EGP vs. BRX
EGP (EastGroup Properties, Inc.) and BRX (Brixmor Property Group Inc.) are both stocks. Both are in the Real Estate sector — EGP in REIT - Industrial, BRX in REIT - Retail. Over the past 10 years, EGP returned 15.05%/yr vs 6.88%/yr for BRX. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
EGP vs. BRX - Performance Comparison
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Returns By Period
In the year-to-date period, EGP achieves a 12.33% return, which is significantly lower than BRX's 18.40% return. Over the past 10 years, EGP has outperformed BRX with an annualized return of 15.05%, while BRX has yielded a comparatively lower 6.88% annualized return.
EGP
- 1D
- 0.72%
- 1M
- -0.99%
- YTD
- 12.33%
- 6M
- 11.83%
- 1Y
- 21.99%
- 3Y*
- 9.47%
- 5Y*
- 6.94%
- 10Y*
- 15.05%
BRX
- 1D
- 0.53%
- 1M
- 0.76%
- YTD
- 18.40%
- 6M
- 22.90%
- 1Y
- 26.04%
- 3Y*
- 19.22%
- 5Y*
- 10.14%
- 10Y*
- 6.88%
EGP vs. BRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 12.33% | 14.85% | -9.81% | 27.69% | -33.07% | 68.44% | 6.76% | 48.23% | 6.95% | 23.34% |
BRX Brixmor Property Group Inc. | 18.40% | -1.67% | 25.19% | 7.71% | -6.79% | 60.29% | -19.44% | 56.89% | -15.93% | -19.54% |
Correlation
The correlation between EGP and BRX is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2013 | 0.57 |
The correlation between EGP and BRX has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
Fundamentals
EGP:
$10.62B
BRX:
$9.34B
EGP:
$3.72
BRX:
$1.44
EGP:
53.31
BRX:
21.03
EGP:
9.25
BRX:
0.37
EGP:
19.30
BRX:
6.73
EGP:
2.97
BRX:
3.08
EGP:
$546.91M
BRX:
$1.39B
EGP:
$237.02M
BRX:
$1.09B
EGP:
$628.87M
BRX:
$1.04B
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Return for Risk
EGP vs. BRX — Risk / Return Rank
EGP
BRX
EGP vs. BRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) and Brixmor Property Group Inc. (BRX). 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.
| EGP | BRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.12 | +0.85 |
| Martin ratioReturn relative to average drawdown | 7.36 | 6.12 | +1.24 |
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
| EGP | BRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.46 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.41 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.20 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.26 | +0.31 |
Drawdowns
EGP vs. BRX - Drawdown Comparison
The maximum EGP drawdown since its inception was -59.55%, smaller than the maximum BRX drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for EGP and BRX.
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Drawdown Indicators
| EGP | BRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -66.54% | +6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -12.36% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -22.43% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -31.59% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -66.54% | +28.44% |
Current DrawdownCurrent decline from peak | -4.14% | -2.57% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -15.83% | +6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 4.27% | -1.28% |
Volatility
EGP vs. BRX - Volatility Comparison
EastGroup Properties, Inc. (EGP) and Brixmor Property Group Inc. (BRX) have volatilities of 4.94% and 5.08%, 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
| EGP | BRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 5.08% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 11.96% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 17.88% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.38% | 24.90% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.30% | 34.10% | -7.80% |
Dividends
EGP vs. BRX - Dividend Comparison
EGP's dividend yield for the trailing twelve months is around 3.05%, less than BRX's 3.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRX Brixmor Property Group Inc. | 3.92% | 4.39% | 3.92% | 4.47% | 4.23% | 3.38% | 3.44% | 5.18% | 7.49% | 5.57% | 4.01% | 3.49% |
EGP EastGroup Properties, Inc. | 3.05% | 3.31% | 3.33% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 4.21% |
Financials
EGP vs. BRX - Financials Comparison
This section allows you to compare key financial metrics between EastGroup Properties, Inc. and Brixmor Property Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EGP and BRX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRX has higher volatility (5.08%) compared to EGP (4.94%). In terms of maximum drawdown, EGP dropped -59.55% vs BRX's -66.54%.
BRX currently has the higher Sharpe Ratio (1.46 vs 1.22), 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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