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FR vs. STAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FR vs. STAG - Performance Comparison

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

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FR vs. STAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FR
First Industrial Realty Trust, Inc.
1.90%18.17%-2.01%11.91%-25.37%60.33%4.24%47.37%-5.61%15.50%
STAG
STAG Industrial, Inc.
-0.84%13.30%-10.34%26.73%-29.66%59.10%4.18%33.20%-3.81%20.68%

Fundamentals

Market Cap

FR:

$7.67B

STAG:

$6.79B

EPS

FR:

$1.83

STAG:

$1.46

PE Ratio

FR:

31.57

STAG:

24.70

PEG Ratio

FR:

2.66

STAG:

3.13

PS Ratio

FR:

10.54

STAG:

7.99

PB Ratio

FR:

2.78

STAG:

1.89

Total Revenue (TTM)

FR:

$726.91M

STAG:

$845.18M

Gross Profit (TTM)

FR:

$535.09M

STAG:

$498.04M

EBITDA (TTM)

FR:

$378.66M

STAG:

$595.40M

Returns By Period

In the year-to-date period, FR achieves a 1.90% return, which is significantly higher than STAG's -0.84% return. Over the past 10 years, FR has outperformed STAG with an annualized return of 12.86%, while STAG has yielded a comparatively lower 11.00% annualized return.


FR

1D
1.92%
1M
-7.57%
YTD
1.90%
6M
14.26%
1Y
10.95%
3Y*
5.99%
5Y*
6.99%
10Y*
12.86%

STAG

1D
1.00%
1M
-7.06%
YTD
-0.84%
6M
4.30%
1Y
4.09%
3Y*
6.46%
5Y*
5.06%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FR vs. STAG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FR
FR Risk / Return Rank: 5555
Overall Rank
FR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FR Sortino Ratio Rank: 5151
Sortino Ratio Rank
FR Omega Ratio Rank: 5050
Omega Ratio Rank
FR Calmar Ratio Rank: 5656
Calmar Ratio Rank
FR Martin Ratio Rank: 6060
Martin Ratio Rank

STAG
STAG Risk / Return Rank: 4747
Overall Rank
STAG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
STAG Sortino Ratio Rank: 4141
Sortino Ratio Rank
STAG Omega Ratio Rank: 4040
Omega Ratio Rank
STAG Calmar Ratio Rank: 5151
Calmar Ratio Rank
STAG Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FR vs. STAG - Risk-Adjusted Trends Comparison

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


FRSTAGDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.18

+0.27

Sortino ratio

Return per unit of downside risk

0.77

0.40

+0.37

Omega ratio

Gain probability vs. loss probability

1.10

1.05

+0.05

Calmar ratio

Return relative to maximum drawdown

0.62

0.35

+0.26

Martin ratio

Return relative to average drawdown

1.89

1.29

+0.61

FR vs. STAG - Sharpe Ratio Comparison

The current FR Sharpe Ratio is 0.45, which is higher than the STAG Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FR and STAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRSTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.18

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.22

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.42

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.51

-0.32

Correlation

The correlation between FR and STAG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FR vs. STAG - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 3.17%, less than STAG's 4.17% yield.


TTM20252024202320222021202020192018201720162015
FR
First Industrial Realty Trust, Inc.
3.17%3.11%2.95%2.43%2.45%1.63%2.37%2.22%3.01%2.67%2.71%2.30%
STAG
STAG Industrial, Inc.
4.17%4.05%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%

Drawdowns

FR vs. STAG - Drawdown Comparison

The maximum FR drawdown since its inception was -95.42%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for FR and STAG.


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Drawdown Indicators


FRSTAGDifference

Max Drawdown

Largest peak-to-trough decline

-95.42%

-45.08%

-50.34%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

-16.97%

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-35.95%

-42.22%

+6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-41.12%

-45.08%

+3.96%

Current Drawdown

Current decline from peak

-8.10%

-10.20%

+2.10%

Average Drawdown

Average peak-to-trough decline

-25.48%

-10.58%

-14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

4.67%

+1.94%

Volatility

FR vs. STAG - Volatility Comparison

First Industrial Realty Trust, Inc. (FR) has a higher volatility of 6.58% compared to STAG Industrial, Inc. (STAG) at 4.95%. This indicates that FR's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRSTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

4.95%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

12.77%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

23.06%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

23.44%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

26.16%

-1.84%

Financials

FR vs. STAG - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


120.00M140.00M160.00M180.00M200.00M220.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
188.41M
220.90M
(FR) Total Revenue
(STAG) Total Revenue
Values in USD except per share items