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FBRT vs. FDUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FBRT vs. FDUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin BSP Realty Trust, Inc. (FBRT) and Fidus Investment Corporation (FDUS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.76%
10.96%
FBRT
FDUS

Returns By Period

In the year-to-date period, FBRT achieves a 4.56% return, which is significantly lower than FDUS's 15.87% return.


FBRT

YTD

4.56%

1M

0.54%

6M

8.76%

1Y

11.33%

5Y (annualized)

N/A

10Y (annualized)

N/A

FDUS

YTD

15.87%

1M

7.37%

6M

10.96%

1Y

21.03%

5Y (annualized)

18.61%

10Y (annualized)

13.99%

Fundamentals


FBRTFDUS
Market Cap$1.05B$702.03M
EPS$0.81$2.83
PE Ratio15.847.31
Total Revenue (TTM)$645.85M$157.16M
Gross Profit (TTM)$524.51M$136.94M
EBITDA (TTM)$351.75M$84.94M

Key characteristics


FBRTFDUS
Sharpe Ratio0.461.75
Sortino Ratio0.792.72
Omega Ratio1.101.32
Calmar Ratio0.833.37
Martin Ratio1.7310.46
Ulcer Index6.54%2.01%
Daily Std Dev24.69%12.01%
Max Drawdown-31.33%-69.51%
Current Drawdown-4.69%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between FBRT and FDUS is 0.37, 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.

Risk-Adjusted Performance

FBRT vs. FDUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin BSP Realty Trust, Inc. (FBRT) and Fidus Investment Corporation (FDUS). 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.


Sharpe ratio
The chart of Sharpe ratio for FBRT, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.461.75
The chart of Sortino ratio for FBRT, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.792.72
The chart of Omega ratio for FBRT, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.32
The chart of Calmar ratio for FBRT, currently valued at 0.83, compared to the broader market0.002.004.006.000.833.37
The chart of Martin ratio for FBRT, currently valued at 1.73, compared to the broader market0.0010.0020.0030.001.7310.46
FBRT
FDUS

The current FBRT Sharpe Ratio is 0.46, which is lower than the FDUS Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FBRT and FDUS, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.46
1.75
FBRT
FDUS

Dividends

FBRT vs. FDUS - Dividend Comparison

FBRT's dividend yield for the trailing twelve months is around 10.91%, less than FDUS's 11.78% yield.


TTM20232022202120202019201820172016201520142013
FBRT
Franklin BSP Realty Trust, Inc.
10.91%10.51%11.01%1.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDUS
Fidus Investment Corporation
11.78%14.63%10.51%8.90%10.15%8.17%13.69%10.54%10.17%11.66%11.51%8.92%

Drawdowns

FBRT vs. FDUS - Drawdown Comparison

The maximum FBRT drawdown since its inception was -31.33%, smaller than the maximum FDUS drawdown of -69.51%. Use the drawdown chart below to compare losses from any high point for FBRT and FDUS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.69%
0
FBRT
FDUS

Volatility

FBRT vs. FDUS - Volatility Comparison

Franklin BSP Realty Trust, Inc. (FBRT) has a higher volatility of 5.44% compared to Fidus Investment Corporation (FDUS) at 4.23%. This indicates that FBRT's price experiences larger fluctuations and is considered to be riskier than FDUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.44%
4.23%
FBRT
FDUS

Financials

FBRT vs. FDUS - Financials Comparison

This section allows you to compare key financial metrics between Franklin BSP Realty Trust, Inc. and Fidus Investment Corporation. 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