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FOA vs. RAIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FOA vs. RAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Finance Of America Companies Inc. (FOA) and FreightCar America, Inc. (RAIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FOA achieves a -21.15% return, which is significantly higher than RAIL's -33.60% return.


FOA

1D
-1.19%
1M
-5.50%
YTD
-21.15%
6M
-18.56%
1Y
-9.78%
3Y*
8.13%
5Y*
-28.59%
10Y*

RAIL

1D
-2.91%
1M
-8.81%
YTD
-33.60%
6M
-12.50%
1Y
-11.87%
3Y*
36.66%
5Y*
3.03%
10Y*
-6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOA vs. RAIL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOA
Finance Of America Companies Inc.
-21.15%-13.90%155.64%-13.39%-68.01%-61.83%3.69%3.56%
RAIL
FreightCar America, Inc.
-33.60%23.55%231.85%-15.63%-13.28%53.11%16.43%-72.03%

Correlation

The correlation between FOA and RAIL is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2019

0.17

Over the past year, FOA and RAIL have become more correlated (0.40) than their long-term average of 0.17, meaning their price movements have been converging.

Fundamentals

EPS

FOA:

$4.39

RAIL:

$0.88

PE Ratio

FOA:

4.35

RAIL:

8.32

PEG Ratio

FOA:

0.03

RAIL:

0.11

PS Ratio

FOA:

0.11

RAIL:

0.52

Total Revenue (TTM)

FOA:

$1.15B

RAIL:

$469.01M

Gross Profit (TTM)

FOA:

$623.72M

RAIL:

$69.61M

EBITDA (TTM)

FOA:

$1.78B

RAIL:

-$1.50M

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Return for Risk

FOA vs. RAIL — Risk / Return Rank

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

FOA
FOA Risk / Return Rank: 3232
Overall Rank
FOA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FOA Sortino Ratio Rank: 3131
Sortino Ratio Rank
FOA Omega Ratio Rank: 3030
Omega Ratio Rank
FOA Calmar Ratio Rank: 3434
Calmar Ratio Rank
FOA Martin Ratio Rank: 3333
Martin Ratio Rank

RAIL
RAIL Risk / Return Rank: 3333
Overall Rank
RAIL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RAIL Sortino Ratio Rank: 3434
Sortino Ratio Rank
RAIL Omega Ratio Rank: 3333
Omega Ratio Rank
RAIL Calmar Ratio Rank: 3333
Calmar Ratio Rank
RAIL Martin Ratio Rank: 3333
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.

FOA vs. RAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Finance Of America Companies Inc. (FOA) and FreightCar America, Inc. (RAIL). 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.


FOARAILDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.00

1.02

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.22

-0.24

+0.02

Martin ratioReturn relative to average drawdown

-0.42

-0.43

+0.02

FOA vs. RAIL - Sharpe Ratio Comparison

The current FOA Sharpe Ratio is -0.21, which is comparable to the RAIL Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of FOA and RAIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FOARAILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

-0.19

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.04

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

-0.07

-0.24

Drawdowns

FOA vs. RAIL - Drawdown Comparison

The maximum FOA drawdown since its inception was -96.13%, roughly equal to the maximum RAIL drawdown of -98.88%. Use the drawdown chart below to compare losses from any high point for FOA and RAIL.


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Drawdown Indicators


FOARAILDifference

Max Drawdown

Largest peak-to-trough decline

-96.13%

-98.88%

+2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-45.07%

-50.34%

+5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-77.83%

-71.67%

-6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-95.62%

-71.67%

-23.95%

Max Drawdown (10Y)

Largest decline over 10 years

-96.23%

Current Drawdown

Current decline from peak

-83.57%

-89.20%

+5.63%

Average Drawdown

Average peak-to-trough decline

-57.40%

-71.85%

+14.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.56%

27.38%

-3.82%

Volatility

FOA vs. RAIL - Volatility Comparison

Finance Of America Companies Inc. (FOA) and FreightCar America, Inc. (RAIL) have volatilities of 13.40% and 12.90%, 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.


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Volatility by Period


FOARAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.40%

12.90%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

32.60%

45.80%

-13.20%

Volatility (1Y)

Calculated over the trailing 1-year period

47.37%

62.94%

-15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.46%

69.26%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.49%

73.68%

-8.19%

Dividends

FOA vs. RAIL - Dividend Comparison

Neither FOA nor RAIL has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FOA
Finance Of America Companies 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%
RAIL
FreightCar America, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.58%2.41%1.85%

Financials

FOA vs. RAIL - Financials Comparison

This section allows you to compare key financial metrics between Finance Of America Companies Inc. and FreightCar America, 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


0.00200.00M400.00M600.00M800.00M202220232024202520260
64.31M
(FOA) Total Revenue
(RAIL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FOA and RAIL have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FOA has higher volatility (13.40%) compared to RAIL (12.90%). In terms of maximum drawdown, FOA dropped -96.13% vs RAIL's -98.88%.

RAIL currently has the higher Sharpe Ratio (-0.19 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FOA and RAIL

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