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SLG vs. BDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLG and BDN is 0.47, 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

SLG vs. BDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SL Green Realty Corp. (SLG) and Brandywine Realty Trust (BDN). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
588.75%
30.90%
SLG
BDN

Key characteristics

Sharpe Ratio

SLG:

0.24

BDN:

-0.01

Sortino Ratio

SLG:

0.59

BDN:

0.23

Omega Ratio

SLG:

1.07

BDN:

1.03

Calmar Ratio

SLG:

0.21

BDN:

-0.01

Martin Ratio

SLG:

0.59

BDN:

-0.03

Ulcer Index

SLG:

14.80%

BDN:

16.94%

Daily Std Dev

SLG:

36.81%

BDN:

36.72%

Max Drawdown

SLG:

-94.03%

BDN:

-97.00%

Current Drawdown

SLG:

-32.44%

BDN:

-61.11%

Fundamentals

Market Cap

SLG:

$4.14B

BDN:

$699.48M

EPS

SLG:

-$0.42

BDN:

-$1.20

PEG Ratio

SLG:

0.95

BDN:

14.94

PS Ratio

SLG:

6.39

BDN:

2.23

PB Ratio

SLG:

1.05

BDN:

0.69

Total Revenue (TTM)

SLG:

$944.27M

BDN:

$500.55M

Gross Profit (TTM)

SLG:

$531.05M

BDN:

$305.01M

EBITDA (TTM)

SLG:

$394.05M

BDN:

-$302.13M

Returns By Period

In the year-to-date period, SLG achieves a -19.00% return, which is significantly higher than BDN's -23.42% return. Over the past 10 years, SLG has outperformed BDN with an annualized return of -3.44%, while BDN has yielded a comparatively lower -5.70% annualized return.


SLG

YTD

-19.00%

1M

-7.30%

6M

-27.44%

1Y

12.06%

5Y*

11.48%

10Y*

-3.44%

BDN

YTD

-23.42%

1M

-8.37%

6M

-17.21%

1Y

3.57%

5Y*

-7.74%

10Y*

-5.70%

*Annualized

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Risk-Adjusted Performance

SLG vs. BDN — Risk-Adjusted Performance Rank

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

SLG
The Risk-Adjusted Performance Rank of SLG is 5858
Overall Rank
The Sharpe Ratio Rank of SLG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SLG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SLG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SLG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SLG is 5959
Martin Ratio Rank

BDN
The Risk-Adjusted Performance Rank of BDN is 4848
Overall Rank
The Sharpe Ratio Rank of BDN is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 5252
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.

SLG vs. BDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) and Brandywine Realty Trust (BDN). 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 SLG, currently valued at 0.24, compared to the broader market-2.00-1.000.001.002.003.00
SLG: 0.24
BDN: -0.01
The chart of Sortino ratio for SLG, currently valued at 0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
SLG: 0.59
BDN: 0.23
The chart of Omega ratio for SLG, currently valued at 1.07, compared to the broader market0.501.001.502.00
SLG: 1.07
BDN: 1.03
The chart of Calmar ratio for SLG, currently valued at 0.21, compared to the broader market0.001.002.003.004.005.00
SLG: 0.21
BDN: -0.01
The chart of Martin ratio for SLG, currently valued at 0.59, compared to the broader market-5.000.005.0010.0015.0020.00
SLG: 0.59
BDN: -0.03

The current SLG Sharpe Ratio is 0.24, which is higher than the BDN Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of SLG and BDN, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.24
-0.01
SLG
BDN

Dividends

SLG vs. BDN - Dividend Comparison

SLG's dividend yield for the trailing twelve months is around 5.58%, less than BDN's 14.89% yield.


TTM20242023202220212020201920182017201620152014
SLG
SL Green Realty Corp.
5.58%4.43%7.15%10.94%8.49%7.81%3.73%4.15%3.11%2.73%2.23%1.76%
BDN
Brandywine Realty Trust
14.89%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%

Drawdowns

SLG vs. BDN - Drawdown Comparison

The maximum SLG drawdown since its inception was -94.03%, roughly equal to the maximum BDN drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for SLG and BDN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.44%
-61.11%
SLG
BDN

Volatility

SLG vs. BDN - Volatility Comparison

SL Green Realty Corp. (SLG) has a higher volatility of 18.08% compared to Brandywine Realty Trust (BDN) at 15.08%. This indicates that SLG's price experiences larger fluctuations and is considered to be riskier than BDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
18.08%
15.08%
SLG
BDN

Financials

SLG vs. BDN - Financials Comparison

This section allows you to compare key financial metrics between SL Green Realty Corp. and Brandywine Realty Trust. 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