BRSP vs. FRT
BRSP (BrightSpire Capital, Inc.) and FRT (Federal Realty Investment Trust) are both stocks. Both are in the Real Estate sector — BRSP in REIT - Diversified, FRT in REIT - Retail. Over the past 5 years, BRSP returned -1.35%/yr vs 4.59%/yr for FRT. At a 0.49 correlation, their price movements are largely independent.
Performance
BRSP vs. FRT - Performance Comparison
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Returns By Period
In the year-to-date period, BRSP achieves a 1.10% return, which is significantly lower than FRT's 23.44% return.
BRSP
- 1D
- -0.72%
- 1M
- -3.00%
- YTD
- 1.10%
- 6M
- -0.96%
- 1Y
- 18.93%
- 3Y*
- 6.94%
- 5Y*
- -1.35%
- 10Y*
- —
FRT
- 1D
- 1.10%
- 1M
- 1.65%
- YTD
- 23.44%
- 6M
- 22.38%
- 1Y
- 33.33%
- 3Y*
- 15.01%
- 5Y*
- 4.59%
- 10Y*
- 1.23%
BRSP vs. FRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BRSP BrightSpire Capital, Inc. | 1.10% | 11.61% | -14.45% | 34.92% | -32.42% | 45.52% | -40.97% | -6.95% | -15.98% |
FRT Federal Realty Investment Trust | 23.44% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | 1.04% |
Correlation
The correlation between BRSP and FRT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2018 | 0.49 |
The correlation between BRSP and FRT shifts across timeframes, from 0.40 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BRSP:
$709.07M
FRT:
$10.55B
BRSP:
-$0.25
FRT:
$5.87
BRSP:
2.83
FRT:
8.01
BRSP:
0.77
FRT:
3.35
BRSP:
$248.92M
FRT:
$1.31B
BRSP:
$107.84M
FRT:
$703.03M
BRSP:
-$13.14M
FRT:
$1.09B
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Return for Risk
BRSP vs. FRT — Risk / Return Rank
BRSP
FRT
BRSP vs. FRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrightSpire Capital, Inc. (BRSP) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRSP | FRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 4.81 | -3.24 |
| Martin ratioReturn relative to average drawdown | 3.56 | 12.18 | -8.62 |
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Drawdowns
BRSP vs. FRT - Drawdown Comparison
The maximum BRSP drawdown since its inception was -85.71%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for BRSP and FRT.
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Drawdown Indicators
| BRSP | FRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.71% | -57.42% | -28.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -6.96% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -35.31% | -27.38% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -41.28% | -34.99% | -6.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -50.19% | -3.27% | -46.92% |
Average DrawdownAverage peak-to-trough decline | -47.03% | -11.77% | -35.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 2.74% | +2.59% |
Volatility
BRSP vs. FRT - Volatility Comparison
BrightSpire Capital, Inc. (BRSP) has a higher volatility of 6.57% compared to Federal Realty Investment Trust (FRT) at 5.16%. This indicates that BRSP'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
| BRSP | FRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 5.16% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 16.05% | 11.96% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.51% | 17.33% | +5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.95% | 23.31% | +9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.42% | 29.47% | +21.95% |
Dividends
BRSP vs. FRT - Dividend Comparison
BRSP's dividend yield for the trailing twelve months is around 11.64%, more than FRT's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSP BrightSpire Capital, Inc. | 11.64% | 11.43% | 12.77% | 10.75% | 12.68% | 5.65% | 4.00% | 12.54% | 10.10% | 0.00% | 0.00% | 0.00% |
FRT Federal Realty Investment Trust | 3.69% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
Financials
BRSP vs. FRT - Financials Comparison
This section allows you to compare key financial metrics between BrightSpire Capital, Inc. 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
Frequently Asked Questions
BRSP and FRT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRSP has higher volatility (6.57%) compared to FRT (5.16%). In terms of maximum drawdown, BRSP dropped -85.71% vs FRT's -57.42%.
FRT currently has the higher Sharpe Ratio (1.94 vs 0.85), 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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