CPT vs. FR
Compare and contrast key facts about Camden Property Trust (CPT) and First Industrial Realty Trust, Inc. (FR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPT or FR.
Key characteristics
| CPT | FR | |
|---|---|---|
| YTD Return | 26.16% | 3.91% |
| 1Y Return | 45.28% | 28.25% |
| 3Y Return (Ann) | -6.15% | -1.47% |
| 5Y Return (Ann) | 5.47% | 7.90% |
| 10Y Return (Ann) | 8.98% | 13.40% |
| Sharpe Ratio | 2.01 | 1.21 |
| Sortino Ratio | 2.94 | 1.78 |
| Omega Ratio | 1.34 | 1.23 |
| Calmar Ratio | 0.91 | 0.79 |
| Martin Ratio | 11.57 | 3.72 |
| Ulcer Index | 3.80% | 7.04% |
| Daily Std Dev | 21.91% | 21.57% |
| Max Drawdown | -75.31% | -95.42% |
| Current Drawdown | -24.93% | -13.23% |
Fundamentals
| CPT | FR | |
|---|---|---|
| Market Cap | $12.99B | $7.17B |
| EPS | $3.25 | $2.36 |
| PE Ratio | 37.46 | 22.69 |
| PEG Ratio | 8.96 | 3.74 |
| Total Revenue (TTM) | $1.77B | $651.33M |
| Gross Profit (TTM) | $591.47M | $389.56M |
| EBITDA (TTM) | $813.26M | $488.94M |
Correlation
The correlation between CPT and FR is 0.55, 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.
Performance
CPT vs. FR - Performance Comparison
In the year-to-date period, CPT achieves a 26.16% return, which is significantly higher than FR's 3.91% return. Over the past 10 years, CPT has underperformed FR with an annualized return of 8.98%, while FR has yielded a comparatively higher 13.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CPT vs. FR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Camden Property Trust (CPT) 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.
Dividends
CPT vs. FR - Dividend Comparison
CPT's dividend yield for the trailing twelve months is around 3.36%, more than FR's 2.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPT Camden Property Trust | 3.36% | 4.03% | 3.36% | 1.86% | 3.32% | 3.02% | 3.50% | 3.26% | 8.62% | 3.65% | 3.58% | 4.43% |
FR First Industrial Realty Trust, Inc. | 2.67% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% | 1.95% |
Drawdowns
CPT vs. FR - Drawdown Comparison
The maximum CPT drawdown since its inception was -75.31%, smaller than the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for CPT and FR. For additional features, visit the drawdowns tool.
Volatility
CPT vs. FR - Volatility Comparison
Camden Property Trust (CPT) has a higher volatility of 6.11% compared to First Industrial Realty Trust, Inc. (FR) at 5.39%. This indicates that CPT's price experiences larger fluctuations and is considered to be riskier than FR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CPT vs. FR - Financials Comparison
This section allows you to compare key financial metrics between Camden Property Trust 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.
Total Revenue: Total amount of money received from sales and other business activities