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FRT vs. CDUAF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FRT and CDUAF is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

FRT vs. CDUAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Realty Investment Trust (FRT) and Canadian Utilities Limited (CDUAF). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
215.27%
110.94%
FRT
CDUAF

Key characteristics

Sharpe Ratio

FRT:

-0.19

CDUAF:

1.65

Sortino Ratio

FRT:

-0.12

CDUAF:

2.32

Omega Ratio

FRT:

0.98

CDUAF:

1.31

Calmar Ratio

FRT:

-0.14

CDUAF:

1.18

Martin Ratio

FRT:

-0.53

CDUAF:

5.76

Ulcer Index

FRT:

8.15%

CDUAF:

5.47%

Daily Std Dev

FRT:

22.58%

CDUAF:

19.23%

Max Drawdown

FRT:

-57.42%

CDUAF:

-47.91%

Current Drawdown

FRT:

-22.86%

CDUAF:

-2.65%

Fundamentals

Market Cap

FRT:

$8.25B

CDUAF:

$5.61B

EPS

FRT:

$3.42

CDUAF:

$1.07

PE Ratio

FRT:

27.93

CDUAF:

25.37

PEG Ratio

FRT:

3.69

CDUAF:

0.00

PS Ratio

FRT:

6.84

CDUAF:

1.50

PB Ratio

FRT:

2.70

CDUAF:

1.91

Total Revenue (TTM)

FRT:

$911.13M

CDUAF:

$2.65B

Gross Profit (TTM)

FRT:

$530.00M

CDUAF:

$1.86B

EBITDA (TTM)

FRT:

$633.47M

CDUAF:

$1.17B

Returns By Period

In the year-to-date period, FRT achieves a -13.89% return, which is significantly lower than CDUAF's 14.38% return. Over the past 10 years, FRT has underperformed CDUAF with an annualized return of -0.26%, while CDUAF has yielded a comparatively higher 2.84% annualized return.


FRT

YTD

-13.89%

1M

-2.11%

6M

-14.20%

1Y

-4.07%

5Y*

11.01%

10Y*

-0.26%

CDUAF

YTD

14.38%

1M

6.67%

6M

8.19%

1Y

28.41%

5Y*

8.26%

10Y*

2.84%

*Annualized

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Risk-Adjusted Performance

FRT vs. CDUAF — Risk-Adjusted Performance Rank

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

FRT
The Risk-Adjusted Performance Rank of FRT is 3838
Overall Rank
The Sharpe Ratio Rank of FRT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FRT is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FRT is 3434
Omega Ratio Rank
The Calmar Ratio Rank of FRT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FRT is 4040
Martin Ratio Rank

CDUAF
The Risk-Adjusted Performance Rank of CDUAF is 8989
Overall Rank
The Sharpe Ratio Rank of CDUAF is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of CDUAF is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CDUAF is 8888
Omega Ratio Rank
The Calmar Ratio Rank of CDUAF is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CDUAF is 8989
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.

FRT vs. CDUAF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and Canadian Utilities Limited (CDUAF). 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.


The chart of Sharpe ratio for FRT, currently valued at -0.19, compared to the broader market-2.00-1.000.001.002.003.00
FRT: -0.19
CDUAF: 1.57
The chart of Sortino ratio for FRT, currently valued at -0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
FRT: -0.12
CDUAF: 2.23
The chart of Omega ratio for FRT, currently valued at 0.98, compared to the broader market0.501.001.502.00
FRT: 0.98
CDUAF: 1.30
The chart of Calmar ratio for FRT, currently valued at -0.14, compared to the broader market0.001.002.003.004.005.00
FRT: -0.14
CDUAF: 1.12
The chart of Martin ratio for FRT, currently valued at -0.53, compared to the broader market-5.000.005.0010.0015.0020.00
FRT: -0.53
CDUAF: 5.46

The current FRT Sharpe Ratio is -0.19, which is lower than the CDUAF Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FRT and CDUAF, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.19
1.57
FRT
CDUAF

Dividends

FRT vs. CDUAF - Dividend Comparison

FRT's dividend yield for the trailing twelve months is around 4.65%, less than CDUAF's 4.78% yield.


TTM20242023202220212020201920182017201620152014
FRT
Federal Realty Investment Trust
4.65%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%
CDUAF
Canadian Utilities Limited
4.78%5.47%5.53%5.03%4.85%5.32%4.24%4.15%3.95%3.61%4.11%2.73%

Drawdowns

FRT vs. CDUAF - Drawdown Comparison

The maximum FRT drawdown since its inception was -57.42%, which is greater than CDUAF's maximum drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for FRT and CDUAF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.86%
-2.65%
FRT
CDUAF

Volatility

FRT vs. CDUAF - Volatility Comparison

Federal Realty Investment Trust (FRT) has a higher volatility of 13.32% compared to Canadian Utilities Limited (CDUAF) at 9.17%. This indicates that FRT's price experiences larger fluctuations and is considered to be riskier than CDUAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.32%
9.17%
FRT
CDUAF

Financials

FRT vs. CDUAF - Financials Comparison

This section allows you to compare key financial metrics between Federal Realty Investment Trust and Canadian Utilities Limited. 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