FR vs. STAG
Compare and contrast key facts about First Industrial Realty Trust, Inc. (FR) and STAG Industrial, Inc. (STAG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FR or STAG.
Key characteristics
| FR | STAG | |
|---|---|---|
| YTD Return | 3.63% | -1.75% |
| 1Y Return | 26.85% | 12.28% |
| 3Y Return (Ann) | -1.67% | -0.38% |
| 5Y Return (Ann) | 7.74% | 8.59% |
| 10Y Return (Ann) | 13.67% | 10.05% |
| Sharpe Ratio | 1.30 | 0.66 |
| Sortino Ratio | 1.89 | 1.09 |
| Omega Ratio | 1.24 | 1.12 |
| Calmar Ratio | 0.84 | 0.57 |
| Martin Ratio | 3.96 | 2.18 |
| Ulcer Index | 7.05% | 6.00% |
| Daily Std Dev | 21.53% | 19.94% |
| Max Drawdown | -95.42% | -45.08% |
| Current Drawdown | -13.45% | -12.41% |
Fundamentals
| FR | STAG | |
|---|---|---|
| Market Cap | $7.26B | $6.94B |
| EPS | $2.32 | $0.99 |
| PE Ratio | 23.02 | 37.70 |
| PEG Ratio | 3.74 | -402.43 |
| Total Revenue (TTM) | $651.33M | $751.37M |
| Gross Profit (TTM) | $389.56M | $382.24M |
| EBITDA (TTM) | $488.94M | $553.23M |
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.
Performance
FR vs. STAG - Performance Comparison
In the year-to-date period, FR achieves a 3.63% return, which is significantly higher than STAG's -1.75% return. Over the past 10 years, FR has outperformed STAG with an annualized return of 13.67%, while STAG has yielded a comparatively lower 10.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FR vs. STAG - Risk-Adjusted Performance 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.
Dividends
FR vs. STAG - Dividend Comparison
FR's dividend yield for the trailing twelve months is around 2.68%, less than STAG's 3.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 2.68% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% | 1.95% |
STAG STAG Industrial, Inc. | 3.96% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
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. For additional features, visit the drawdowns tool.
Volatility
FR vs. STAG - Volatility Comparison
The current volatility for First Industrial Realty Trust, Inc. (FR) is 5.16%, while STAG Industrial, Inc. (STAG) has a volatility of 6.80%. This indicates that FR experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities