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Freehold Royalties Ltd. (FRU.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Freehold Royalties Ltd. (FRU.TO)

Equity · Currency in CAD · Last updated May 15, 2024

Company Info

ISINCA3565001086
CUSIP356500108
SectorEnergy
IndustryOil & Gas E&P

Highlights

Market CapCA$2.06B
EPSCA$0.90
PE Ratio15.16
PEG Ratio-2.97
Revenue (TTM)CA$312.28M
Gross Profit (TTM)CA$383.38M
EBITDA (TTM)CA$281.72M
Year RangeCA$12.04 - CA$14.75
Target PriceCA$17.93
Short %4.08%
Short Ratio5.77

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.

Freehold Royalties Ltd.

Popular comparisons: FRU.TO vs. BIR.TO, FRU.TO vs. TLT, FRU.TO vs. ARCC, FRU.TO vs. ATD.TO, FRU.TO vs. ALA.TO, FRU.TO vs. SPY, FRU.TO vs. CNQ.TO

Performance

Performance Chart

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%December2024FebruaryMarchAprilMay
1,652.39%
604.42%
FRU.TO (Freehold Royalties Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Freehold Royalties Ltd. had a return of 2.86% year-to-date (YTD) and 2.79% in the last 12 months. Over the past 10 years, Freehold Royalties Ltd. had an annualized return of 0.62%, while the S&P 500 had an annualized return of 10.84%, indicating that Freehold Royalties Ltd. did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date2.86%10.00%
1 month-4.78%2.41%
6 months-5.10%16.70%
1 year2.79%26.85%
5 years (annualized)17.30%12.81%
10 years (annualized)0.62%10.84%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.41%-0.59%6.69%-2.27%2.86%
20232.15%-3.18%-5.56%2.14%-4.50%-3.35%4.31%3.88%2.84%-2.25%-1.82%-1.08%-6.86%
202213.42%8.08%1.67%5.25%5.35%-18.38%14.64%-0.64%0.95%18.50%-1.89%-3.74%45.15%
20215.56%26.26%5.50%11.46%12.67%8.65%-10.24%8.93%10.47%14.22%-7.54%7.63%135.56%
2020-2.45%-14.03%-50.16%27.42%-3.09%-1.78%2.12%16.60%-10.96%0.41%37.81%3.17%-23.27%
20198.36%0.80%-5.24%10.01%-11.50%5.34%-3.13%-10.41%4.43%-13.28%3.90%10.08%-4.58%
2018-4.00%-6.34%-1.09%5.76%-5.75%1.98%-0.54%-3.82%-4.82%-12.72%-10.31%-3.42%-37.77%
2017-8.55%5.65%-0.58%0.95%-4.37%1.40%9.35%-1.39%5.86%7.41%-3.22%-7.36%3.37%
2016-0.70%0.50%-1.03%19.17%-7.10%3.13%-6.14%1.69%12.43%-0.09%6.22%6.53%36.80%
2015-6.33%6.84%-4.86%-0.16%-0.62%-7.90%-19.13%-14.91%-0.30%-5.55%15.46%-6.19%-38.94%
20141.68%2.11%3.31%7.40%5.74%2.97%-3.63%1.84%-10.38%-8.74%-6.68%-1.07%-7.06%
20133.75%-6.32%9.35%5.49%-2.22%-0.50%0.76%0.77%1.14%0.38%-4.31%-1.42%6.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FRU.TO is 49, 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 FRU.TO is 4949
FRU.TO (Freehold Royalties Ltd.)
The Sharpe Ratio Rank of FRU.TO is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of FRU.TO is 4444Sortino Ratio Rank
The Omega Ratio Rank of FRU.TO is 4242Omega Ratio Rank
The Calmar Ratio Rank of FRU.TO is 5454Calmar Ratio Rank
The Martin Ratio Rank of FRU.TO is 5454Martin 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 Freehold Royalties Ltd. (FRU.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

FRU.TO
Sharpe ratio
The chart of Sharpe ratio for FRU.TO, currently valued at 0.22, compared to the broader market-2.00-1.000.001.002.003.004.000.22
Sortino ratio
The chart of Sortino ratio for FRU.TO, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.006.000.44
Omega ratio
The chart of Omega ratio for FRU.TO, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for FRU.TO, currently valued at 0.20, compared to the broader market0.002.004.006.000.20
Martin ratio
The chart of Martin ratio for FRU.TO, currently valued at 0.82, compared to the broader market-10.000.0010.0020.0030.000.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market-2.00-1.000.001.002.003.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market-10.000.0010.0020.0030.009.02

Sharpe Ratio

The current Freehold Royalties Ltd. Sharpe ratio is 0.22. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Freehold Royalties Ltd. 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 Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.22
2.78
FRU.TO (Freehold Royalties Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Freehold Royalties Ltd. granted a 7.87% dividend yield in the last twelve months. The annual payout for that period amounted to CA$1.08 per share.

PeriodTTM20232022202120202019201820172016201520142013
DividendCA$1.08CA$1.08CA$0.97CA$0.49CA$0.30CA$0.63CA$0.63CA$0.58CA$0.54CA$1.00CA$1.68CA$1.68

Dividend yield

7.87%7.89%6.13%4.21%5.71%8.64%7.56%4.13%3.81%9.21%8.79%7.60%

Monthly Dividends

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024CA$0.09CA$0.09CA$0.09CA$0.09CA$0.00CA$0.36
2023CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$1.08
2022CA$0.06CA$0.06CA$0.08CA$0.08CA$0.08CA$0.08CA$0.08CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.97
2021CA$0.02CA$0.02CA$0.03CA$0.03CA$0.04CA$0.04CA$0.04CA$0.05CA$0.05CA$0.05CA$0.06CA$0.06CA$0.49
2020CA$0.05CA$0.05CA$0.05CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.02CA$0.30
2019CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.63
2018CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.63
2017CA$0.04CA$0.04CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.05CA$0.58
2016CA$0.07CA$0.07CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.54
2015CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.09CA$0.07CA$0.07CA$0.07CA$0.07CA$1.00
2014CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$1.68
2013CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$0.14CA$1.68

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%7.9%
Freehold Royalties Ltd. has a dividend yield of 7.87%, which means its dividend payment is significantly above the market average.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%40.2%
Freehold Royalties Ltd. has a payout ratio of 40.23%, which is quite average when compared to the overall market. This suggests that Freehold Royalties Ltd. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

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

-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-12.31%
0
FRU.TO (Freehold Royalties Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Freehold Royalties Ltd.. 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 Freehold Royalties Ltd. was 86.95%, occurring on Mar 23, 2020. Recovery took 649 trading sessions.

The current Freehold Royalties Ltd. drawdown is 12.31%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.95%Jun 20, 20141444Mar 23, 2020649Oct 24, 20222093
-65.09%Jul 2, 2008162Feb 23, 2009403Sep 30, 2010565
-59.13%Sep 4, 1997324Dec 15, 1998420Aug 16, 2000744
-40%Aug 14, 200664Nov 13, 2006343Mar 26, 2008407
-30.43%Apr 11, 2011122Oct 4, 2011261Oct 18, 2012383

Volatility

Volatility Chart

The current Freehold Royalties Ltd. volatility is 4.36%, 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%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.36%
3.07%
FRU.TO (Freehold Royalties Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Freehold Royalties Ltd. 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