FRPH vs. GLRE
FRPH (FRP Holdings, Inc.) and GLRE (Greenlight Capital Re, Ltd.) are both stocks. FRPH operates in Real Estate - Services (Real Estate), while GLRE operates in Insurance - Reinsurance (Financial Services). Over the past 10 years, FRPH returned 4.37%/yr vs -2.93%/yr for GLRE. At a 0.33 correlation, their price movements are largely independent.
Performance
FRPH vs. GLRE - Performance Comparison
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Returns By Period
In the year-to-date period, FRPH achieves a 0.79% return, which is significantly higher than GLRE's 0.75% return. Over the past 10 years, FRPH has outperformed GLRE with an annualized return of 4.37%, while GLRE has yielded a comparatively lower -2.93% annualized return.
FRPH
- 1D
- -1.29%
- 1M
- 9.90%
- YTD
- 0.79%
- 6M
- -1.08%
- 1Y
- -15.61%
- 3Y*
- -7.71%
- 5Y*
- -4.96%
- 10Y*
- 4.37%
GLRE
- 1D
- -1.67%
- 1M
- -16.39%
- YTD
- 0.75%
- 6M
- 6.14%
- 1Y
- 1.73%
- 3Y*
- 14.33%
- 5Y*
- 9.50%
- 10Y*
- -2.93%
FRPH vs. GLRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRPH FRP Holdings, Inc. | 0.79% | -25.60% | -2.58% | 16.75% | -6.82% | 26.89% | -8.55% | 8.26% | 3.98% | 17.37% |
GLRE Greenlight Capital Re, Ltd. | 0.75% | 4.14% | 22.59% | 40.12% | 3.95% | 7.25% | -27.70% | 17.29% | -57.11% | -11.84% |
Correlation
The correlation between FRPH and GLRE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 25, 2007 | 0.33 |
Fundamentals
FRPH:
$0.07
GLRE:
$2.37
FRPH:
351.56
GLRE:
6.21
FRPH:
7.60
GLRE:
0.71
FRPH:
$43.13M
GLRE:
$706.45M
FRPH:
$9.98M
GLRE:
$274.94M
FRPH:
$12.78M
GLRE:
$50.58M
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Return for Risk
FRPH vs. GLRE — Risk / Return Rank
FRPH
GLRE
FRPH vs. GLRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FRP Holdings, Inc. (FRPH) and Greenlight Capital Re, Ltd. (GLRE). 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.
| FRPH | GLRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.03 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 0.08 | -0.70 |
| Martin ratioReturn relative to average drawdown | -1.10 | 0.16 | -1.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRPH | GLRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 0.07 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.36 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | -0.09 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | -0.08 | +0.23 |
Drawdowns
FRPH vs. GLRE - Drawdown Comparison
The maximum FRPH drawdown since its inception was -61.53%, smaller than the maximum GLRE drawdown of -85.00%. Use the drawdown chart below to compare losses from any high point for FRPH and GLRE.
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Drawdown Indicators
| FRPH | GLRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.53% | -85.00% | +23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -24.98% | -22.68% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -36.21% | -22.80% | -13.41% |
Max Drawdown (5Y)Largest decline over 5 years | -36.25% | -30.73% | -5.52% |
Max Drawdown (10Y)Largest decline over 10 years | -53.97% | -78.08% | +24.11% |
Current DrawdownCurrent decline from peak | -31.79% | -58.03% | +26.24% |
Average DrawdownAverage peak-to-trough decline | -19.74% | -42.24% | +22.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.20% | 10.55% | +3.65% |
Volatility
FRPH vs. GLRE - Volatility Comparison
FRP Holdings, Inc. (FRPH) has a higher volatility of 9.22% compared to Greenlight Capital Re, Ltd. (GLRE) at 6.75%. This indicates that FRPH's price experiences larger fluctuations and is considered to be riskier than GLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRPH | GLRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.22% | 6.75% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 18.66% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.82% | 24.70% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.70% | 26.53% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.45% | 31.81% | -0.36% |
Dividends
FRPH vs. GLRE - Dividend Comparison
Neither FRPH nor GLRE has paid dividends to shareholders.
Financials
FRPH vs. GLRE - Financials Comparison
This section allows you to compare key financial metrics between FRP Holdings, Inc. and Greenlight Capital Re, Ltd.. 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
FRPH vs. GLRE - Profitability Comparison
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%.
GLRE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Greenlight Capital Re, Ltd. reported a gross profit of 0.00 and revenue of 189.66M. 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%.
GLRE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Greenlight Capital Re, Ltd. reported an operating income of 0.00 and revenue of 189.66M, 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%.
GLRE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Greenlight Capital Re, Ltd. reported a net income of 35.75M and revenue of 189.66M, resulting in a net margin of 18.9%.
Frequently Asked Questions
FRPH and GLRE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRPH has higher volatility (9.22%) compared to GLRE (6.75%). In terms of maximum drawdown, FRPH dropped -61.53% vs GLRE's -85.00%.
GLRE currently has the higher Sharpe Ratio (0.07 vs -0.61), 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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