ABM vs. FRT
ABM (ABM Industries Incorporated) and FRT (Federal Realty Investment Trust) are both stocks. ABM operates in Specialty Business Services (Industrials), while FRT operates in REIT - Retail (Real Estate). Over the past 10 years, ABM returned 3.34%/yr vs 1.31%/yr for FRT. At a 0.29 correlation, their price movements are largely independent.
Performance
ABM vs. FRT - Performance Comparison
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Returns By Period
In the year-to-date period, ABM achieves a 1.73% return, which is significantly lower than FRT's 23.82% return. Over the past 10 years, ABM has outperformed FRT with an annualized return of 3.34%, while FRT has yielded a comparatively lower 1.31% annualized return.
ABM
- 1D
- -0.26%
- 1M
- 5.55%
- YTD
- 1.73%
- 6M
- -2.77%
- 1Y
- -6.64%
- 3Y*
- -0.78%
- 5Y*
- -0.65%
- 10Y*
- 3.34%
FRT
- 1D
- -0.38%
- 1M
- 5.55%
- YTD
- 23.82%
- 6M
- 30.67%
- 1Y
- 32.44%
- 3Y*
- 13.10%
- 5Y*
- 4.22%
- 10Y*
- 1.31%
ABM vs. FRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABM ABM Industries Incorporated | 1.73% | -15.53% | 16.35% | 3.04% | 10.73% | 9.81% | 2.14% | 20.39% | -13.05% | -6.13% |
FRT Federal Realty Investment Trust | 23.82% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
Correlation
The correlation between ABM and FRT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 1984 | 0.29 |
Over the past year, ABM and FRT have become more correlated (0.51) than their long-term average of 0.29, meaning their price movements have been converging.
Fundamentals
ABM:
$2.51B
FRT:
$10.58B
ABM:
$2.59
FRT:
$5.87
ABM:
16.37
FRT:
20.81
ABM:
0.50
FRT:
1.26
ABM:
0.29
FRT:
8.04
ABM:
1.43
FRT:
3.36
ABM:
$9.05B
FRT:
$1.31B
ABM:
$1.04B
FRT:
$703.03M
ABM:
$398.40M
FRT:
$1.09B
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Return for Risk
ABM vs. FRT — Risk / Return Rank
ABM
FRT
ABM vs. FRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) and Federal Realty Investment Trust (FRT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABM | FRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 4.68 | -4.96 |
| Martin ratioReturn relative to average drawdown | -0.55 | 11.42 | -11.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABM | FRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 1.91 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.18 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.04 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.41 | -0.12 |
Drawdowns
ABM vs. FRT - Drawdown Comparison
The maximum ABM drawdown since its inception was -59.64%, roughly equal to the maximum FRT drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for ABM and FRT.
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Drawdown Indicators
| ABM | FRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.64% | -57.42% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -23.78% | -6.96% | -16.82% |
Max Drawdown (3Y)Largest decline over 3 years | -34.37% | -27.38% | -6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -34.37% | -34.99% | +0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -52.00% | -56.47% | +4.47% |
Current DrawdownCurrent decline from peak | -24.96% | -0.38% | -24.58% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -11.78% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.19% | 2.85% | +9.34% |
Volatility
ABM vs. FRT - Volatility Comparison
ABM Industries Incorporated (ABM) has a higher volatility of 9.24% compared to Federal Realty Investment Trust (FRT) at 4.11%. This indicates that ABM's price experiences larger fluctuations and is considered to be riskier than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABM | FRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 4.11% | +5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 22.35% | 11.81% | +10.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.65% | 17.08% | +10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.96% | 23.34% | +7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.80% | 29.44% | +4.36% |
Dividends
ABM vs. FRT - Dividend Comparison
ABM's dividend yield for the trailing twelve months is around 2.62%, less than FRT's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABM ABM Industries Incorporated | 2.62% | 2.51% | 1.76% | 1.96% | 1.76% | 1.86% | 1.47% | 2.40% | 2.18% | 1.80% | 1.62% | 1.69% |
FRT Federal Realty Investment Trust | 3.68% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
Financials
ABM vs. FRT - Financials Comparison
This section allows you to compare key financial metrics between ABM Industries Incorporated and Federal Realty Investment Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ABM vs. FRT - Profitability Comparison
ABM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABM Industries Incorporated reported a gross profit of 277.00M and revenue of 2.29B. Therefore, the gross margin over that period was 12.1%.
FRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a gross profit of 241.87M and revenue of 341.08M. Therefore, the gross margin over that period was 70.9%.
ABM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABM Industries Incorporated reported an operating income of 86.90M and revenue of 2.29B, resulting in an operating margin of 3.8%.
FRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported an operating income of 116.27M and revenue of 341.08M, resulting in an operating margin of 34.1%.
ABM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABM Industries Incorporated reported a net income of 43.10M and revenue of 2.29B, resulting in a net margin of 1.9%.
FRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a net income of 159.10M and revenue of 341.08M, resulting in a net margin of 46.7%.
Frequently Asked Questions
ABM and FRT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABM has higher volatility (9.24%) compared to FRT (4.11%). In terms of maximum drawdown, ABM dropped -59.64% vs FRT's -57.42%.
FRT currently has the higher Sharpe Ratio (1.91 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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