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FRPH vs. BH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRPH vs. BH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FRP Holdings, Inc. (FRPH) and Biglari Holdings Inc. (BH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRPH achieves a 4.61% return, which is significantly higher than BH's 1.07% return. Over the past 10 years, FRPH has outperformed BH with an annualized return of 3.59%, while BH has yielded a comparatively lower 1.70% annualized return.


FRPH

1D
0.51%
1M
5.35%
YTD
4.61%
6M
5.63%
1Y
-10.91%
3Y*
-5.21%
5Y*
-4.36%
10Y*
3.59%

BH

1D
0.98%
1M
21.32%
YTD
1.07%
6M
-5.02%
1Y
18.91%
3Y*
20.05%
5Y*
15.71%
10Y*
1.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRPH vs. BH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRPH
FRP Holdings, Inc.
4.61%-25.60%-2.58%16.75%-6.82%26.89%-8.55%8.26%3.98%17.37%
BH
Biglari Holdings Inc.
1.07%30.73%54.18%18.83%-2.64%28.21%-2.81%0.74%-58.89%-12.43%

Correlation

The correlation between FRPH and BH is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 25, 1992

0.17

Fundamentals

EPS

FRPH:

$0.07

BH:

-$8.05

PS Ratio

FRPH:

7.89

BH:

1.97

Total Revenue (TTM)

FRPH:

$43.13M

BH:

$397.71M

Gross Profit (TTM)

FRPH:

$9.98M

BH:

$93.91M

EBITDA (TTM)

FRPH:

$12.78M

BH:

$93.04M

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Return for Risk

FRPH vs. BH — Risk / Return Rank

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

FRPH
FRPH Risk / Return Rank: 2424
Overall Rank
FRPH Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FRPH Sortino Ratio Rank: 2121
Sortino Ratio Rank
FRPH Omega Ratio Rank: 2222
Omega Ratio Rank
FRPH Calmar Ratio Rank: 2727
Calmar Ratio Rank
FRPH Martin Ratio Rank: 2828
Martin Ratio Rank

BH
BH Risk / Return Rank: 5353
Overall Rank
BH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BH Sortino Ratio Rank: 5050
Sortino Ratio Rank
BH Omega Ratio Rank: 5454
Omega Ratio Rank
BH Calmar Ratio Rank: 5252
Calmar Ratio Rank
BH Martin Ratio Rank: 5252
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.

FRPH vs. BH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FRP Holdings, Inc. (FRPH) and Biglari Holdings Inc. (BH). 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.


FRPHBHDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

0.95

1.12

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.44

0.40

-0.83

Martin ratioReturn relative to average drawdown

-0.75

0.87

-1.62

FRPH vs. BH - Sharpe Ratio Comparison

The current FRPH Sharpe Ratio is -0.42, which is lower than the BH Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FRPH and BH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRPH vs. BH - Drawdown Comparison

The maximum FRPH drawdown since its inception was -61.53%, smaller than the maximum BH drawdown of -87.84%. Use the drawdown chart below to compare losses from any high point for FRPH and BH.


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Drawdown Indicators


FRPHBHDifference

Max Drawdown

Largest peak-to-trough decline

-61.53%

-87.84%

+26.31%

Max Drawdown (1Y)

Largest decline over 1 year

-24.98%

-48.04%

+23.06%

Max Drawdown (3Y)

Largest decline over 3 years

-36.21%

-48.04%

+11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-36.25%

-48.04%

+11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-53.97%

-86.99%

+33.02%

Current Drawdown

Current decline from peak

-29.21%

-29.55%

+0.34%

Average Drawdown

Average peak-to-trough decline

-19.75%

-31.14%

+11.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.54%

21.74%

-7.20%

Volatility

FRPH vs. BH - Volatility Comparison

The current volatility for FRP Holdings, Inc. (FRPH) is 5.82%, while Biglari Holdings Inc. (BH) has a volatility of 9.56%. This indicates that FRPH experiences smaller price fluctuations and is considered to be less risky than BH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRPHBHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

9.56%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

44.55%

-26.87%

Volatility (1Y)

Calculated over the trailing 1-year period

25.93%

49.30%

-23.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.70%

38.47%

-11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.32%

45.29%

-13.97%

Dividends

FRPH vs. BH - Dividend Comparison

Neither FRPH nor BH has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FRPH vs. BH - Financials Comparison

This section allows you to compare key financial metrics between FRP Holdings, Inc. and Biglari Holdings 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


0.0020.00M40.00M60.00M80.00M100.00M20222023202420252026
10.59M
97.48M
(FRPH) Total Revenue
(BH) Total Revenue
Values in USD except per share items

FRPH vs. BH - Profitability Comparison

The chart below illustrates the profitability comparison between FRP Holdings, Inc. and Biglari Holdings Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
FRPH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FRP Holdings, Inc. reported a gross profit of 0.00 and revenue of 10.59M. Therefore, the gross margin over that period was 0.0%.

BH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Biglari Holdings Inc. reported a gross profit of 0.00 and revenue of 97.48M. Therefore, the gross margin over that period was 0.0%.

FRPH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FRP Holdings, Inc. reported an operating income of 512.00K and revenue of 10.59M, resulting in an operating margin of 4.8%.

BH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Biglari Holdings Inc. reported an operating income of 0.00 and revenue of 97.48M, resulting in an operating margin of 0.0%.

FRPH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FRP Holdings, Inc. reported a net income of -687.00K and revenue of 10.59M, resulting in a net margin of -6.5%.

BH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Biglari Holdings Inc. reported a net income of -14.53M and revenue of 97.48M, resulting in a net margin of -14.9%.


Frequently Asked Questions


FRPH and BH have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BH has higher volatility (9.56%) compared to FRPH (5.82%). In terms of maximum drawdown, FRPH dropped -61.53% vs BH's -87.84%.

BH currently has the higher Sharpe Ratio (0.39 vs -0.42), 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.

Portfolio Optimizer

Find the right allocation for FRPH and BH

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