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FR vs. CIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FR and CIO is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

FR vs. CIO - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
228.71%
-8.78%
FR
CIO

Key characteristics

Sharpe Ratio

FR:

0.20

CIO:

0.45

Sortino Ratio

FR:

0.43

CIO:

0.91

Omega Ratio

FR:

1.06

CIO:

1.11

Calmar Ratio

FR:

0.17

CIO:

0.25

Martin Ratio

FR:

0.73

CIO:

1.51

Ulcer Index

FR:

6.80%

CIO:

12.03%

Daily Std Dev

FR:

24.40%

CIO:

40.20%

Max Drawdown

FR:

-95.42%

CIO:

-80.92%

Current Drawdown

FR:

-22.12%

CIO:

-68.85%

Fundamentals

Market Cap

FR:

$6.46B

CIO:

$203.41M

EPS

FR:

$2.01

CIO:

-$0.63

PEG Ratio

FR:

3.74

CIO:

-7.88

PS Ratio

FR:

9.41

CIO:

1.19

PB Ratio

FR:

2.36

CIO:

0.32

Total Revenue (TTM)

FR:

$684.44M

CIO:

$126.63M

Gross Profit (TTM)

FR:

$456.70M

CIO:

$60.19M

EBITDA (TTM)

FR:

$502.72M

CIO:

$54.61M

Returns By Period

The year-to-date returns for both investments are quite close, with FR having a -4.84% return and CIO slightly higher at -4.74%. Over the past 10 years, FR has outperformed CIO with an annualized return of 11.94%, while CIO has yielded a comparatively lower -2.05% annualized return.


FR

YTD

-4.84%

1M

-12.06%

6M

-10.35%

1Y

6.01%

5Y*

7.39%

10Y*

11.94%

CIO

YTD

-4.74%

1M

-0.33%

6M

-5.09%

1Y

19.21%

5Y*

-4.34%

10Y*

-2.05%

*Annualized

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Risk-Adjusted Performance

FR vs. CIO — Risk-Adjusted Performance Rank

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

FR
The Risk-Adjusted Performance Rank of FR is 5757
Overall Rank
The Sharpe Ratio Rank of FR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FR is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FR is 6262
Martin Ratio Rank

CIO
The Risk-Adjusted Performance Rank of CIO is 6666
Overall Rank
The Sharpe Ratio Rank of CIO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CIO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CIO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CIO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of CIO is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FR vs. CIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and City Office REIT, Inc. (CIO). 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.


The chart of Sharpe ratio for FR, currently valued at 0.20, compared to the broader market-2.00-1.000.001.002.003.00
FR: 0.20
CIO: 0.45
The chart of Sortino ratio for FR, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
FR: 0.43
CIO: 0.91
The chart of Omega ratio for FR, currently valued at 1.06, compared to the broader market0.501.001.502.00
FR: 1.06
CIO: 1.11
The chart of Calmar ratio for FR, currently valued at 0.17, compared to the broader market0.001.002.003.004.005.00
FR: 0.17
CIO: 0.25
The chart of Martin ratio for FR, currently valued at 0.73, compared to the broader market-5.000.005.0010.0015.0020.00
FR: 0.73
CIO: 1.51

The current FR Sharpe Ratio is 0.20, which is lower than the CIO Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FR and CIO, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.20
0.45
FR
CIO

Dividends

FR vs. CIO - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 3.29%, less than CIO's 7.94% yield.


TTM20242023202220212020201920182017201620152014
FR
First Industrial Realty Trust, Inc.
3.29%2.95%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%
CIO
City Office REIT, Inc.
7.94%7.25%9.82%9.55%3.04%7.01%6.95%9.17%7.23%7.14%5.79%5.10%

Drawdowns

FR vs. CIO - Drawdown Comparison

The maximum FR drawdown since its inception was -95.42%, which is greater than CIO's maximum drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for FR and CIO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-22.12%
-68.85%
FR
CIO

Volatility

FR vs. CIO - Volatility Comparison

First Industrial Realty Trust, Inc. (FR) has a higher volatility of 15.66% compared to City Office REIT, Inc. (CIO) at 12.54%. This indicates that FR's price experiences larger fluctuations and is considered to be riskier than CIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.66%
12.54%
FR
CIO

Financials

FR vs. CIO - Financials Comparison

This section allows you to compare key financial metrics between First Industrial Realty Trust, Inc. and City Office REIT, 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


Values in USD except per share items