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FR vs. BRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FR vs. BRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Industrial Realty Trust, Inc. (FR) and Brixmor Property Group Inc. (BRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FR achieves a 15.43% return, which is significantly lower than BRX's 22.26% return. Over the past 10 years, FR has outperformed BRX with an annualized return of 11.71%, while BRX has yielded a comparatively lower 6.58% annualized return.


FR

1D
0.18%
1M
4.36%
6M
11.64%
YTD
15.43%
1Y
35.94%
3Y*
9.78%
5Y*
6.67%
10Y*
11.71%

BRX

1D
0.29%
1M
-2.61%
6M
23.35%
YTD
22.26%
1Y
25.32%
3Y*
16.55%
5Y*
10.82%
10Y*
6.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FR vs. BRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FR
First Industrial Realty Trust, Inc.
15.43%18.17%-2.01%11.91%-25.37%60.33%4.24%47.37%-5.61%15.50%
BRX
Brixmor Property Group Inc.
22.26%-1.67%25.19%7.71%-6.79%60.29%-19.44%56.89%-15.93%-19.54%

Correlation

The correlation between FR and BRX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.63

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

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2013

0.58

The correlation between FR and BRX has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

Fundamentals

Market Cap

FR:

$8.62B

BRX:

$9.52B

EPS

FR:

$4.02

BRX:

$1.44

PE Ratio

FR:

16.17

BRX:

21.51

PS Ratio

FR:

7.71

BRX:

6.88

Total Revenue (TTM)

FR:

$744.49M

BRX:

$1.39B

Gross Profit (TTM)

FR:

$450.27M

BRX:

$1.09B

EBITDA (TTM)

FR:

$506.99M

BRX:

$1.04B

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Return for Risk

FR vs. BRX — Risk / Return Rank

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

FR
FR Risk / Return Rank: 8989
Overall Rank
FR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FR Sortino Ratio Rank: 8888
Sortino Ratio Rank
FR Omega Ratio Rank: 8484
Omega Ratio Rank
FR Calmar Ratio Rank: 9090
Calmar Ratio Rank
FR Martin Ratio Rank: 9292
Martin Ratio Rank

BRX
BRX Risk / Return Rank: 8181
Overall Rank
BRX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BRX Sortino Ratio Rank: 8181
Sortino Ratio Rank
BRX Omega Ratio Rank: 7979
Omega Ratio Rank
BRX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BRX Martin Ratio Rank: 8383
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.

FR vs. BRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and Brixmor Property Group Inc. (BRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRBRXDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

3.62

2.16

+1.46

Martin ratioReturn relative to average drawdown

11.32

6.13

+5.19

FR vs. BRX - Sharpe Ratio Comparison

The current FR Sharpe Ratio is 1.85, which is comparable to the BRX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FR and BRX, 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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Drawdowns

FR vs. BRX - Drawdown Comparison

The maximum FR drawdown since its inception was -95.42%, which is greater than BRX's maximum drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for FR and BRX.


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Drawdown Indicators


FRBRXDifference

Max Drawdown

Largest peak-to-trough decline

-95.42%

-66.54%

-28.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-12.36%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-25.42%

-22.43%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-35.95%

-31.59%

-4.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.12%

-66.54%

+25.42%

Current Drawdown

Current decline from peak

0.00%

-3.81%

+3.81%

Average Drawdown

Average peak-to-trough decline

-25.28%

-15.72%

-9.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

4.35%

-1.08%

Volatility

FR vs. BRX - Volatility Comparison

First Industrial Realty Trust, Inc. (FR) has a higher volatility of 6.30% compared to Brixmor Property Group Inc. (BRX) at 5.56%. This indicates that FR's price experiences larger fluctuations and is considered to be riskier than BRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

5.56%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

12.69%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.14%

18.41%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

24.83%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

34.13%

-9.74%

Dividends

FR vs. BRX - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 2.91%, less than BRX's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
BRX
Brixmor Property Group Inc.
3.90%4.39%3.92%4.47%4.23%3.38%3.44%5.18%7.49%5.57%4.01%3.49%
FR
First Industrial Realty Trust, Inc.
2.91%3.11%2.95%2.43%2.45%1.63%2.37%2.22%3.01%2.67%2.71%2.30%

Financials

FR vs. BRX - Financials Comparison

This section allows you to compare key financial metrics between First Industrial Realty Trust, Inc. and Brixmor Property Group 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


100.00M150.00M200.00M250.00M300.00M350.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
194.83M
354.82M
(FR) Total Revenue
(BRX) Total Revenue
Values in USD except per share items

FR vs. BRX - Profitability Comparison

The chart below illustrates the profitability comparison between First Industrial Realty Trust, Inc. and Brixmor Property Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
72.5%
87.2%
Portfolio components
FR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, First Industrial Realty Trust, Inc. reported a gross profit of 141.21M and revenue of 194.83M. Therefore, the gross margin over that period was 72.5%.

BRX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Brixmor Property Group Inc. reported a gross profit of 309.42M and revenue of 354.82M. Therefore, the gross margin over that period was 87.2%.

FR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, First Industrial Realty Trust, Inc. reported an operating income of 118.24M and revenue of 194.83M, resulting in an operating margin of 60.7%.

BRX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Brixmor Property Group Inc. reported an operating income of 134.11M and revenue of 354.82M, resulting in an operating margin of 37.8%.

FR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, First Industrial Realty Trust, Inc. reported a net income of 155.84M and revenue of 194.83M, resulting in a net margin of 80.0%.

BRX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Brixmor Property Group Inc. reported a net income of 127.75M and revenue of 354.82M, resulting in a net margin of 36.0%.


Frequently Asked Questions


FR and BRX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FR has higher volatility (6.30%) compared to BRX (5.56%). In terms of maximum drawdown, FR dropped -95.42% vs BRX's -66.54%.

FR currently has the higher Sharpe Ratio (1.85 vs 1.45), 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

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