FR vs. STAG
FR (First Industrial Realty Trust, Inc.) and STAG (STAG Industrial, Inc.) are both stocks. Both operate in the REIT - Industrial industry within the Real Estate sector. Over the past 10 years, FR returned 11.45%/yr vs 9.24%/yr for STAG. Their 0.72 correlation means they have sometimes moved together and sometimes differently.
Performance
FR vs. STAG - Performance Comparison
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Returns By Period
In the year-to-date period, FR achieves a 16.90% return, which is significantly higher than STAG's 6.26% return. Over the past 10 years, FR has outperformed STAG with an annualized return of 11.45%, while STAG has yielded a comparatively lower 9.24% annualized return.
FR
- 1D
- -0.21%
- 1M
- 5.51%
- 6M
- 15.37%
- YTD
- 16.90%
- 1Y
- 42.13%
- 3Y*
- 11.75%
- 5Y*
- 6.64%
- 10Y*
- 11.45%
- ALL TIME*
- 8.28%
STAG
- 1D
- -0.73%
- 1M
- -2.30%
- 6M
- 4.14%
- YTD
- 6.26%
- 1Y
- 15.49%
- 3Y*
- 6.20%
- 5Y*
- 2.52%
- 10Y*
- 9.24%
- ALL TIME*
- 13.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $80.31M | $90.64M | $71.86M | |
| $79.14M | $75.04M | $58.84M |
FR vs. STAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 16.90% | 18.17% | -2.01% | 11.91% | -25.37% | 60.33% | 4.24% | 47.37% | -5.61% | 15.50% |
STAG STAG Industrial, Inc. | 6.26% | 13.30% | -10.34% | 26.73% | -29.66% | 59.10% | 4.18% | 33.20% | -3.81% | 20.68% |
Correlation
The correlation between FR and STAG is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2011 | 0.72 |
The correlation between FR and STAG has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
Fundamentals
FR:
$8.73B
STAG:
$7.32B
FR:
$3.80
STAG:
$1.30
FR:
17.35
STAG:
29.35
FR:
8.61
STAG:
8.23
FR:
$759.61M
STAG:
$880.59M
FR:
$463.00M
STAG:
$189.35M
FR:
$389.82M
STAG:
$620.43M
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Return for Risk
FR vs. STAG — Risk / Return Rank
FR
STAG
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FR | STAG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.15 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 1.67 | +2.22 |
| Martin ratioReturn relative to average drawdown | 12.89 | 4.15 | +8.74 |
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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
| FR | STAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.42% | -45.08% | -50.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -9.44% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -25.11% | -24.59% | -0.52% |
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 DrawdownCurrent decline from peak | -4.39% | -8.99% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -10.44% | -14.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.79% | -0.70% |
Volatility
FR vs. STAG - Volatility Comparison
The current volatility for First Industrial Realty Trust, Inc. (FR) is 6.25%, while STAG Industrial, Inc. (STAG) has a volatility of 8.46%. 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.
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Volatility by Period
| FR | STAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 8.46% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.07% | 16.13% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 20.41% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 23.58% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 26.24% | -1.80% |
Dividends
FR vs. STAG - Dividend Comparison
FR's dividend yield for the trailing twelve months is around 2.87%, less than STAG's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 2.87% | 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. | 3.65% | 4.05% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% |
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
Frequently Asked Questions
FR and STAG have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STAG has higher volatility (8.46%) compared to FR (6.25%). In terms of maximum drawdown, FR dropped -95.42% vs STAG's -45.08%.
FR currently has the higher Sharpe Ratio (1.97 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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