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

Company Info

ISIN

US3137472060

CUSIP

313747206

IPO Date

May 3, 1973

Highlights

Market Cap

$8.40B

EPS (TTM)

$3.48

PE Ratio

27.79

PEG Ratio

3.54

Total Revenue (TTM)

$1.22B

Gross Profit (TTM)

$734.78M

EBITDA (TTM)

$824.68M

Year Range

$80.65 - $115.61

Target Price

$114.47

Short %

3.08%

Short Ratio

2.25

Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

Federal Realty Investment Trust (FRT) returned -10.63% year-to-date (YTD) and 0.48% over the past 12 months. Over the past 10 years, FRT returned 0.31% annually, underperforming the S&P 500 benchmark at 10.87%.


FRT

YTD

-10.63%

1M

6.39%

6M

-11.88%

1Y

0.48%

5Y*

10.97%

10Y*

0.31%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-2.00%-2.95%-7.21%-2.79%4.18%-10.63%
2024-1.28%-0.86%2.34%2.01%-3.09%1.11%10.58%3.00%-0.03%-2.66%5.24%-4.03%12.07%
202310.38%-4.26%-6.46%0.06%-10.81%10.99%4.91%-3.53%-6.42%0.62%4.83%8.93%6.55%
2022-6.48%-7.77%4.78%-4.10%-1.79%-15.78%10.31%-4.11%-10.00%9.83%12.24%-8.08%-22.66%
20212.87%15.54%1.25%11.23%1.33%3.41%0.31%3.61%-2.22%2.00%1.93%12.00%65.97%
2020-2.88%-6.94%-35.22%11.61%-4.04%7.92%-10.46%3.85%-6.10%-6.35%26.81%-1.19%-30.66%
201912.31%0.77%3.98%-2.90%-2.33%-0.76%2.52%-2.12%6.19%-0.10%-2.90%-1.73%12.51%
2018-9.04%-5.68%2.78%-0.22%2.62%7.33%-0.83%4.07%-2.39%-1.91%6.48%-9.87%-8.10%
2017-1.18%0.21%-4.40%-1.96%-6.23%3.79%4.94%-4.30%-1.35%-2.97%9.70%1.21%-3.59%
20163.24%-1.84%6.04%-2.54%0.73%8.72%2.51%-6.31%-2.58%-5.65%-3.31%1.92%-0.22%
20157.73%-1.21%4.28%-9.20%0.60%-4.12%6.79%-5.64%6.45%5.16%2.11%0.34%12.34%
20147.48%2.12%3.79%2.46%1.68%1.83%0.98%2.20%-4.38%11.26%0.65%1.25%35.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FRT is 46, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FRT is 4646
Overall Rank
The Sharpe Ratio Rank of FRT is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FRT is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FRT is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FRT is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FRT is 4949
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 Federal Realty Investment Trust (FRT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Federal Realty Investment Trust Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.02
  • 5-Year: 0.35
  • 10-Year: 0.01
  • All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Federal Realty Investment Trust compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Federal Realty Investment Trust provided a 4.48% dividend yield over the last twelve months, with an annual payout of $4.39 per share.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$1.00$2.00$3.00$4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$4.39$3.28$4.34$4.30$4.26$4.22$4.14$4.04$3.96$3.84$3.62$3.30

Dividend yield

4.48%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$1.10$0.00$0.00$1.10$0.00$2.20
2024$0.00$0.00$1.09$0.00$0.00$1.09$0.00$0.00$0.00$1.10$0.00$0.00$3.28
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$4.34
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$4.30
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$4.26
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$4.22
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$4.14
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$4.04
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$3.96
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$3.84
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$3.62
2014$0.78$0.00$0.00$0.78$0.00$0.00$0.87$0.00$0.00$0.87$3.30

Dividend Yield & Payout


Dividend Yield

Federal Realty Investment Trust has a dividend yield of 4.48%, which is quite average when compared to the overall market.

Payout Ratio

Federal Realty Investment Trust has a payout ratio of 1.54%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 19.94%.


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
-35.7%Jun 18, 1973324Sep 26, 1974161May 16, 1975485
-29.77%Oct 9, 1997551Dec 15, 1999362May 23, 2001913

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Federal Realty Investment Trust, comparing actual results with analytics estimates. In the past quarter, the company did not meet analyst expectations for EPS, resulting in a surprise of -3.3%.


0.000.501.001.502.0020212022202320242025
0.71
0.73
Actual
Estimate

Valuation

The Valuation section provides an overview of how Federal Realty Investment Trust is priced in the market compared to other companies in the REIT - Retail industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for FRT, comparing it with other companies in the REIT - Retail industry. Currently, FRT has a P/E ratio of 27.8. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for FRT compared to other companies in the REIT - Retail industry. FRT currently has a PEG ratio of 3.5. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for FRT relative to other companies in the REIT - Retail industry. Currently, FRT has a P/S ratio of 6.9. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for FRT in comparison with other companies in the REIT - Retail industry. Currently, FRT has a P/B value of 2.7. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

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