PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin BSP Realty Trust, Inc. (FBRT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US35243J1016

CUSIP

35243J101

Sector

Real Estate

IPO Date

Oct 19, 2021

Highlights

Market Cap

$1.05B

EPS (TTM)

$0.81

PE Ratio

15.84

Total Revenue (TTM)

$645.85M

Gross Profit (TTM)

$524.51M

EBITDA (TTM)

$351.75M

Year Range

$11.12 - $13.74

Target Price

$15.20

Short %

3.25%

Short Ratio

7.18

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FBRT vs. FDUS FBRT vs. NRT FBRT vs. PMT FBRT vs. DEC.L FBRT vs. XCH.TO FBRT vs. ECCC FBRT vs. SVOL FBRT vs. VTIAX FBRT vs. EC FBRT vs. TRMD
Popular comparisons:
FBRT vs. FDUS FBRT vs. NRT FBRT vs. PMT FBRT vs. DEC.L FBRT vs. XCH.TO FBRT vs. ECCC FBRT vs. SVOL FBRT vs. VTIAX FBRT vs. EC FBRT vs. TRMD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin BSP Realty Trust, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.51%
12.14%
FBRT (Franklin BSP Realty Trust, Inc.)
Benchmark (^GSPC)

Returns By Period

Franklin BSP Realty Trust, Inc. had a return of 3.36% year-to-date (YTD) and 10.04% in the last 12 months.


FBRT

YTD

3.36%

1M

-0.00%

6M

7.25%

1Y

10.04%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of FBRT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.11%0.70%6.34%-6.51%2.00%1.75%9.84%-1.59%-1.51%-0.38%3.36%
202312.40%-3.38%-12.21%5.87%6.81%7.65%0.99%-1.12%-3.86%-4.76%3.73%5.90%16.56%
2022-9.84%-2.01%8.66%-5.15%16.74%-10.71%13.87%-15.96%-14.01%30.83%3.62%-9.21%-3.86%
2021-4.03%-6.52%-0.82%-11.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FBRT is 58, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FBRT is 5858
Combined Rank
The Sharpe Ratio Rank of FBRT is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FBRT is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FBRT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FBRT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FBRT is 6060
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin BSP Realty Trust, Inc. (FBRT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FBRT, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.462.54
The chart of Sortino ratio for FBRT, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.783.40
The chart of Omega ratio for FBRT, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.47
The chart of Calmar ratio for FBRT, currently valued at 0.83, compared to the broader market0.002.004.006.000.833.66
The chart of Martin ratio for FBRT, currently valued at 1.72, compared to the broader market0.0010.0020.0030.001.7216.26
FBRT
^GSPC

The current Franklin BSP Realty Trust, Inc. Sharpe ratio is 0.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin BSP Realty Trust, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.46
2.54
FBRT (Franklin BSP Realty Trust, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin BSP Realty Trust, Inc. provided a 11.04% dividend yield over the last twelve months, with an annual payout of $1.42 per share. The company has been increasing its dividends for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$1.42$1.42$1.42$0.29

Dividend yield

11.04%10.51%11.01%1.91%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin BSP Realty Trust, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$1.07
2023$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$1.42
2022$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$1.42
2021$0.29$0.29

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%11.0%
Franklin BSP Realty Trust, Inc. has a dividend yield of 11.04%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%140.6%
Franklin BSP Realty Trust, Inc. has a payout ratio of 140.59%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.79%
-0.88%
FBRT (Franklin BSP Realty Trust, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin BSP Realty Trust, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin BSP Realty Trust, Inc. was 31.33%, occurring on Sep 29, 2022. Recovery took 195 trading sessions.

The current Franklin BSP Realty Trust, Inc. drawdown is 5.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.33%Nov 15, 2021220Sep 29, 2022195Jul 12, 2023415
-15.19%Jul 20, 202367Oct 23, 202337Dec 14, 2023104
-13.6%Dec 27, 202333Feb 13, 2024105Jul 16, 2024138
-12.41%Jul 24, 202414Aug 12, 2024
-4.85%Oct 20, 202112Nov 4, 20216Nov 12, 202118

Volatility

Volatility Chart

The current Franklin BSP Realty Trust, Inc. volatility is 5.48%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.48%
3.96%
FBRT (Franklin BSP Realty Trust, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Franklin BSP Realty Trust, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Franklin BSP Realty Trust, Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items