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

Correlation

The correlation between WY and BDN is 0.30, 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.


-0.50.00.51.00.3

Performance

WY vs. BDN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
1.49%
22.36%
WY
BDN

Key characteristics

Sharpe Ratio

WY:

-0.18

BDN:

0.52

Sortino Ratio

WY:

-0.11

BDN:

0.92

Omega Ratio

WY:

0.99

BDN:

1.12

Calmar Ratio

WY:

-0.14

BDN:

0.29

Martin Ratio

WY:

-0.33

BDN:

1.62

Ulcer Index

WY:

12.79%

BDN:

12.18%

Daily Std Dev

WY:

22.71%

BDN:

37.61%

Max Drawdown

WY:

-72.53%

BDN:

-97.00%

Current Drawdown

WY:

-21.25%

BDN:

-50.09%

Fundamentals

Market Cap

WY:

$21.48B

BDN:

$923.76M

EPS

WY:

$0.73

BDN:

-$1.86

PEG Ratio

WY:

10.40

BDN:

14.94

Total Revenue (TTM)

WY:

$5.42B

BDN:

$383.61M

Gross Profit (TTM)

WY:

$1.26B

BDN:

$245.81M

EBITDA (TTM)

WY:

$1.20B

BDN:

-$13.92M

Returns By Period

In the year-to-date period, WY achieves a 7.28% return, which is significantly higher than BDN's -1.73% return. Over the past 10 years, WY has outperformed BDN with an annualized return of 2.27%, while BDN has yielded a comparatively lower -4.08% annualized return.


WY

YTD

7.28%

1M

8.01%

6M

1.49%

1Y

-4.55%

5Y*

3.29%

10Y*

2.27%

BDN

YTD

-1.73%

1M

1.53%

6M

22.36%

1Y

21.66%

5Y*

-11.30%

10Y*

-4.08%

*Annualized

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Risk-Adjusted Performance

WY vs. BDN — Risk-Adjusted Performance Rank

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

WY
The Risk-Adjusted Performance Rank of WY is 3434
Overall Rank
The Sharpe Ratio Rank of WY is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of WY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of WY is 2929
Omega Ratio Rank
The Calmar Ratio Rank of WY is 3737
Calmar Ratio Rank
The Martin Ratio Rank of WY is 3939
Martin Ratio Rank

BDN
The Risk-Adjusted Performance Rank of BDN is 6161
Overall Rank
The Sharpe Ratio Rank of BDN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BDN is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BDN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BDN is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BDN is 6464
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.

WY vs. BDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) 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.


Sharpe ratio
The chart of Sharpe ratio for WY, currently valued at -0.18, compared to the broader market-2.000.002.004.00-0.180.52
The chart of Sortino ratio for WY, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.110.92
The chart of Omega ratio for WY, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.12
The chart of Calmar ratio for WY, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.29
The chart of Martin ratio for WY, currently valued at -0.33, compared to the broader market-10.000.0010.0020.00-0.331.62
WY
BDN

The current WY Sharpe Ratio is -0.18, which is lower than the BDN Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of WY 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 Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.18
0.52
WY
BDN

Dividends

WY vs. BDN - Dividend Comparison

WY's dividend yield for the trailing twelve months is around 3.11%, less than BDN's 11.21% yield.


TTM20242023202220212020201920182017201620152014
WY
Weyerhaeuser Company
3.11%3.34%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%
BDN
Brandywine Realty Trust
11.21%10.71%13.33%12.36%5.66%6.38%4.83%5.59%3.52%3.76%4.39%3.75%

Drawdowns

WY vs. BDN - Drawdown Comparison

The maximum WY drawdown since its inception was -72.53%, smaller than the maximum BDN drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for WY and BDN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-21.25%
-50.09%
WY
BDN

Volatility

WY vs. BDN - Volatility Comparison

The current volatility for Weyerhaeuser Company (WY) is 9.21%, while Brandywine Realty Trust (BDN) has a volatility of 12.04%. This indicates that WY experiences smaller price fluctuations and is considered to be less risky 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%AugustSeptemberOctoberNovemberDecember2025
9.21%
12.04%
WY
BDN

Financials

WY vs. BDN - Financials Comparison

This section allows you to compare key financial metrics between Weyerhaeuser Company 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
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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.

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