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EPRT vs. BRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EPRT vs. BRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Essential Properties Realty Trust, Inc. (EPRT) and Brixmor Property Group Inc. (BRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPRT achieves a 1.05% return, which is significantly lower than BRX's 18.40% return.


EPRT

1D
-0.13%
1M
-4.84%
YTD
1.05%
6M
-2.50%
1Y
-4.00%
3Y*
11.36%
5Y*
6.08%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPRT vs. BRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EPRT
Essential Properties Realty Trust, Inc.
1.05%-1.40%27.32%14.20%-14.60%41.19%-9.72%86.75%3.10%
BRX
Brixmor Property Group Inc.
18.40%-1.67%25.19%7.71%-6.79%60.29%-19.44%56.89%-13.87%

Correlation

The correlation between EPRT and BRX is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2018

0.62

The correlation between EPRT and BRX shifts across timeframes, from 0.51 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EPRT:

$6.29B

BRX:

$9.34B

EPS

EPRT:

$1.26

BRX:

$1.44

PE Ratio

EPRT:

23.50

BRX:

21.03

PEG Ratio

EPRT:

1.84

BRX:

0.37

PS Ratio

EPRT:

10.20

BRX:

6.73

PB Ratio

EPRT:

1.43

BRX:

3.08

Total Revenue (TTM)

EPRT:

$591.33M

BRX:

$1.39B

Gross Profit (TTM)

EPRT:

$502.46M

BRX:

$1.09B

EBITDA (TTM)

EPRT:

$476.93M

BRX:

$1.04B

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Return for Risk

EPRT vs. BRX — Risk / Return Rank

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

EPRT
EPRT Risk / Return Rank: 2929
Overall Rank
EPRT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EPRT Sortino Ratio Rank: 2626
Sortino Ratio Rank
EPRT Omega Ratio Rank: 2727
Omega Ratio Rank
EPRT Calmar Ratio Rank: 3232
Calmar Ratio Rank
EPRT Martin Ratio Rank: 3131
Martin Ratio Rank

BRX
BRX Risk / Return Rank: 7878
Overall Rank
BRX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BRX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BRX Omega Ratio Rank: 7575
Omega Ratio Rank
BRX Calmar Ratio Rank: 7676
Calmar Ratio Rank
BRX Martin Ratio Rank: 7979
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.

EPRT vs. BRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Properties Realty Trust, Inc. (EPRT) 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.


EPRTBRXDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

0.98

1.26

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.30

2.12

-2.42

Martin ratioReturn relative to average drawdown

-0.60

6.12

-6.72

EPRT vs. BRX - Sharpe Ratio Comparison

The current EPRT Sharpe Ratio is -0.23, which is lower than the BRX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EPRT and BRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EPRTBRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

1.46

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.41

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.26

+0.13

Drawdowns

EPRT vs. BRX - Drawdown Comparison

The maximum EPRT drawdown since its inception was -73.67%, which is greater than BRX's maximum drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for EPRT and BRX.


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Drawdown Indicators


EPRTBRXDifference

Max Drawdown

Largest peak-to-trough decline

-73.67%

-66.54%

-7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-12.36%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-20.31%

-22.43%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-38.42%

-31.59%

-6.83%

Max Drawdown (10Y)

Largest decline over 10 years

-66.54%

Current Drawdown

Current decline from peak

-13.35%

-2.57%

-10.78%

Average Drawdown

Average peak-to-trough decline

-13.94%

-15.83%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

4.27%

+2.35%

Volatility

EPRT vs. BRX - Volatility Comparison

The current volatility for Essential Properties Realty Trust, Inc. (EPRT) is 4.75%, while Brixmor Property Group Inc. (BRX) has a volatility of 5.08%. This indicates that EPRT experiences smaller price fluctuations and is considered to be less risky than BRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPRTBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

5.08%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

11.96%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

17.88%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

24.90%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.55%

34.10%

+4.45%

Dividends

EPRT vs. BRX - Dividend Comparison

EPRT's dividend yield for the trailing twelve months is around 4.11%, more than BRX's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EPRT
Essential Properties Realty Trust, Inc.
4.11%4.06%3.71%4.38%4.58%3.47%4.39%3.55%1.62%0.00%0.00%0.00%

Financials

EPRT vs. BRX - Financials Comparison

This section allows you to compare key financial metrics between Essential Properties Realty Trust, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M20222023202420252026
158.80M
354.82M
(EPRT) Total Revenue
(BRX) Total Revenue
Values in USD except per share items

EPRT vs. BRX - Profitability Comparison

The chart below illustrates the profitability comparison between Essential Properties Realty Trust, Inc. and Brixmor Property Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
99.1%
87.2%
Portfolio components
EPRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Essential Properties Realty Trust, Inc. reported a gross profit of 157.30M and revenue of 158.80M. Therefore, the gross margin over that period was 99.1%.

BRX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported a gross profit of 309.42M and revenue of 354.82M. Therefore, the gross margin over that period was 87.2%.

EPRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Essential Properties Realty Trust, Inc. reported an operating income of 89.65M and revenue of 158.80M, resulting in an operating margin of 56.5%.

BRX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported an operating income of 134.11M and revenue of 354.82M, resulting in an operating margin of 37.8%.

EPRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Essential Properties Realty Trust, Inc. reported a net income of 59.79M and revenue of 158.80M, resulting in a net margin of 37.7%.

BRX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brixmor Property Group Inc. reported a net income of 127.75M and revenue of 354.82M, resulting in a net margin of 36.0%.


Frequently Asked Questions


EPRT and BRX have a correlation of 0.51, 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 EPRT (4.75%). In terms of maximum drawdown, EPRT dropped -73.67% vs BRX's -66.54%.

BRX currently has the higher Sharpe Ratio (1.46 vs -0.23), 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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