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

Correlation

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.


-0.50.00.51.00.3

Performance

FR vs. INGR - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
396.12%
1,498.00%
FR
INGR

Key characteristics

Sharpe Ratio

FR:

-0.12

INGR:

1.57

Sortino Ratio

FR:

-0.02

INGR:

3.02

Omega Ratio

FR:

1.00

INGR:

1.38

Calmar Ratio

FR:

-0.09

INGR:

2.62

Martin Ratio

FR:

-0.32

INGR:

11.33

Ulcer Index

FR:

7.38%

INGR:

3.21%

Daily Std Dev

FR:

20.66%

INGR:

23.13%

Max Drawdown

FR:

-95.42%

INGR:

-64.20%

Current Drawdown

FR:

-18.88%

INGR:

-8.41%

Fundamentals

Market Cap

FR:

$7.07B

INGR:

$9.26B

EPS

FR:

$2.32

INGR:

$10.27

PE Ratio

FR:

22.42

INGR:

13.84

PEG Ratio

FR:

3.74

INGR:

1.82

Total Revenue (TTM)

FR:

$651.33M

INGR:

$7.55B

Gross Profit (TTM)

FR:

$389.35M

INGR:

$1.88B

EBITDA (TTM)

FR:

$447.05M

INGR:

$1.24B

Returns By Period

In the year-to-date period, FR achieves a -2.87% return, which is significantly lower than INGR's 33.24% return. Over the past 10 years, FR has outperformed INGR with an annualized return of 12.22%, while INGR has yielded a comparatively lower 8.03% annualized return.


FR

YTD

-2.87%

1M

-4.92%

6M

6.75%

1Y

-2.84%

5Y*

6.62%

10Y*

12.22%

INGR

YTD

33.24%

1M

2.17%

6M

24.10%

1Y

35.56%

5Y*

12.45%

10Y*

8.03%

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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.


Sharpe ratio
The chart of Sharpe ratio for FR, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.121.57
The chart of Sortino ratio for FR, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.00-0.023.02
The chart of Omega ratio for FR, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.38
The chart of Calmar ratio for FR, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.092.62
The chart of Martin ratio for FR, currently valued at -0.32, compared to the broader market0.0010.0020.00-0.3211.33
FR
INGR

The current FR Sharpe Ratio is -0.12, which is lower than the INGR Sharpe Ratio of 1.57. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
1.57
FR
INGR

Dividends

FR vs. INGR - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 2.86%, more than INGR's 2.21% 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%
INGR
Ingredion Incorporated
2.21%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%JulyAugustSeptemberOctoberNovemberDecember
-18.88%
-8.41%
FR
INGR

Volatility

FR vs. INGR - Volatility Comparison

First Industrial Realty Trust, Inc. (FR) has a higher volatility of 6.05% compared to Ingredion Incorporated (INGR) at 4.81%. This indicates that FR's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
6.05%
4.81%
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
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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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