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ELME vs. BRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ELME and BRT is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ELME vs. BRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elme Communities (ELME) and BRT Apartments Corp. (BRT). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
408.90%
2,493.58%
ELME
BRT

Key characteristics

Sharpe Ratio

ELME:

0.34

BRT:

-0.29

Sortino Ratio

ELME:

0.70

BRT:

-0.25

Omega Ratio

ELME:

1.09

BRT:

0.97

Calmar Ratio

ELME:

0.19

BRT:

-0.26

Martin Ratio

ELME:

1.01

BRT:

-0.84

Ulcer Index

ELME:

8.22%

BRT:

9.61%

Daily Std Dev

ELME:

24.14%

BRT:

27.79%

Max Drawdown

ELME:

-59.89%

BRT:

-89.03%

Current Drawdown

ELME:

-39.04%

BRT:

-28.54%

Fundamentals

Market Cap

ELME:

$1.38B

BRT:

$298.14M

EPS

ELME:

-$0.15

BRT:

-$0.52

PS Ratio

ELME:

5.70

BRT:

3.07

PB Ratio

ELME:

1.27

BRT:

1.45

Total Revenue (TTM)

ELME:

$182.42M

BRT:

$72.42M

Gross Profit (TTM)

ELME:

$84.90M

BRT:

$32.97M

EBITDA (TTM)

ELME:

$42.78M

BRT:

$29.29M

Returns By Period

In the year-to-date period, ELME achieves a 2.78% return, which is significantly higher than BRT's -12.32% return. Over the past 10 years, ELME has underperformed BRT with an annualized return of -0.84%, while BRT has yielded a comparatively higher 13.52% annualized return.


ELME

YTD

2.78%

1M

-10.54%

6M

-6.69%

1Y

7.94%

5Y*

-2.39%

10Y*

-0.84%

BRT

YTD

-12.32%

1M

-12.17%

6M

-4.26%

1Y

-5.29%

5Y*

18.33%

10Y*

13.52%

*Annualized

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Risk-Adjusted Performance

ELME vs. BRT — Risk-Adjusted Performance Rank

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

ELME
The Risk-Adjusted Performance Rank of ELME is 6161
Overall Rank
The Sharpe Ratio Rank of ELME is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ELME is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ELME is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ELME is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ELME is 6565
Martin Ratio Rank

BRT
The Risk-Adjusted Performance Rank of BRT is 3333
Overall Rank
The Sharpe Ratio Rank of BRT is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BRT is 3030
Sortino Ratio Rank
The Omega Ratio Rank of BRT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of BRT is 3535
Calmar Ratio Rank
The Martin Ratio Rank of BRT is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ELME vs. BRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elme Communities (ELME) and BRT Apartments Corp. (BRT). 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.


The chart of Sharpe ratio for ELME, currently valued at 0.34, compared to the broader market-2.00-1.000.001.002.003.00
ELME: 0.34
BRT: -0.29
The chart of Sortino ratio for ELME, currently valued at 0.70, compared to the broader market-6.00-4.00-2.000.002.004.00
ELME: 0.70
BRT: -0.25
The chart of Omega ratio for ELME, currently valued at 1.09, compared to the broader market0.501.001.502.00
ELME: 1.09
BRT: 0.97
The chart of Calmar ratio for ELME, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.00
ELME: 0.19
BRT: -0.26
The chart of Martin ratio for ELME, currently valued at 1.01, compared to the broader market-5.000.005.0010.0015.0020.00
ELME: 1.01
BRT: -0.84

The current ELME Sharpe Ratio is 0.34, which is higher than the BRT Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ELME and BRT, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.34
-0.29
ELME
BRT

Dividends

ELME vs. BRT - Dividend Comparison

ELME's dividend yield for the trailing twelve months is around 4.64%, less than BRT's 6.41% yield.


TTM20242023202220212020201920182017201620152014
ELME
Elme Communities
4.64%4.72%4.93%3.82%3.64%5.55%4.11%5.22%3.86%3.67%4.43%4.34%
BRT
BRT Apartments Corp.
6.41%5.55%5.38%4.99%3.75%5.79%4.95%6.99%3.05%0.00%0.00%0.00%

Drawdowns

ELME vs. BRT - Drawdown Comparison

The maximum ELME drawdown since its inception was -59.89%, smaller than the maximum BRT drawdown of -89.03%. Use the drawdown chart below to compare losses from any high point for ELME and BRT. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-39.04%
-28.54%
ELME
BRT

Volatility

ELME vs. BRT - Volatility Comparison

Elme Communities (ELME) has a higher volatility of 9.68% compared to BRT Apartments Corp. (BRT) at 9.15%. This indicates that ELME's price experiences larger fluctuations and is considered to be riskier than BRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.68%
9.15%
ELME
BRT

Financials

ELME vs. BRT - Financials Comparison

This section allows you to compare key financial metrics between Elme Communities and BRT Apartments Corp.. 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