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 11.95%/yr vs 10.11%/yr for STAG. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
FR vs. STAG - Performance Comparison
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Returns By Period
In the year-to-date period, FR achieves a 11.19% return, which is significantly higher than STAG's 6.09% return. Over the past 10 years, FR has outperformed STAG with an annualized return of 11.95%, while STAG has yielded a comparatively lower 10.11% annualized return.
FR
- 1D
- 2.14%
- 1M
- -0.25%
- YTD
- 11.19%
- 6M
- 11.00%
- 1Y
- 32.93%
- 3Y*
- 11.33%
- 5Y*
- 6.51%
- 10Y*
- 11.95%
STAG
- 1D
- 2.06%
- 1M
- 1.13%
- YTD
- 6.09%
- 6M
- 5.47%
- 1Y
- 9.80%
- 3Y*
- 8.13%
- 5Y*
- 4.27%
- 10Y*
- 10.11%
FR vs. STAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 11.19% | 18.17% | -2.01% | 11.91% | -25.37% | 60.33% | 4.24% | 47.37% | -5.61% | 15.50% |
STAG STAG Industrial, Inc. | 6.09% | 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 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2011 | 0.73 |
The correlation between FR and STAG has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
Fundamentals
FR:
$3.57
STAG:
$1.30
FR:
17.66
STAG:
29.77
FR:
8.43
STAG:
8.41
FR:
$744.49M
STAG:
$863.82M
FR:
$450.27M
STAG:
$356.54M
FR:
$506.99M
STAG:
$598.36M
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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 | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.10 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 1.04 | +2.19 |
| Martin ratioReturn relative to average drawdown | 10.00 | 2.51 | +7.49 |
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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 | -25.42% | -24.59% | -0.83% |
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 | -1.99% | -3.93% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -25.32% | -10.49% | -14.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.90% | -0.60% |
Volatility
FR vs. STAG - Volatility Comparison
First Industrial Realty Trust, Inc. (FR) has a higher volatility of 7.95% compared to STAG Industrial, Inc. (STAG) at 6.49%. 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
| FR | STAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 6.49% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 14.28% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.47% | 19.90% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.89% | 23.44% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.41% | 26.20% | -1.79% |
Dividends
FR vs. STAG - Dividend Comparison
FR's dividend yield for the trailing twelve months is around 2.91%, less than STAG's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 2.91% | 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. | 3.26% | 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
FR vs. STAG - Profitability Comparison
FR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, First Industrial Realty Trust, Inc. reported a gross profit of 141.21M and revenue of 194.83M. Therefore, the gross margin over that period was 72.5%.
STAG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported a gross profit of 0.00 and revenue of 224.21M. Therefore, the gross margin over that period was 0.0%.
FR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, First Industrial Realty Trust, Inc. reported an operating income of 118.24M and revenue of 194.83M, resulting in an operating margin of 60.7%.
STAG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported an operating income of 1.32M and revenue of 224.21M, resulting in an operating margin of 0.6%.
FR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, First Industrial Realty Trust, Inc. reported a net income of 155.84M and revenue of 194.83M, resulting in a net margin of 80.0%.
STAG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STAG Industrial, Inc. reported a net income of 61.96M and revenue of 224.21M, resulting in a net margin of 27.6%.
Frequently Asked Questions
FR and STAG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FR has higher volatility (7.95%) compared to STAG (6.49%). In terms of maximum drawdown, FR dropped -95.42% vs STAG's -45.08%.
FR currently has the higher Sharpe Ratio (1.62 vs 0.50), 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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