PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ELME vs. BRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ELME and BRT is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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%JulyAugustSeptemberOctoberNovemberDecember
385.73%
2,762.69%
ELME
BRT

Key characteristics

Sharpe Ratio

ELME:

0.45

BRT:

-0.01

Sortino Ratio

ELME:

0.80

BRT:

0.20

Omega Ratio

ELME:

1.09

BRT:

1.02

Calmar Ratio

ELME:

0.20

BRT:

-0.01

Martin Ratio

ELME:

1.76

BRT:

-0.05

Ulcer Index

ELME:

5.85%

BRT:

9.20%

Daily Std Dev

ELME:

22.66%

BRT:

29.65%

Max Drawdown

ELME:

-59.89%

BRT:

-90.17%

Current Drawdown

ELME:

-41.82%

BRT:

-21.12%

Fundamentals

Market Cap

ELME:

$1.44B

BRT:

$357.31M

EPS

ELME:

-$0.16

BRT:

-$0.55

Total Revenue (TTM)

ELME:

$239.52M

BRT:

$94.95M

Gross Profit (TTM)

ELME:

$71.52M

BRT:

$32.79M

EBITDA (TTM)

ELME:

$119.77M

BRT:

$37.34M

Returns By Period

In the year-to-date period, ELME achieves a 7.58% return, which is significantly higher than BRT's -0.58% return. Over the past 10 years, ELME has underperformed BRT with an annualized return of -2.01%, while BRT has yielded a comparatively higher 14.56% annualized return.


ELME

YTD

7.58%

1M

-3.70%

6M

1.46%

1Y

9.08%

5Y*

-8.60%

10Y*

-2.01%

BRT

YTD

-0.58%

1M

-10.43%

6M

1.62%

1Y

-0.31%

5Y*

5.44%

10Y*

14.56%

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

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.


Sharpe ratio
The chart of Sharpe ratio for ELME, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.45-0.01
The chart of Sortino ratio for ELME, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.800.20
The chart of Omega ratio for ELME, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.02
The chart of Calmar ratio for ELME, currently valued at 0.20, compared to the broader market0.002.004.006.000.20-0.01
The chart of Martin ratio for ELME, currently valued at 1.76, compared to the broader market-5.000.005.0010.0015.0020.0025.001.76-0.05
ELME
BRT

The current ELME Sharpe Ratio is 0.45, which is higher than the BRT Sharpe Ratio of -0.01. 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.45
-0.01
ELME
BRT

Dividends

ELME vs. BRT - Dividend Comparison

ELME's dividend yield for the trailing twelve months is around 4.81%, more than BRT's 4.24% yield.


TTM20232022202120202019201820172016201520142013
ELME
Elme Communities
4.81%4.93%3.82%3.64%5.55%4.11%5.22%3.86%3.67%4.43%4.34%5.14%
BRT
BRT Apartments Corp.
4.24%5.38%4.99%3.75%5.79%4.95%6.99%3.05%0.00%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 -90.17%. 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%JulyAugustSeptemberOctoberNovemberDecember
-41.82%
-21.12%
ELME
BRT

Volatility

ELME vs. BRT - Volatility Comparison

The current volatility for Elme Communities (ELME) is 6.82%, while BRT Apartments Corp. (BRT) has a volatility of 7.98%. This indicates that ELME experiences smaller price fluctuations and is considered to be less risky than BRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.82%
7.98%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab