FR vs. EGP
FR (First Industrial Realty Trust, Inc.) and EGP (EastGroup Properties, Inc.) are both stocks. Both operate in the REIT - Industrial industry within the Real Estate sector. Over the past 10 years, FR returned 12.28%/yr vs 15.31%/yr for EGP. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
FR vs. EGP - Performance Comparison
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Returns By Period
In the year-to-date period, FR achieves a 21.94% return, which is significantly lower than EGP's 27.42% return. Over the past 10 years, FR has underperformed EGP with an annualized return of 12.28%, while EGP has yielded a comparatively higher 15.31% annualized return.
FR
- 1D
- 4.23%
- 1M
- 10.22%
- 6M
- 17.75%
- YTD
- 21.94%
- 1Y
- 43.96%
- 3Y*
- 11.39%
- 5Y*
- 7.72%
- 10Y*
- 12.28%
EGP
- 1D
- 4.82%
- 1M
- 10.37%
- 6M
- 21.73%
- YTD
- 27.42%
- 1Y
- 39.63%
- 3Y*
- 9.79%
- 5Y*
- 8.45%
- 10Y*
- 15.31%
FR vs. EGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 21.94% | 18.17% | -2.01% | 11.91% | -25.37% | 60.33% | 4.24% | 47.37% | -5.61% | 15.50% |
EGP EastGroup Properties, Inc. | 27.42% | 14.85% | -9.81% | 27.69% | -33.07% | 68.44% | 6.76% | 48.23% | 6.95% | 23.34% |
Correlation
The correlation between FR and EGP is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 1994 | 0.62 |
Over the past year, FR and EGP have become more correlated (0.85) than their long-term average of 0.62, meaning their price movements have been converging.
Fundamentals
FR:
$9.10B
EGP:
$12.01B
FR:
$4.02
EGP:
$3.71
FR:
17.09
EGP:
60.24
FR:
8.15
EGP:
21.81
FR:
$744.49M
EGP:
$546.91M
FR:
$450.27M
EGP:
$237.02M
FR:
$506.99M
EGP:
$628.87M
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Return for Risk
FR vs. EGP — Risk / Return Rank
FR
EGP
FR vs. EGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and EastGroup Properties, Inc. (EGP). 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.
| FR | EGP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 5.83 | -1.51 |
| Martin ratioReturn relative to average drawdown | 13.50 | 15.30 | -1.80 |
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Drawdowns
FR vs. EGP - Drawdown Comparison
The maximum FR drawdown since its inception was -95.42%, which is greater than EGP's maximum drawdown of -59.55%. Use the drawdown chart below to compare losses from any high point for FR and EGP.
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Drawdown Indicators
| FR | EGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.42% | -59.55% | -35.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -6.83% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -25.11% | -22.37% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -35.95% | -38.08% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -38.10% | -3.02% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -25.27% | -9.49% | -15.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.60% | +0.67% |
Volatility
FR vs. EGP - Volatility Comparison
First Industrial Realty Trust, Inc. (FR) and EastGroup Properties, Inc. (EGP) have volatilities of 7.45% and 7.57%, 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
| FR | EGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 7.57% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 13.69% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 19.07% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.00% | 23.51% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.43% | 26.38% | -1.95% |
Dividends
FR vs. EGP - Dividend Comparison
FR's dividend yield for the trailing twelve months is around 2.75%, less than EGP's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 2.78% | 3.31% | 3.33% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 4.21% |
FR First Industrial Realty Trust, Inc. | 2.75% | 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. EGP - Financials Comparison
This section allows you to compare key financial metrics between First Industrial Realty Trust, Inc. and EastGroup Properties, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FR and EGP have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGP has higher volatility (7.57%) compared to FR (7.45%). In terms of maximum drawdown, FR dropped -95.42% vs EGP's -59.55%.
FR currently has the higher Sharpe Ratio (2.16 vs 2.09), 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.
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