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ADC vs. FR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADC and FR is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ADC vs. FR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agree Realty Corporation (ADC) and First Industrial Realty Trust, Inc. (FR). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,152.43%
844.10%
ADC
FR

Key characteristics

Sharpe Ratio

ADC:

1.19

FR:

-0.12

Sortino Ratio

ADC:

1.73

FR:

-0.02

Omega Ratio

ADC:

1.21

FR:

1.00

Calmar Ratio

ADC:

0.79

FR:

-0.09

Martin Ratio

ADC:

3.81

FR:

-0.32

Ulcer Index

ADC:

5.54%

FR:

7.38%

Daily Std Dev

ADC:

17.67%

FR:

20.66%

Max Drawdown

ADC:

-70.25%

FR:

-95.42%

Current Drawdown

ADC:

-8.76%

FR:

-18.88%

Fundamentals

Market Cap

ADC:

$7.99B

FR:

$7.07B

EPS

ADC:

$1.81

FR:

$2.32

PE Ratio

ADC:

40.50

FR:

22.42

PEG Ratio

ADC:

-28.74

FR:

3.74

Total Revenue (TTM)

ADC:

$600.53M

FR:

$651.33M

Gross Profit (TTM)

ADC:

$379.74M

FR:

$389.35M

EBITDA (TTM)

ADC:

$499.83M

FR:

$447.05M

Returns By Period

In the year-to-date period, ADC achieves a 17.06% return, which is significantly higher than FR's -2.87% return. Over the past 10 years, ADC has outperformed FR with an annualized return of 13.26%, while FR has yielded a comparatively lower 12.22% annualized return.


ADC

YTD

17.06%

1M

-7.69%

6M

17.03%

1Y

19.20%

5Y*

4.90%

10Y*

13.26%

FR

YTD

-2.87%

1M

-4.92%

6M

6.75%

1Y

-2.84%

5Y*

6.62%

10Y*

12.22%

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Risk-Adjusted Performance

ADC vs. FR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agree Realty Corporation (ADC) and First Industrial Realty Trust, Inc. (FR). 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.


Sharpe ratio
The chart of Sharpe ratio for ADC, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.19-0.12
The chart of Sortino ratio for ADC, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.73-0.02
The chart of Omega ratio for ADC, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.00
The chart of Calmar ratio for ADC, currently valued at 0.79, compared to the broader market0.002.004.006.000.79-0.09
The chart of Martin ratio for ADC, currently valued at 3.81, compared to the broader market0.0010.0020.003.81-0.32
ADC
FR

The current ADC Sharpe Ratio is 1.19, which is higher than the FR Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of ADC and FR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.19
-0.12
ADC
FR

Dividends

ADC vs. FR - Dividend Comparison

ADC's dividend yield for the trailing twelve months is around 4.24%, more than FR's 2.86% yield.


TTM20232022202120202019201820172016201520142013
ADC
Agree Realty Corporation
4.24%4.64%3.95%3.65%3.61%3.25%3.65%3.94%4.17%5.43%5.60%5.65%
FR
First Industrial Realty Trust, Inc.
2.86%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%1.95%

Drawdowns

ADC vs. FR - Drawdown Comparison

The maximum ADC drawdown since its inception was -70.25%, smaller than the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for ADC and FR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.76%
-18.88%
ADC
FR

Volatility

ADC vs. FR - Volatility Comparison

The current volatility for Agree Realty Corporation (ADC) is 5.33%, while First Industrial Realty Trust, Inc. (FR) has a volatility of 6.05%. This indicates that ADC experiences smaller price fluctuations and is considered to be less risky than FR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.33%
6.05%
ADC
FR

Financials

ADC vs. FR - Financials Comparison

This section allows you to compare key financial metrics between Agree Realty Corporation and First Industrial Realty Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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