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IRT vs. BRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IRT vs. BRT - Performance Comparison

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

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Returns By Period

In the year-to-date period, IRT achieves a -7.36% return, which is significantly lower than BRT's 2.98% return. Both investments have delivered pretty close results over the past 10 years, with IRT having a 13.00% annualized return and BRT not far ahead at 13.27%.


IRT

1D
1.20%
1M
-5.04%
YTD
-7.36%
6M
-5.22%
1Y
-5.92%
3Y*
1.17%
5Y*
0.87%
10Y*
13.00%

BRT

1D
-0.20%
1M
2.27%
YTD
2.98%
6M
5.71%
1Y
0.53%
3Y*
-2.80%
5Y*
1.67%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRT vs. BRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRT
Independence Realty Trust, Inc.
-7.36%-8.55%34.27%-5.58%-32.88%98.03%0.28%62.55%-1.90%21.74%
BRT
BRT Apartments Corp.
2.98%-13.25%2.72%-0.04%-14.36%65.66%-3.09%57.19%3.74%48.82%

Correlation

The correlation between IRT and BRT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.50

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

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2013

0.32

The correlation between IRT and BRT shifts across timeframes, from 0.32 (all time) to 0.50 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IRT:

$3.88B

BRT:

$268.43M

EPS

IRT:

$0.20

BRT:

-$0.68

PS Ratio

IRT:

7.74

BRT:

2.73

Total Revenue (TTM)

IRT:

$496.45M

BRT:

$98.01M

Gross Profit (TTM)

IRT:

$168.31M

BRT:

$12.37M

EBITDA (TTM)

IRT:

$293.35M

BRT:

$38.34M

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Return for Risk

IRT vs. BRT — Risk / Return Rank

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

IRT
IRT Risk / Return Rank: 2727
Overall Rank
IRT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IRT Sortino Ratio Rank: 2525
Sortino Ratio Rank
IRT Omega Ratio Rank: 2626
Omega Ratio Rank
IRT Calmar Ratio Rank: 3030
Calmar Ratio Rank
IRT Martin Ratio Rank: 2626
Martin Ratio Rank

BRT
BRT Risk / Return Rank: 4040
Overall Rank
BRT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BRT Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRT Omega Ratio Rank: 3535
Omega Ratio Rank
BRT Calmar Ratio Rank: 4343
Calmar Ratio Rank
BRT Martin Ratio Rank: 4242
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.

IRT vs. BRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Independence Realty Trust, Inc. (IRT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IRTBRTDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

0.97

1.02

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.37

0.03

-0.41

Martin ratioReturn relative to average drawdown

-0.81

0.06

-0.87

IRT vs. BRT - Sharpe Ratio Comparison

The current IRT Sharpe Ratio is -0.28, which is lower than the BRT Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of IRT and BRT, 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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Drawdowns

IRT vs. BRT - Drawdown Comparison

The maximum IRT drawdown since its inception was -56.46%, smaller than the maximum BRT drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for IRT and BRT.


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Drawdown Indicators


IRTBRTDifference

Max Drawdown

Largest peak-to-trough decline

-56.46%

-95.38%

+38.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.89%

-16.00%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

-27.60%

-6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-54.73%

-35.28%

-19.45%

Max Drawdown (10Y)

Largest decline over 10 years

-56.46%

-58.76%

+2.30%

Current Drawdown

Current decline from peak

-34.15%

-27.19%

-6.96%

Average Drawdown

Average peak-to-trough decline

-16.64%

-50.89%

+34.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

8.18%

-0.85%

Volatility

IRT vs. BRT - Volatility Comparison

Independence Realty Trust, Inc. (IRT) has a higher volatility of 6.44% compared to BRT Apartments Corp. (BRT) at 4.15%. This indicates that IRT'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.


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Volatility by Period


IRTBRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

4.15%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

13.15%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

20.54%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.09%

29.12%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

36.55%

-6.65%

Dividends

IRT vs. BRT - Dividend Comparison

IRT's dividend yield for the trailing twelve months is around 4.25%, less than BRT's 6.73% yield.


PositionTTM20252024202320222021202020192018201720162015
BRT
BRT Apartments Corp.
6.73%6.80%5.55%5.38%4.99%3.75%5.79%4.95%6.99%3.05%0.00%0.00%
IRT
Independence Realty Trust, Inc.
4.25%3.83%3.23%4.05%3.20%2.24%4.02%5.11%7.84%7.14%8.07%9.59%

Financials

IRT vs. BRT - Financials Comparison

This section allows you to compare key financial metrics between Independence Realty Trust, Inc. 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


0.0050.00M100.00M150.00M202220232024202520260
24.61M
(IRT) Total Revenue
(BRT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IRT and BRT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRT has higher volatility (6.44%) compared to BRT (4.15%). In terms of maximum drawdown, IRT dropped -56.46% vs BRT's -95.38%.

BRT currently has the higher Sharpe Ratio (0.03 vs -0.28), 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.

Portfolio Optimizer

Find the right allocation for IRT and BRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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