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Federal Realty Investment Trust (FRT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3137472060
CUSIP313747206
SectorReal Estate
IndustryREIT—Retail

Highlights

Market Cap$8.54B
EPS$2.80
PE Ratio36.47
PEG Ratio3.88
Revenue (TTM)$1.14B
Gross Profit (TTM)$730.58M
EBITDA (TTM)$709.79M
Year Range$81.61 - $105.37
Target Price$112.88
Short %2.62%
Short Ratio2.74

Share Price Chart


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Compare to other instruments

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Federal Realty Investment Trust

Popular comparisons: FRT vs. WST, FRT vs. EWZ, FRT vs. BEN, FRT vs. VNQ, FRT vs. VOO, FRT vs. MAIN, FRT vs. FREL, FRT vs. TIP, FRT vs. VOOG, FRT vs. ABBV

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.76%
15.74%
FRT (Federal Realty Investment Trust)
Benchmark (^GSPC)

S&P 500

Returns By Period

Federal Realty Investment Trust had a return of -3.83% year-to-date (YTD) and 6.30% in the last 12 months. Over the past 10 years, Federal Realty Investment Trust had an annualized return of 1.88%, while the S&P 500 had an annualized return of 10.53%, indicating that Federal Realty Investment Trust did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-3.83%6.12%
1 month-1.08%-1.08%
6 months11.76%15.73%
1 year6.30%22.34%
5 years (annualized)-1.71%11.82%
10 years (annualized)1.88%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.28%-0.86%2.34%
2023-6.42%0.62%4.83%8.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FRT is 56, 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 FRT is 5656
Federal Realty Investment Trust(FRT)
The Sharpe Ratio Rank of FRT is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of FRT is 5252Sortino Ratio Rank
The Omega Ratio Rank of FRT is 5050Omega Ratio Rank
The Calmar Ratio Rank of FRT is 5757Calmar Ratio Rank
The Martin Ratio Rank of FRT is 5959Martin 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 Federal Realty Investment Trust (FRT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FRT
Sharpe ratio
The chart of Sharpe ratio for FRT, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.000.25
Sortino ratio
The chart of Sortino ratio for FRT, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.006.000.54
Omega ratio
The chart of Omega ratio for FRT, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for FRT, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.000.15
Martin ratio
The chart of Martin ratio for FRT, currently valued at 0.79, compared to the broader market-10.000.0010.0020.0030.000.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market-10.000.0010.0020.0030.007.65

Sharpe Ratio

The current Federal Realty Investment Trust Sharpe ratio is 0.25. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.25
1.89
FRT (Federal Realty Investment Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Federal Realty Investment Trust granted a 4.44% dividend yield in the last twelve months. The annual payout for that period amounted to $4.35 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.35$4.34$4.30$4.26$4.22$4.14$4.04$3.96$3.84$3.62$3.30$3.02

Dividend yield

4.44%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$1.09
2023$0.00$0.00$1.08$0.00$0.00$1.08$0.00$0.00$1.09$0.00$0.00$1.09
2022$0.00$0.00$1.07$0.00$0.00$1.07$0.00$0.00$1.08$0.00$0.00$1.08
2021$0.00$0.00$1.06$0.00$0.00$1.06$0.00$0.00$1.07$0.00$0.00$1.07
2020$0.00$0.00$1.05$0.00$0.00$1.05$0.00$0.00$1.06$0.00$0.00$1.06
2019$0.00$0.00$1.02$0.00$0.00$1.02$0.00$0.00$1.05$0.00$0.00$1.05
2018$0.00$0.00$1.00$0.00$0.00$1.00$0.00$0.00$1.02$0.00$0.00$1.02
2017$0.00$0.00$0.98$0.00$0.00$0.98$0.00$0.00$1.00$0.00$0.00$1.00
2016$0.00$0.00$0.94$0.00$0.00$0.94$0.00$0.00$0.98$0.00$0.00$0.98
2015$0.00$0.00$0.87$0.00$0.00$0.87$0.00$0.00$0.94$0.00$0.00$0.94
2014$0.00$0.00$0.78$0.00$0.00$0.78$0.00$0.00$0.87$0.00$0.00$0.87
2013$0.73$0.00$0.00$0.73$0.00$0.00$0.78$0.00$0.00$0.78

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%4.4%
Federal Realty Investment Trust has a dividend yield of 4.44%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%1.6%
Federal Realty Investment Trust has a payout ratio of 1.55%, which is below the market average. This means Federal Realty Investment Trust returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-23.13%
-3.66%
FRT (Federal Realty Investment Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Federal Realty Investment Trust. 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 Federal Realty Investment Trust was 57.42%, occurring on Mar 2, 2009. Recovery took 503 trading sessions.

The current Federal Realty Investment Trust drawdown is 23.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.42%Oct 8, 2007352Mar 2, 2009503Feb 28, 2011855
-56.47%Aug 2, 2016925Apr 3, 2020
-47.66%Aug 3, 1989318Nov 2, 1990316Feb 4, 1992634
-35.72%Jul 10, 1973309Sep 26, 1974160May 15, 1975469
-29.77%Oct 9, 1997551Dec 15, 1999362May 23, 2001913

Volatility

Volatility Chart

The current Federal Realty Investment Trust volatility is 6.56%, 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%NovemberDecember2024FebruaryMarchApril
6.56%
3.44%
FRT (Federal Realty Investment Trust)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Federal Realty Investment Trust 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

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Cost Of Revenue

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Gross Profit

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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