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FL vs. VNQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FL vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Foot Locker, Inc. (FL) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

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FL vs. VNQ - Yearly Performance Comparison


Returns By Period


FL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VNQ

1D
0.36%
1M
-6.21%
YTD
1.67%
6M
-0.84%
1Y
2.18%
3Y*
6.57%
5Y*
2.86%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FL vs. VNQ — Risk / Return Rank

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

FL

VNQ
VNQ Risk / Return Rank: 1515
Overall Rank
VNQ Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 1414
Sortino Ratio Rank
VNQ Omega Ratio Rank: 1414
Omega Ratio Rank
VNQ Calmar Ratio Rank: 1515
Calmar Ratio Rank
VNQ Martin Ratio Rank: 1717
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.

FL vs. VNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) and Vanguard Real Estate ETF (VNQ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FL vs. VNQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLVNQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

Dividends

FL vs. VNQ - Dividend Comparison

FL has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.92%.


TTM20252024202320222021202020192018201720162015
FL
Foot Locker, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.92%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Drawdowns

FL vs. VNQ - Drawdown Comparison

The maximum FL drawdown since its inception was 0.00%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for FL and VNQ.


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Drawdown Indicators


FLVNQDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-73.07%

+73.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

Current Drawdown

Current decline from peak

0.00%

-9.24%

+9.24%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.71%

+13.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

FL vs. VNQ - Volatility Comparison


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Volatility by Period


FLVNQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.31%

-16.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.80%

-18.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

20.70%

-20.70%