FR vs. SH
Compare and contrast key facts about First Industrial Realty Trust, Inc. (FR) and ProShares Short S&P500 (SH).
SH is a passively managed fund by ProShares that tracks the performance of the S&P 500 (-100%). It was launched on Jun 19, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FR or SH.
Key characteristics
| FR | SH | |
|---|---|---|
| YTD Return | 2.55% | -15.63% |
| 1Y Return | 28.00% | -21.25% |
| 3Y Return (Ann) | -2.02% | -6.12% |
| 5Y Return (Ann) | 7.29% | -14.39% |
| 10Y Return (Ann) | 13.55% | -12.36% |
| Sharpe Ratio | 1.19 | -1.75 |
| Sortino Ratio | 1.75 | -2.56 |
| Omega Ratio | 1.22 | 0.72 |
| Calmar Ratio | 0.77 | -0.23 |
| Martin Ratio | 3.61 | -1.56 |
| Ulcer Index | 7.06% | 13.56% |
| Daily Std Dev | 21.52% | 12.11% |
| Max Drawdown | -95.42% | -93.65% |
| Current Drawdown | -14.36% | -93.63% |
Correlation
The correlation between FR and SH is -0.58. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
FR vs. SH - Performance Comparison
In the year-to-date period, FR achieves a 2.55% return, which is significantly higher than SH's -15.63% return. Over the past 10 years, FR has outperformed SH with an annualized return of 13.55%, while SH has yielded a comparatively lower -12.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FR vs. SH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and ProShares Short S&P500 (SH). 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.
Dividends
FR vs. SH - Dividend Comparison
FR's dividend yield for the trailing twelve months is around 2.71%, less than SH's 6.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 2.71% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% | 1.95% |
SH ProShares Short S&P500 | 6.81% | 5.37% | 0.32% | 0.00% | 0.16% | 1.49% | 1.01% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FR vs. SH - Drawdown Comparison
The maximum FR drawdown since its inception was -95.42%, roughly equal to the maximum SH drawdown of -93.65%. Use the drawdown chart below to compare losses from any high point for FR and SH. For additional features, visit the drawdowns tool.
Volatility
FR vs. SH - Volatility Comparison
First Industrial Realty Trust, Inc. (FR) has a higher volatility of 5.25% compared to ProShares Short S&P500 (SH) at 3.89%. This indicates that FR's price experiences larger fluctuations and is considered to be riskier than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.