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FRPH vs. BN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FRPH and BN is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FRPH vs. BN - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
9.01%
31.71%
FRPH
BN

Key characteristics

Sharpe Ratio

FRPH:

0.26

BN:

2.13

Sortino Ratio

FRPH:

0.55

BN:

2.64

Omega Ratio

FRPH:

1.06

BN:

1.35

Calmar Ratio

FRPH:

0.34

BN:

2.72

Martin Ratio

FRPH:

1.17

BN:

12.52

Ulcer Index

FRPH:

5.29%

BN:

4.45%

Daily Std Dev

FRPH:

23.57%

BN:

26.15%

Max Drawdown

FRPH:

-61.51%

BN:

-72.49%

Current Drawdown

FRPH:

-6.58%

BN:

-1.19%

Fundamentals

Market Cap

FRPH:

$598.13M

BN:

$92.48B

EPS

FRPH:

$0.40

BN:

$0.31

PE Ratio

FRPH:

78.58

BN:

197.77

Total Revenue (TTM)

FRPH:

$31.24M

BN:

$67.20B

Gross Profit (TTM)

FRPH:

$15.67M

BN:

$13.54B

EBITDA (TTM)

FRPH:

$17.47M

BN:

$21.56B

Returns By Period

In the year-to-date period, FRPH achieves a 2.71% return, which is significantly lower than BN's 6.72% return. Over the past 10 years, FRPH has underperformed BN with an annualized return of 7.70%, while BN has yielded a comparatively higher 13.93% annualized return.


FRPH

YTD

2.71%

1M

3.35%

6M

9.01%

1Y

3.86%

5Y*

4.61%

10Y*

7.70%

BN

YTD

6.72%

1M

5.38%

6M

31.71%

1Y

52.99%

5Y*

12.04%

10Y*

13.93%

*Annualized

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Risk-Adjusted Performance

FRPH vs. BN — Risk-Adjusted Performance Rank

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

FRPH
The Risk-Adjusted Performance Rank of FRPH is 5252
Overall Rank
The Sharpe Ratio Rank of FRPH is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FRPH is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FRPH is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FRPH is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FRPH is 5858
Martin Ratio Rank

BN
The Risk-Adjusted Performance Rank of BN is 9191
Overall Rank
The Sharpe Ratio Rank of BN is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BN is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FRPH vs. BN - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FRPH, currently valued at 0.26, compared to the broader market-2.000.002.004.000.262.13
The chart of Sortino ratio for FRPH, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.006.000.552.64
The chart of Omega ratio for FRPH, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.35
The chart of Calmar ratio for FRPH, currently valued at 0.34, compared to the broader market0.002.004.006.000.342.72
The chart of Martin ratio for FRPH, currently valued at 1.17, compared to the broader market0.0010.0020.0030.001.1712.52
FRPH
BN

The current FRPH Sharpe Ratio is 0.26, which is lower than the BN Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FRPH and BN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.26
2.13
FRPH
BN

Dividends

FRPH vs. BN - Dividend Comparison

FRPH has not paid dividends to shareholders, while BN's dividend yield for the trailing twelve months is around 0.52%.


TTM20242023202220212020201920182017201620152014
FRPH
FRP Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%17.68%0.00%
BN
Brookfield Corp
0.52%0.56%0.87%1.88%0.86%1.16%1.45%1.56%1.68%1.56%1.97%1.75%

Drawdowns

FRPH vs. BN - Drawdown Comparison

The maximum FRPH drawdown since its inception was -61.51%, smaller than the maximum BN drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for FRPH and BN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.58%
-1.19%
FRPH
BN

Volatility

FRPH vs. BN - Volatility Comparison

The current volatility for FRP Holdings, Inc. (FRPH) is 5.26%, while Brookfield Corp (BN) has a volatility of 7.67%. This indicates that FRPH experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%SeptemberOctoberNovemberDecember2025February
5.26%
7.67%
FRPH
BN

Financials

FRPH vs. BN - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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