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FIP vs. FTAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FIP and FTAI is 0.36, 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.


-0.50.00.51.00.4

Performance

FIP vs. FTAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTAI Infrastructure Inc. (FIP) and Fortress Transportation and Infrastructure Investors LLC (FTAI). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
185.26%
723.53%
FIP
FTAI

Key characteristics

Sharpe Ratio

FIP:

1.51

FTAI:

4.69

Sortino Ratio

FIP:

2.09

FTAI:

4.38

Omega Ratio

FIP:

1.26

FTAI:

1.60

Calmar Ratio

FIP:

2.54

FTAI:

7.38

Martin Ratio

FIP:

7.27

FTAI:

35.19

Ulcer Index

FIP:

10.31%

FTAI:

5.79%

Daily Std Dev

FIP:

49.79%

FTAI:

43.38%

Max Drawdown

FIP:

-34.91%

FTAI:

-72.79%

Current Drawdown

FIP:

-29.50%

FTAI:

-23.70%

Fundamentals

Market Cap

FIP:

$909.96M

FTAI:

$13.35B

EPS

FIP:

-$1.98

FTAI:

-$0.08

Total Revenue (TTM)

FIP:

$332.17M

FTAI:

$1.56B

Gross Profit (TTM)

FIP:

$76.49M

FTAI:

$552.30M

EBITDA (TTM)

FIP:

$19.38M

FTAI:

$401.98M

Returns By Period

In the year-to-date period, FIP achieves a 88.45% return, which is significantly lower than FTAI's 191.68% return.


FIP

YTD

88.45%

1M

-15.16%

6M

-7.29%

1Y

74.54%

5Y*

N/A

10Y*

N/A

FTAI

YTD

191.68%

1M

-22.03%

6M

44.64%

1Y

196.99%

5Y*

61.22%

10Y*

N/A

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Risk-Adjusted Performance

FIP vs. FTAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FTAI Infrastructure Inc. (FIP) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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 FIP, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.514.69
The chart of Sortino ratio for FIP, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.094.38
The chart of Omega ratio for FIP, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.60
The chart of Calmar ratio for FIP, currently valued at 2.54, compared to the broader market0.002.004.006.002.547.38
The chart of Martin ratio for FIP, currently valued at 7.27, compared to the broader market-5.000.005.0010.0015.0020.0025.007.2735.19
FIP
FTAI

The current FIP Sharpe Ratio is 1.51, which is lower than the FTAI Sharpe Ratio of 4.69. The chart below compares the historical Sharpe Ratios of FIP and FTAI, 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 Ratio2.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
1.51
4.69
FIP
FTAI

Dividends

FIP vs. FTAI - Dividend Comparison

FIP's dividend yield for the trailing twelve months is around 1.66%, more than FTAI's 0.90% yield.


TTM202320222021202020192018201720162015
FIP
FTAI Infrastructure Inc.
1.66%3.08%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.90%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%

Drawdowns

FIP vs. FTAI - Drawdown Comparison

The maximum FIP drawdown since its inception was -34.91%, smaller than the maximum FTAI drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for FIP and FTAI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.50%
-23.70%
FIP
FTAI

Volatility

FIP vs. FTAI - Volatility Comparison

The current volatility for FTAI Infrastructure Inc. (FIP) is 13.24%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 14.60%. This indicates that FIP experiences smaller price fluctuations and is considered to be less risky than FTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
13.24%
14.60%
FIP
FTAI

Financials

FIP vs. FTAI - Financials Comparison

This section allows you to compare key financial metrics between FTAI Infrastructure Inc. and Fortress Transportation and Infrastructure Investors LLC. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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