EGP vs. FR
EGP (EastGroup Properties, Inc.) and FR (First Industrial Realty Trust, Inc.) are both stocks. Both operate in the REIT - Industrial industry within the Real Estate sector. Over the past 10 years, EGP returned 14.92%/yr vs 12.04%/yr for FR. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
EGP vs. FR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EGP achieves a 16.00% return, which is significantly higher than FR's 12.08% return. Over the past 10 years, EGP has outperformed FR with an annualized return of 14.92%, while FR has yielded a comparatively lower 12.04% annualized return.
EGP
- 1D
- 0.82%
- 1M
- -0.13%
- YTD
- 16.00%
- 6M
- 15.42%
- 1Y
- 22.26%
- 3Y*
- 10.95%
- 5Y*
- 7.39%
- 10Y*
- 14.92%
FR
- 1D
- 0.81%
- 1M
- 0.55%
- YTD
- 12.08%
- 6M
- 12.87%
- 1Y
- 31.41%
- 3Y*
- 11.63%
- 5Y*
- 6.73%
- 10Y*
- 12.04%
EGP vs. FR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 16.00% | 14.85% | -9.81% | 27.69% | -33.07% | 68.44% | 6.76% | 48.23% | 6.95% | 23.34% |
FR First Industrial Realty Trust, Inc. | 12.08% | 18.17% | -2.01% | 11.91% | -25.37% | 60.33% | 4.24% | 47.37% | -5.61% | 15.50% |
Correlation
The correlation between EGP and FR is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 1994 | 0.62 |
Over the past year, EGP and FR have become more correlated (0.85) than their long-term average of 0.62, meaning their price movements have been converging.
Fundamentals
EGP:
$3.72
FR:
$3.57
EGP:
55.05
FR:
17.81
EGP:
19.93
FR:
8.49
EGP:
$546.91M
FR:
$744.49M
EGP:
$237.02M
FR:
$450.27M
EGP:
$628.87M
FR:
$506.99M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EGP vs. FR — Risk / Return Rank
EGP
FR
EGP vs. FR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) 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.
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.
| EGP | FR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.08 | -0.08 |
| Martin ratioReturn relative to average drawdown | 7.32 | 9.54 | -2.22 |
Loading charts...
Drawdowns
EGP vs. FR - Drawdown Comparison
The maximum EGP drawdown since its inception was -59.55%, smaller than the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for EGP and FR.
Loading charts...
Drawdown Indicators
| EGP | FR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -95.42% | +35.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -10.24% | +2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -25.42% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -35.95% | -2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -41.12% | +3.02% |
Current DrawdownCurrent decline from peak | -1.01% | -1.20% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -25.32% | +15.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.30% | -0.25% |
Volatility
EGP vs. FR - Volatility Comparison
The current volatility for EastGroup Properties, Inc. (EGP) is 6.64%, while First Industrial Realty Trust, Inc. (FR) has a volatility of 7.99%. This indicates that EGP 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.
Loading charts...
Volatility by Period
| EGP | FR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 7.99% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 14.46% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 20.44% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.35% | 22.89% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 24.41% | +1.93% |
Dividends
EGP vs. FR - Dividend Comparison
EGP's dividend yield for the trailing twelve months is around 2.95%, more than FR's 2.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 2.95% | 3.31% | 3.33% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 4.21% |
FR First Industrial Realty Trust, Inc. | 2.88% | 3.11% | 2.95% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.01% | 2.67% | 2.71% | 2.30% |
Financials
EGP vs. FR - Financials Comparison
This section allows you to compare key financial metrics between EastGroup Properties, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EGP and FR have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FR has higher volatility (7.99%) compared to EGP (6.64%). In terms of maximum drawdown, EGP dropped -59.55% vs FR's -95.42%.
FR currently has the higher Sharpe Ratio (1.55 vs 1.20), 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.
Find the right allocation for EGP and FR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer