PortfoliosLab logoPortfoliosLab logo
FDUS vs. FBRT
Performance
Return for Risk
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.

Loading graphics...

FDUS vs. FBRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDUS
Fidus Investment Corporation
-7.07%2.08%20.55%20.02%17.09%3.89%
FBRT
Franklin BSP Realty Trust, Inc.
-13.32%-9.17%3.73%16.56%-3.86%-10.98%

Fundamentals

EPS

FDUS:

$2.33

FBRT:

$0.79

PE Ratio

FDUS:

7.48

FBRT:

10.70

PS Ratio

FDUS:

4.96

FBRT:

1.32

Total Revenue (TTM)

FDUS:

$126.37M

FBRT:

$555.57M

Gross Profit (TTM)

FDUS:

$75.32M

FBRT:

$111.54M

EBITDA (TTM)

FDUS:

$66.90M

FBRT:

$103.58M

Returns By Period

In the year-to-date period, FDUS achieves a -7.07% return, which is significantly higher than FBRT's -13.32% return.


FDUS

1D
1.34%
1M
1.27%
YTD
-7.07%
6M
-9.16%
1Y
-4.71%
3Y*
9.78%
5Y*
14.53%
10Y*
12.98%

FBRT

1D
1.92%
1M
-4.78%
YTD
-13.32%
6M
-17.13%
1Y
-24.62%
3Y*
-0.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FDUS vs. FBRT — Risk / Return Rank

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

FDUS
FDUS Risk / Return Rank: 3030
Overall Rank
FDUS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FDUS Sortino Ratio Rank: 2727
Sortino Ratio Rank
FDUS Omega Ratio Rank: 2727
Omega Ratio Rank
FDUS Calmar Ratio Rank: 3333
Calmar Ratio Rank
FDUS Martin Ratio Rank: 3030
Martin Ratio Rank

FBRT
FBRT Risk / Return Rank: 88
Overall Rank
FBRT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FBRT Sortino Ratio Rank: 1010
Sortino Ratio Rank
FBRT Omega Ratio Rank: 99
Omega Ratio Rank
FBRT Calmar Ratio Rank: 1010
Calmar Ratio Rank
FBRT Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDUS vs. FBRT - Risk-Adjusted Trends 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.


FDUSFBRTDifference

Sharpe ratio

Return per unit of total volatility

-0.21

-0.91

+0.70

Sortino ratio

Return per unit of downside risk

-0.13

-1.09

+0.96

Omega ratio

Gain probability vs. loss probability

0.98

0.84

+0.14

Calmar ratio

Return relative to maximum drawdown

-0.33

-0.87

+0.53

Martin ratio

Return relative to average drawdown

-0.74

-1.73

+0.99

FDUS vs. FBRT - Sharpe Ratio Comparison

The current FDUS Sharpe Ratio is -0.21, which is higher than the FBRT Sharpe Ratio of -0.91. 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.


Loading graphics...

Sharpe Ratios by Period


FDUSFBRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.91

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.16

+0.54

Correlation

The correlation between FDUS and FBRT is 0.38, 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.


Dividends

FDUS vs. FBRT - Dividend Comparison

FDUS's dividend yield for the trailing twelve months is around 12.23%, less than FBRT's 14.90% yield.


TTM20252024202320222021202020192018201720162015
FDUS
Fidus Investment Corporation
12.23%11.14%11.51%14.63%10.51%8.90%10.15%10.78%13.69%10.54%10.17%11.69%
FBRT
Franklin BSP Realty Trust, Inc.
14.90%14.16%11.32%10.51%11.01%1.91%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 -68.76%, which is greater than FBRT's maximum drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for FDUS and FBRT.


Loading graphics...

Drawdown Indicators


FDUSFBRTDifference

Max Drawdown

Largest peak-to-trough decline

-68.76%

-31.30%

-37.46%

Max Drawdown (1Y)

Largest decline over 1 year

-16.45%

-27.55%

+11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

Max Drawdown (10Y)

Largest decline over 10 years

-68.76%

Current Drawdown

Current decline from peak

-14.68%

-27.14%

+12.46%

Average Drawdown

Average peak-to-trough decline

-8.90%

-10.64%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

13.82%

-6.43%

Volatility

FDUS vs. FBRT - Volatility Comparison

Fidus Investment Corporation (FDUS) and Franklin BSP Realty Trust, Inc. (FBRT) have volatilities of 7.64% and 7.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FDUSFBRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

7.85%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

22.02%

-7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.87%

27.25%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

28.63%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.49%

28.63%

+4.86%

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


0.0050.00M100.00M150.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
30.88M
136.62M
(FDUS) Total Revenue
(FBRT) Total Revenue
Values in USD except per share items

FDUS vs. FBRT - Profitability Comparison

The chart below illustrates the profitability comparison between Fidus Investment Corporation and Franklin BSP Realty Trust, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
44.0%
Portfolio components
FDUS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fidus Investment Corporation reported a gross profit of 0.00 and revenue of 30.88M. Therefore, the gross margin over that period was 0.0%.

FBRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Franklin BSP Realty Trust, Inc. reported a gross profit of 60.13M and revenue of 136.62M. Therefore, the gross margin over that period was 44.0%.

FDUS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fidus Investment Corporation reported an operating income of 0.00 and revenue of 30.88M, resulting in an operating margin of 0.0%.

FBRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Franklin BSP Realty Trust, Inc. reported an operating income of 1.72M and revenue of 136.62M, resulting in an operating margin of 1.3%.

FDUS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fidus Investment Corporation reported a net income of 19.63M and revenue of 30.88M, resulting in a net margin of 63.6%.

FBRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Franklin BSP Realty Trust, Inc. reported a net income of 17.31M and revenue of 136.62M, resulting in a net margin of 12.7%.