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Fraport AG (FRA.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINDE0005773303
SectorIndustrials
IndustryAirports & Air Services

Highlights

Market Cap€4.19B
EPS€4.26
PE Ratio10.66
Revenue (TTM)€4.05B
Gross Profit (TTM)€1.10B
EBITDA (TTM)€1.13B
Year Range€44.24 - €57.60
Target Price€60.80

Share Price Chart


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Fraport AG

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Fraport AG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2024FebruaryMarchApril
106.03%
220.41%
FRA.DE (Fraport AG)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fraport AG had a return of -13.29% year-to-date (YTD) and -1.23% in the last 12 months. Over the past 10 years, Fraport AG had an annualized return of 0.29%, while the S&P 500 had an annualized return of 10.52%, indicating that Fraport AG did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-13.29%6.92%
1 month-2.72%-2.83%
6 months3.22%23.86%
1 year-1.23%23.33%
5 years (annualized)-7.91%11.66%
10 years (annualized)0.29%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.04%-6.17%-4.94%
20230.36%-6.99%12.05%4.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FRA.DE is 44, suggesting that the investment has average results relative to the market 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 FRA.DE is 4444
Fraport AG(FRA.DE)
The Sharpe Ratio Rank of FRA.DE is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of FRA.DE is 4040Sortino Ratio Rank
The Omega Ratio Rank of FRA.DE is 4040Omega Ratio Rank
The Calmar Ratio Rank of FRA.DE is 4848Calmar Ratio Rank
The Martin Ratio Rank of FRA.DE is 4747Martin 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 Fraport AG (FRA.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FRA.DE
Sharpe ratio
The chart of Sharpe ratio for FRA.DE, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.004.00-0.02
Sortino ratio
The chart of Sortino ratio for FRA.DE, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.006.000.18
Omega ratio
The chart of Omega ratio for FRA.DE, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for FRA.DE, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.01
Martin ratio
The chart of Martin ratio for FRA.DE, currently valued at -0.08, compared to the broader market0.0010.0020.0030.00-0.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Fraport AG Sharpe ratio is -0.02. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.02
2.61
FRA.DE (Fraport AG)
Benchmark (^GSPC)

Dividends

Dividend History

Fraport AG granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.00€0.00€0.00€0.00€2.00€2.00€1.50€1.50€1.35€1.35€1.25€1.25

Dividend yield

0.00%0.00%0.00%0.00%4.05%2.64%2.40%1.63%2.40%2.29%2.60%2.30%

Monthly Dividends

The table displays the monthly dividend distributions for Fraport AG. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€2.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.00€2.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€1.50€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€1.50€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2016€0.00€0.00€0.00€0.00€1.35€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2015€0.00€0.00€0.00€0.00€0.00€1.35€0.00€0.00€0.00€0.00€0.00€0.00
2014€0.00€0.00€0.00€0.00€0.00€1.25€0.00€0.00€0.00€0.00€0.00€0.00
2013€1.25€0.00€0.00€0.00€0.00€0.00€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-48.70%
-2.31%
FRA.DE (Fraport AG)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fraport AG. 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 Fraport AG was 67.57%, occurring on Mar 17, 2020. The portfolio has not yet recovered.

The current Fraport AG drawdown is 48.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.57%Jan 29, 2018537Mar 17, 2020
-64.12%Feb 28, 2006767Mar 9, 2009592Jul 4, 20111359
-53.39%Jun 12, 2001399Jan 8, 2003611Jun 1, 20051010
-35.28%Jul 11, 2011118Dec 21, 2011460Oct 11, 2013578
-23.67%May 20, 2015281Jun 27, 2016165Feb 15, 2017446

Volatility

Volatility Chart

The current Fraport AG volatility is 8.22%, 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%NovemberDecember2024FebruaryMarchApril
8.22%
3.59%
FRA.DE (Fraport AG)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items