vs. BXMT - Dividend Comparison

DEI's dividend yield for the trailing twelve months is around 8.23%, less than BXMT's 10.02% 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%
BXMT
Blackstone Mortgage Trust, Inc.
10.02%9.83%12.52%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%

Drawdowns

DEI vs. BXMT - Drawdown Comparison

The maximum DEI drawdown since its inception was -76.53%, smaller than the maximum BXMT drawdown of -97.98%. Use the drawdown chart below to compare losses from any high point for DEI and BXMT.


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Drawdown Indicators


DEIBXMTDifference

Max Drawdown

Largest peak-to-trough decline

-76.53%

-97.98%

+21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-44.09%

-13.59%

-30.50%

Max Drawdown (5Y)

Largest decline over 5 years

-70.10%

-43.02%

-27.08%

Max Drawdown (10Y)

Largest decline over 10 years

-74.01%

-67.86%

-6.15%

Current Drawdown

Current decline from peak

-72.37%

-68.98%

-3.39%

Average Drawdown

Average peak-to-trough decline

-25.69%

-58.83%

+33.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.71%

5.01%

+18.70%

Volatility

DEI vs. BXMT - Volatility Comparison

Douglas Emmett, Inc. (DEI) and Blackstone Mortgage Trust, Inc. (BXMT) have volatilities of 8.34% and 8.06%, 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.


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Volatility by Period


DEIBXMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

8.06%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

15.57%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

33.00%

23.61%

+9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.11%

27.55%

+8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

32.48%

-0.06%

Financials

DEI vs. BXMT - Financials Comparison

This section allows you to compare key financial metrics between Douglas Emmett, Inc. and Blackstone Mortgage Trust, 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


0.00100.00M200.00M300.00M400.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
249.43M
389.03M
(DEI) Total Revenue
(BXMT) Total Revenue
Values in USD except per share items

DEI vs. BXMT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
70.3%
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%.

BXMT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Blackstone Mortgage Trust, Inc. reported a gross profit of 273.34M and revenue of 389.03M. Therefore, the gross margin over that period was 70.3%.

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%.

BXMT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Blackstone Mortgage Trust, Inc. reported an operating income of 267.55M and revenue of 389.03M, resulting in an operating margin of 68.8%.

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%.

BXMT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Blackstone Mortgage Trust, Inc. reported a net income of 39.56M and revenue of 389.03M, resulting in a net margin of 10.2%.