Brandywine Realty Trust

10-Year Study

BDN.US · Real Estate · US · Common Stock

Executive Summary: Brandywine Realty Trust has compounded at -9.1% annually over the last 10 years, with a maximum drawdown of 70.6% and an annualized volatility of 53.4%.

1Y CAGR
-29.4%
3Y CAGR
+0.7%
5Y CAGR
-19.8%
10Y CAGR
-9.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
70.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -50.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.412.7-17.67.7————————-0.4%
20250.8-8.0-11.7-8.16.81.4-3.46.5-2.1-16.00.0-14.9-41.3%
2024-9.8-9.311.6-2.21.5-2.816.43.84.0-4.310.50.017.1%
202310.0-10.2-19.7-13.3-0.819.213.0-1.0-9.2-14.719.321.11.7%
2022-2.93.76.1-16.3-4.5-13.5-1.1-14.1-15.9-0.25.3-11.0-50.7%
2021-6.111.25.66.33.9-2.53.2-0.6-3.30.1-3.04.419.5%
20200.4-13.1-22.58.3-13.512.81.22.8-7.1-13.827.17.0-19.1%
201918.74.50.9-1.8-1.8-5.24.4-2.75.62.21.02.129.0%
2018-0.4-12.71.42.60.93.8-1.31.6-6.2-9.51.5-9.8-26.0%
2017-1.53.5-2.65.62.70.6-3.22.21.80.9-1.55.614.4%
2016———6.65.66.41.4-4.4-3.20.3-1.07.620.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 53.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.6% of variance. Idiosyncratic stock-specific factors contribute 12.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110655.715010843986
2016-05-0111254.364511713042
2016-06-0111974.220540507284
2016-07-0112139.725900973652
2016-08-0111607.217018134834
2016-09-0111240.213495762386
2016-10-0111269.28460461754
2016-11-0111160.229492563027
2016-12-0112003.59928014397
2017-01-0111818.713180440836
2017-02-0112229.707904572933
2017-03-0111914.078722716997
2017-04-0112581.329887868582
2017-05-0112922.338609201235
2017-06-0112996.477627551414
2017-07-0112576.715426145542
2017-08-0112853.58312952794
2017-09-0113085.536738806088
2017-10-0113205.820374386662
2017-11-0113009.551935766694
2017-12-0113734.483872456278
2018-01-0113684.186239675142
2018-02-0111944.995616261362
2018-03-0112112.808207589253
2018-04-0112433.359481949765
2018-05-0112549.028655807302
2018-06-0113027.54833648655
2018-07-0112863.273499146326
2018-08-0113073.84676910772
2018-09-0112262.624398197284
2018-10-0111097.011366957378
2018-11-0111262.824358205284
2018-12-0110157.81459092797
2019-01-0112052.512574408196
2019-02-0112589.02065740698
2019-03-0112701.152077276854
2019-04-0112471.659514250996
2019-05-0112244.781812868197
2019-06-0111604.60215649178
2019-07-0112110.193345946196
2019-08-0111781.797486656516
2019-09-0112438.743020626645
2019-10-0112708.073769861414
2019-11-0112832.818051774262
2019-12-0113098.918677802902
2020-01-0113149.062495193271
2020-02-0111431.713657268547
2020-03-018855.767308076845
2020-04-019593.312106809408
2020-05-018295.264024118253
2020-06-019361.204682140497
2020-07-019473.489917401135
2020-08-019735.898974051344
2020-09-019044.80642333072
2020-10-017798.286496546844
2020-11-019908.018396320736
2020-12-0110602.494885638256
2021-01-019956.931690584961
2021-02-0111070.401304354513
2021-03-0111685.970498208051
2021-04-0112427.360681709812
2021-05-0112914.186393490532
2021-06-0112592.712226785412
2021-07-0112999.400119976006
2021-08-0112924.799655453526
2021-09-0112496.577607555413
2021-10-0112509.344284989156
2021-11-0112131.727500653715
2021-12-0112669.773737560181
2022-01-0112307.999938473844
2022-02-0112757.756141079477
2022-03-0113532.985710550198
2022-04-0111323.889068340179
2022-05-0110819.374586621137
2022-06-019354.129174165168
2022-07-019253.226277821359
2022-08-017946.872164028733
2022-09-016680.202421054251
2022-10-016669.127712918955
2022-11-017024.9027117653395
2022-12-016252.288003937674
2023-01-016876.778490455755
2023-02-016174.457416209066
2023-03-014958.392936797256
2023-04-014296.832941104087
2023-05-014264.070262870504
2023-06-015084.060111054712
2023-07-015744.697214403273
2023-08-015687.785519819113
2023-09-015164.505560426377
2023-10-014404.965160813991
2023-11-015252.949410117976
2023-12-016360.112592866043
2024-01-015738.698414163321
2024-02-015206.035715933736
2024-03-015811.299278605817
2024-04-015683.478688877609
2024-05-015771.153461615369
2024-06-015608.4167781828255
2024-07-016526.540845677019
2024-08-016772.645470905819
2024-09-017044.437266392875
2024-10-016744.497254395275
2024-11-017449.43319028502
2024-12-017449.43319028502
2025-01-017512.189869718364
2025-02-016910.156430252411
2025-03-016102.779444111178
2025-04-015605.955731930538
2025-05-015988.1869779890185
2025-06-016073.093073692955
2025-07-015866.211373109994
2025-08-016247.519726823867
2025-09-016115.546121544922
2025-10-015135.588266961992
2025-11-015135.588266961992
2025-12-014372.048667189639
2026-01-014352.975558734407
2026-02-014906.710965499208
2026-03-014042.576100164583
2026-04-014352.975558734407
Annual Return Matrix
YearAnnual Return
20170.14419713220312924
2018-0.26041526676521964
20190.2895410287860203
2020-0.1905824330671677
20210.19498041491368068
2022-0.5065193638460604
20230.017245620940759654
20240.17127379138552312
2025-0.41310317771675165
2026-0.004362510554461019
Total Factor Risk
0.5339085932921444
VTI.US Exposure
0.04311741811995305
VEA.US Exposure
-0.03862956231308633
VWO.US Exposure
0.05755186329284473
QQQ.US Exposure
0.03736336416428863
VTV.US Exposure
0.16024628459422846
IJR.US Exposure
0.00869064336295153
QUAL.US Exposure
-0.0765022205123207
SHV.US Exposure
0.5058979355372782
TLT.US Exposure
-0.012437762608931927
LQD.US Exposure
0.03284390125156376
HYG.US Exposure
-0.012016674038233465
GLD.US Exposure
-0.004290051502496332
USO.US Exposure
-0.00006067948709996481
VNQ.US Exposure
0.17124121038278428
BTC-USD.CC Exposure
-0.0015903865113661834
CPER.US Exposure
-0.001318857310846781
VIX.INDX Exposure
-0.0020539830819113355
UUP.US Exposure
-0.0015504668291970733
TIP.US Exposure
0.0046151837418706675
Idiosyncratic Exposure
0.12888283974772688
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →17.90%
Market Cap$447.7M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$123
Avg Yield on Cost
1.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$123.051.23%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-16.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
35.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brandywine Realty Trust a high-risk investment?

Brandywine Realty Trust (BDN.US) has an annualized volatility of 53.4% and experienced a maximum drawdown of 70.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BDN.US?

Over the past 10 years, BDN.US has generated a Compound Annual Growth Rate (CAGR) of -9.1%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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