Brixmor Property

10-Year Study

BRX.US · Real Estate · US · Common Stock

Executive Summary: Brixmor Property has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 59.2% and an annualized volatility of 30.1%.

1Y CAGR
+25.6%
3Y CAGR
+20.3%
5Y CAGR
+10.7%
10Y CAGR
+7.0%

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 →
59.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +60.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -19.5%
% 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.
20263.413.0-5.96.3————————16.9%
2025-5.47.3-5.0-5.12.02.51.57.1-1.1-4.5-0.10.3-1.7%
2024-2.40.83.7-4.61.92.611.67.51.7-2.311.6-7.425.3%
20235.0-3.8-4.90.3-6.19.84.6-3.3-5.51.33.58.17.7%
20220.8-0.92.7-0.7-3.9-17.116.1-7.3-14.016.98.8-2.2-6.8%
20213.716.22.811.61.70.81.51.9-5.77.0-3.011.760.3%
2020-6.4-8.8-47.825.0-2.514.9-10.22.5-0.9-6.239.38.4-19.4%
201918.91.95.2-1.2-4.14.37.8-2.910.110.0-0.4-1.556.9%
2018-11.7-4.3-1.9-0.66.69.83.13.0-3.9-5.91.9-11.0-15.9%
2017-0.1-3.3-8.1-6.8-8.7-0.911.2-4.40.4-5.83.43.3-19.5%
2016———-0.50.04.88.30.6-2.7-7.7-4.20.3-2.0%

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 30.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.1% of variance. Idiosyncratic stock-specific factors contribute 9.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019950.71681716516
2016-05-019950.71681716516
2016-06-0110427.590891903845
2016-07-0111296.679633676627
2016-08-0111360.382473387723
2016-09-0111054.0448739722
2016-10-0110201.298409992502
2016-11-019771.913071899613
2016-12-019799.983337285388
2017-01-019787.80673814544
2017-02-019467.369918673136
2017-03-018704.794375692945
2017-04-018109.422765113403
2017-05-017407.281606285688
2017-06-017341.592058293866
2017-07-018162.4230150541225
2017-08-017799.880797503156
2017-09-017833.27031409217
2017-10-017381.838922819588
2017-11-017635.368534386074
2017-12-017884.668379935529
2018-01-016960.0799810301405
2018-02-016664.188621929415
2018-03-016539.795048610265
2018-04-016503.201163826528
2018-05-016935.598608022457
2018-06-017612.553432839646
2018-07-017849.48441715747
2018-08-018084.6850426501405
2018-09-017769.631561744971
2018-10-017309.868813166108
2018-11-017445.22132571121
2018-12-016628.4919602402
2019-01-017882.6816716548
2019-02-018034.504636720777
2019-03-018453.315559771081
2019-04-018355.005543556977
2019-05-018013.868505546762
2019-06-018355.005543556977
2019-07-019007.607170094272
2019-08-018746.579336952133
2019-09-019629.318687234438
2019-10-0110596.845619949116
2019-11-0110558.39320161244
2019-12-0110399.584713881964
2020-01-019739.164428949543
2020-02-018885.264392419747
2020-03-014635.374943122464
2020-04-015795.933015887257
2020-05-015649.1088652050485
2020-06-016489.422380589219
2020-07-015826.310426373232
2020-08-015973.070489691548
2020-09-015917.442657831156
2020-10-015547.914917615694
2020-11-017729.5769593109335
2020-12-018377.500208283933
2021-01-018687.939398988701
2021-02-0110099.143151944732
2021-03-0110381.383902535938
2021-04-0111587.31582893801
2021-05-0111779.257483801919
2021-06-0111872.632772996149
2021-07-0112051.82104244506
2021-08-0112276.959951806304
2021-09-0111575.39557925364
2021-10-0112387.12613034088
2021-11-0112017.213865942054
2021-12-0113428.161269442504
2022-01-0113529.162954940173
2022-02-0113401.11640187904
2022-03-0113769.17013272493
2022-04-0113666.245826310425
2022-05-0113127.783794869165
2022-06-0110882.354826098937
2022-07-0112631.619423598251
2022-08-0111705.236578503816
2022-09-0110064.984586988983
2022-10-0111765.478700564609
2022-11-0112797.926132904377
2022-12-0112516.326255952115
2023-01-0113141.883014925948
2023-02-0112644.821420560507
2023-03-0112019.264661586674
2023-04-0112058.87065247345
2023-05-0111323.916763331774
2023-06-0112437.626973089715
2023-07-0113009.734870575568
2023-08-0112574.902106551652
2023-09-0111888.398264514186
2023-10-0112044.835519780565
2023-11-0112467.748034120112
2023-12-0113481.610130930487
2024-01-0113155.085011888208
2024-02-0113254.740862744095
2024-03-0113747.188166909133
2024-04-0113113.4923127207
2024-05-0113356.767946064074
2024-06-0113700.917090177329
2024-07-0115296.88471324109
2024-08-0116450.008651794127
2024-09-0116732.249402385332
2024-10-0116345.930772829523
2024-11-0118238.302453905166
2024-12-0116885.738638912564
2025-01-0115973.198664419337
2025-02-0117137.79424110948
2025-03-0116273.512051628783
2025-04-0115435.95429289207
2025-05-0115745.752609957895
2025-06-0116136.17283080295
2025-07-0116373.103815120772
2025-08-0117538.59661490544
2025-09-0117344.347814941328
2025-10-0116566.32721726257
2025-11-0116553.702006575364
2025-12-0116604.33102405199
2026-01-0117169.004787326085
2026-02-0119399.245050853322
2026-03-0118260.156244993177
2026-04-0119405.65378724277
Annual Return Matrix
YearAnnual Return
2017-0.195440634073609
2018-0.15931886531740225
20190.5689216757389126
2020-0.19443896667324
20210.6028840269277846
2022-0.0679046814522094
20230.07712198094223788
20240.2525016281380279
2025-0.0166654015485046
20260.16871036593602984
Total Factor Risk
0.3012285197441728
VTI.US Exposure
-0.11145698809243049
VEA.US Exposure
-0.019889703775636786
VWO.US Exposure
0.00399619364432695
QQQ.US Exposure
0.045325622641058626
VTV.US Exposure
0.17006528107255914
IJR.US Exposure
0.07527421476289846
QUAL.US Exposure
-0.020445393558967254
SHV.US Exposure
0.5106618752349761
TLT.US Exposure
0.03507156769758452
LQD.US Exposure
-0.018968166491158494
HYG.US Exposure
0.006906811484192853
GLD.US Exposure
-0.002723090615835252
USO.US Exposure
-0.000014092125280363394
VNQ.US Exposure
0.17341741849626297
BTC-USD.CC Exposure
-0.0006806453690002608
CPER.US Exposure
-0.014598483897915742
VIX.INDX Exposure
0.027360949300352492
UUP.US Exposure
0.04027928506326953
TIP.US Exposure
0.0009269856546075231
Idiosyncratic Exposure
0.09949035887413551
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.1%

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 →23.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.10%
Market Cap$8.9B
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
$197
Avg Yield on Cost
1.97%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$197.391.97%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 →
+3.0%
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 →
+12.4%
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 →
1.2% 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 →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brixmor Property a high-risk investment?

Brixmor Property (BRX.US) has an annualized volatility of 30.1% and experienced a maximum drawdown of 59.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRX.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. 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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