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

Key characteristics


FRINGR
YTD Return3.91%42.36%
1Y Return28.25%53.45%
3Y Return (Ann)-1.47%18.33%
5Y Return (Ann)7.90%15.73%
10Y Return (Ann)13.40%9.28%
Sharpe Ratio1.212.49
Sortino Ratio1.785.02
Omega Ratio1.231.60
Calmar Ratio0.793.04
Martin Ratio3.7222.39
Ulcer Index7.04%2.48%
Daily Std Dev21.57%22.32%
Max Drawdown-95.42%-64.20%
Current Drawdown-13.23%-2.14%

Fundamentals


FRINGR
Market Cap$7.17B$10.15B
EPS$2.36$10.37
PE Ratio22.6914.61
PEG Ratio3.742.23
Total Revenue (TTM)$651.33M$7.55B
Gross Profit (TTM)$389.56M$1.88B
EBITDA (TTM)$488.94M$1.25B

Correlation

-0.50.00.51.00.3

The correlation between FR and INGR is 0.32, 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.

Performance

FR vs. INGR - Performance Comparison

In the year-to-date period, FR achieves a 3.91% return, which is significantly lower than INGR's 42.36% return. Over the past 10 years, FR has outperformed INGR with an annualized return of 13.40%, while INGR has yielded a comparatively lower 9.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JuneJulyAugustSeptemberOctoberNovember
430.71%
1,607.39%
FR
INGR

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Risk-Adjusted Performance

FR vs. INGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and Ingredion Incorporated (INGR). 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.


FR
Sharpe ratio
The chart of Sharpe ratio for FR, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.21
Sortino ratio
The chart of Sortino ratio for FR, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.006.001.78
Omega ratio
The chart of Omega ratio for FR, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for FR, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for FR, currently valued at 3.72, compared to the broader market0.0010.0020.0030.003.72
INGR
Sharpe ratio
The chart of Sharpe ratio for INGR, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.002.49
Sortino ratio
The chart of Sortino ratio for INGR, currently valued at 5.02, compared to the broader market-4.00-2.000.002.004.006.005.02
Omega ratio
The chart of Omega ratio for INGR, currently valued at 1.60, compared to the broader market0.501.001.502.001.60
Calmar ratio
The chart of Calmar ratio for INGR, currently valued at 3.04, compared to the broader market0.002.004.006.003.04
Martin ratio
The chart of Martin ratio for INGR, currently valued at 22.39, compared to the broader market0.0010.0020.0030.0022.39

FR vs. INGR - Sharpe Ratio Comparison

The current FR Sharpe Ratio is 1.21, which is lower than the INGR Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of FR and INGR, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.21
2.49
FR
INGR

Dividends

FR vs. INGR - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 2.67%, more than INGR's 2.07% yield.


TTM20232022202120202019201820172016201520142013
FR
First Industrial Realty Trust, Inc.
2.67%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%1.95%
INGR
Ingredion Incorporated
2.07%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%1.98%2.28%

Drawdowns

FR vs. INGR - Drawdown Comparison

The maximum FR drawdown since its inception was -95.42%, which is greater than INGR's maximum drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for FR and INGR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.23%
-2.14%
FR
INGR

Volatility

FR vs. INGR - Volatility Comparison

The current volatility for First Industrial Realty Trust, Inc. (FR) is 5.39%, while Ingredion Incorporated (INGR) has a volatility of 15.05%. This indicates that FR experiences smaller price fluctuations and is considered to be less risky than INGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.39%
15.05%
FR
INGR

Financials

FR vs. INGR - Financials Comparison

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