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

Correlation

The correlation between FR and DLR is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FR vs. DLR - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
142.76%
3,259.79%
FR
DLR

Key characteristics

Sharpe Ratio

FR:

-0.12

DLR:

1.42

Sortino Ratio

FR:

-0.02

DLR:

2.05

Omega Ratio

FR:

1.00

DLR:

1.27

Calmar Ratio

FR:

-0.09

DLR:

1.92

Martin Ratio

FR:

-0.32

DLR:

7.48

Ulcer Index

FR:

7.38%

DLR:

5.07%

Daily Std Dev

FR:

20.66%

DLR:

26.62%

Max Drawdown

FR:

-95.42%

DLR:

-56.80%

Current Drawdown

FR:

-18.88%

DLR:

-8.98%

Fundamentals

Market Cap

FR:

$7.07B

DLR:

$62.55B

EPS

FR:

$2.32

DLR:

$1.22

PE Ratio

FR:

22.42

DLR:

151.64

PEG Ratio

FR:

3.74

DLR:

10.67

Total Revenue (TTM)

FR:

$651.33M

DLR:

$5.49B

Gross Profit (TTM)

FR:

$389.35M

DLR:

$1.71B

EBITDA (TTM)

FR:

$447.05M

DLR:

$2.49B

Returns By Period

In the year-to-date period, FR achieves a -2.87% return, which is significantly lower than DLR's 35.61% return. Over the past 10 years, FR has underperformed DLR with an annualized return of 12.22%, while DLR has yielded a comparatively higher 14.70% annualized return.


FR

YTD

-2.87%

1M

-4.92%

6M

6.75%

1Y

-2.84%

5Y*

6.62%

10Y*

12.22%

DLR

YTD

35.61%

1M

-2.82%

6M

20.01%

1Y

35.65%

5Y*

12.35%

10Y*

14.70%

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Risk-Adjusted Performance

FR vs. DLR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and Digital Realty Trust, Inc. (DLR). 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 FR, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.121.42
The chart of Sortino ratio for FR, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.022.05
The chart of Omega ratio for FR, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.27
The chart of Calmar ratio for FR, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.091.92
The chart of Martin ratio for FR, currently valued at -0.32, compared to the broader market0.0010.0020.00-0.327.48
FR
DLR

The current FR Sharpe Ratio is -0.12, which is lower than the DLR Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of FR and DLR, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
1.42
FR
DLR

Dividends

FR vs. DLR - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 2.86%, more than DLR's 2.76% yield.


TTM20232022202120202019201820172016201520142013
FR
First Industrial Realty Trust, Inc.
2.86%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%1.95%
DLR
Digital Realty Trust, Inc.
2.76%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%

Drawdowns

FR vs. DLR - Drawdown Comparison

The maximum FR drawdown since its inception was -95.42%, which is greater than DLR's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for FR and DLR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.88%
-8.98%
FR
DLR

Volatility

FR vs. DLR - Volatility Comparison

The current volatility for First Industrial Realty Trust, Inc. (FR) is 6.05%, while Digital Realty Trust, Inc. (DLR) has a volatility of 6.71%. This indicates that FR experiences smaller price fluctuations and is considered to be less risky than DLR 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%JulyAugustSeptemberOctoberNovemberDecember
6.05%
6.71%
FR
DLR

Financials

FR vs. DLR - Financials Comparison

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