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FR vs. NRG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

FR vs. NRG - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2025FebruaryMarch
250.11%
1,110.89%
FR
NRG

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Risk-Adjusted Performance

FR vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and undefined (undefined). 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 0.60, compared to the broader market-3.00-2.00-1.000.001.002.003.000.601.15
The chart of Sortino ratio for FR, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.951.68
The chart of Omega ratio for FR, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.22
The chart of Calmar ratio for FR, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.000.442.23
The chart of Martin ratio for FR, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.0025.001.687.15
FR
NRG


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2025FebruaryMarch
0.60
1.15
FR
NRG

Drawdowns

FR vs. NRG - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-6.13%
-22.27%
FR
NRG

Volatility

FR vs. NRG - Volatility Comparison

The current volatility for First Industrial Realty Trust, Inc. (FR) is 4.46%, while undefined (NRG) has a volatility of 18.37%. This indicates that FR experiences smaller price fluctuations and is considered to be less risky than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2025FebruaryMarch
4.46%
18.37%
FR
NRG
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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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