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

Performance

FDUS vs. FBRT - Performance Comparison

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

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

Returns By Period

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


FDUS

YTD

15.87%

1M

7.37%

6M

10.96%

1Y

21.03%

5Y (annualized)

18.61%

10Y (annualized)

13.99%

FBRT

YTD

4.56%

1M

0.54%

6M

8.76%

1Y

11.33%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


FDUSFBRT
Market Cap$702.03M$1.05B
EPS$2.83$0.81
PE Ratio7.3115.84
Total Revenue (TTM)$157.16M$645.85M
Gross Profit (TTM)$136.94M$524.51M
EBITDA (TTM)$84.94M$351.75M

Key characteristics


FDUSFBRT
Sharpe Ratio1.750.46
Sortino Ratio2.720.79
Omega Ratio1.321.10
Calmar Ratio3.370.83
Martin Ratio10.461.73
Ulcer Index2.01%6.54%
Daily Std Dev12.01%24.69%
Max Drawdown-69.51%-31.33%
Current Drawdown0.00%-4.69%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between FDUS and FBRT 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

FDUS vs. FBRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) and Franklin BSP Realty Trust, Inc. (FBRT). 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 FDUS, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.750.46
The chart of Sortino ratio for FDUS, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.720.79
The chart of Omega ratio for FDUS, currently valued at 1.31, compared to the broader market0.501.001.502.001.321.10
The chart of Calmar ratio for FDUS, currently valued at 3.37, compared to the broader market0.002.004.006.003.370.83
The chart of Martin ratio for FDUS, currently valued at 10.46, compared to the broader market0.0010.0020.0030.0010.461.73
FDUS
FBRT

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

Dividends

FDUS vs. FBRT - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

FDUS vs. FBRT - Drawdown Comparison

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-4.69%
FDUS
FBRT

Volatility

FDUS vs. FBRT - Volatility Comparison

The current volatility for Fidus Investment Corporation (FDUS) is 4.23%, while Franklin BSP Realty Trust, Inc. (FBRT) has a volatility of 5.44%. This indicates that FDUS experiences smaller price fluctuations and is considered to be less risky than FBRT 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
4.23%
5.44%
FDUS
FBRT

Financials

FDUS vs. FBRT - Financials Comparison

This section allows you to compare key financial metrics between Fidus Investment Corporation and Franklin BSP 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