CINF vs. FRT
CINF (Cincinnati Financial Corporation) and FRT (Federal Realty Investment Trust) are both stocks. CINF operates in Insurance - Property & Casualty (Financial Services), while FRT operates in REIT - Retail (Real Estate). Over the past 10 years, CINF returned 11.63%/yr vs 1.31%/yr for FRT. At a 0.36 correlation, their price movements are largely independent.
Performance
CINF vs. FRT - Performance Comparison
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Returns By Period
In the year-to-date period, CINF achieves a -0.07% return, which is significantly lower than FRT's 23.82% return. Over the past 10 years, CINF has outperformed FRT with an annualized return of 11.63%, while FRT has yielded a comparatively lower 1.31% annualized return.
CINF
- 1D
- -1.84%
- 1M
- 0.46%
- YTD
- -0.07%
- 6M
- 1.71%
- 1Y
- 9.89%
- 3Y*
- 19.76%
- 5Y*
- 8.67%
- 10Y*
- 11.63%
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%
CINF vs. FRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CINF Cincinnati Financial Corporation | -0.07% | 16.27% | 42.48% | 4.00% | -7.89% | 33.28% | -14.15% | 38.87% | 6.25% | 2.34% |
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 CINF and FRT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.36 |
The correlation between CINF and FRT shifts across timeframes, from 0.36 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CINF:
$23.30
FRT:
$5.87
CINF:
6.96
FRT:
20.81
CINF:
0.21
FRT:
1.26
CINF:
1.49
FRT:
8.04
CINF:
$12.92B
FRT:
$1.31B
CINF:
$5.39B
FRT:
$703.03M
CINF:
$3.27B
FRT:
$1.09B
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Return for Risk
CINF vs. FRT — Risk / Return Rank
CINF
FRT
CINF vs. FRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cincinnati Financial Corporation (CINF) 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.
| CINF | FRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.33 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 4.68 | -3.73 |
| Martin ratioReturn relative to average drawdown | 2.47 | 11.42 | -8.95 |
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
| CINF | FRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.91 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.18 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.04 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.41 | +0.01 |
Drawdowns
CINF vs. FRT - Drawdown Comparison
The maximum CINF 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 CINF and FRT.
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Drawdown Indicators
| CINF | FRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.64% | -57.42% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -6.96% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -20.03% | -27.38% | +7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -35.77% | -34.99% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -58.12% | -56.47% | -1.65% |
Current DrawdownCurrent decline from peak | -5.47% | -0.38% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -11.78% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 2.85% | +1.22% |
Volatility
CINF vs. FRT - Volatility Comparison
Cincinnati Financial Corporation (CINF) has a higher volatility of 5.78% compared to Federal Realty Investment Trust (FRT) at 4.11%. This indicates that CINF'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
| CINF | FRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 4.11% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 11.81% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.78% | 17.08% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.69% | 23.34% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 29.44% | -0.62% |
Dividends
CINF vs. FRT - Dividend Comparison
CINF's dividend yield for the trailing twelve months is around 2.19%, less than FRT's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CINF Cincinnati Financial Corporation | 2.19% | 2.13% | 2.25% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% |
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
CINF vs. FRT - Financials Comparison
This section allows you to compare key financial metrics between Cincinnati Financial Corporation 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
CINF vs. FRT - Profitability Comparison
CINF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported a gross profit of 0.00 and revenue of 2.86B. Therefore, the gross margin over that period was 0.0%.
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%.
CINF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported an operating income of 0.00 and revenue of 2.86B, resulting in an operating margin of 0.0%.
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%.
CINF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported a net income of 274.00M and revenue of 2.86B, resulting in a net margin of 9.6%.
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
CINF and FRT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CINF has higher volatility (5.78%) compared to FRT (4.11%). In terms of maximum drawdown, CINF dropped -59.64% vs FRT's -57.42%.
FRT currently has the higher Sharpe Ratio (1.91 vs 0.50), 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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