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

Correlation

The correlation between CIO and FR is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

CIO vs. FR - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
-8.78%
228.71%
CIO
FR

Key characteristics

Sharpe Ratio

CIO:

0.45

FR:

0.20

Sortino Ratio

CIO:

0.91

FR:

0.43

Omega Ratio

CIO:

1.11

FR:

1.06

Calmar Ratio

CIO:

0.25

FR:

0.17

Martin Ratio

CIO:

1.51

FR:

0.73

Ulcer Index

CIO:

12.03%

FR:

6.80%

Daily Std Dev

CIO:

40.20%

FR:

24.40%

Max Drawdown

CIO:

-80.92%

FR:

-95.42%

Current Drawdown

CIO:

-68.85%

FR:

-22.12%

Fundamentals

Market Cap

CIO:

$200.98M

FR:

$6.50B

EPS

CIO:

-$0.64

FR:

$2.01

PEG Ratio

CIO:

-7.88

FR:

3.74

PS Ratio

CIO:

1.17

FR:

9.48

PB Ratio

CIO:

0.32

FR:

2.35

Total Revenue (TTM)

CIO:

$126.63M

FR:

$684.44M

Gross Profit (TTM)

CIO:

$60.19M

FR:

$456.70M

EBITDA (TTM)

CIO:

$54.61M

FR:

$502.72M

Returns By Period

The year-to-date returns for both stocks are quite close, with CIO having a -4.74% return and FR slightly lower at -4.84%. Over the past 10 years, CIO has underperformed FR with an annualized return of -2.28%, while FR has yielded a comparatively higher 11.84% annualized return.


CIO

YTD

-4.74%

1M

-0.33%

6M

-5.09%

1Y

19.73%

5Y*

-3.31%

10Y*

-2.28%

FR

YTD

-4.84%

1M

-12.32%

6M

-10.35%

1Y

5.91%

5Y*

8.29%

10Y*

11.84%

*Annualized

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Risk-Adjusted Performance

CIO vs. FR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIO
The Risk-Adjusted Performance Rank of CIO is 6666
Overall Rank
The Sharpe Ratio Rank of CIO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CIO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CIO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of CIO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of CIO is 7070
Martin Ratio Rank

FR
The Risk-Adjusted Performance Rank of FR is 5757
Overall Rank
The Sharpe Ratio Rank of FR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FR is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FR is 6262
Martin 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.

CIO vs. FR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for City Office REIT, Inc. (CIO) 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.


The chart of Sharpe ratio for CIO, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
CIO: 0.45
FR: 0.20
The chart of Sortino ratio for CIO, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
CIO: 0.91
FR: 0.43
The chart of Omega ratio for CIO, currently valued at 1.11, compared to the broader market0.501.001.502.00
CIO: 1.11
FR: 1.06
The chart of Calmar ratio for CIO, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
CIO: 0.25
FR: 0.17
The chart of Martin ratio for CIO, currently valued at 1.51, compared to the broader market-5.000.005.0010.0015.0020.00
CIO: 1.51
FR: 0.73

The current CIO Sharpe Ratio is 0.45, which is higher than the FR Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of CIO 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.45
0.20
CIO
FR

Dividends

CIO vs. FR - Dividend Comparison

CIO's dividend yield for the trailing twelve months is around 7.94%, more than FR's 3.29% yield.


TTM20242023202220212020201920182017201620152014
CIO
City Office REIT, Inc.
7.94%7.25%9.82%9.55%3.04%7.01%6.95%9.17%7.23%7.14%5.79%5.10%
FR
First Industrial Realty Trust, Inc.
3.29%2.95%2.43%2.45%1.63%2.37%2.22%3.01%2.67%2.71%2.30%1.99%

Drawdowns

CIO vs. FR - Drawdown Comparison

The maximum CIO drawdown since its inception was -80.92%, smaller than the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for CIO and FR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-68.85%
-22.12%
CIO
FR

Volatility

CIO vs. FR - Volatility Comparison

The current volatility for City Office REIT, Inc. (CIO) is 12.54%, while First Industrial Realty Trust, Inc. (FR) has a volatility of 15.66%. This indicates that CIO 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.54%
15.66%
CIO
FR

Financials

CIO vs. FR - Financials Comparison

This section allows you to compare key financial metrics between City Office REIT, Inc. 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