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FRT vs. DOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRT vs. DOV - Performance Comparison

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

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Returns By Period

In the year-to-date period, FRT achieves a 27.00% return, which is significantly higher than DOV's 5.30% return. Over the past 10 years, FRT has underperformed DOV with an annualized return of 0.86%, while DOV has yielded a comparatively higher 15.65% annualized return.


FRT

1D
0.00%
1M
3.06%
6M
25.13%
YTD
27.00%
1Y
40.48%
3Y*
11.69%
5Y*
5.42%
10Y*
0.86%
ALL TIME*
10.98%

DOV

1D
0.27%
1M
-5.78%
6M
2.04%
YTD
5.30%
1Y
14.14%
3Y*
13.33%
5Y*
5.43%
10Y*
15.65%
ALL TIME*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$321.12M$269.36M$226.69M
$114.71M$100.27M$112.02M

FRT vs. DOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRT
Federal Realty Investment Trust
27.00%-5.91%12.07%6.55%-22.66%65.97%-30.66%12.51%-8.10%-3.59%
DOV
Dover Corporation
5.30%5.24%23.35%15.22%-24.34%45.73%11.53%65.80%-11.11%37.68%

Correlation

The correlation between FRT and DOV is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.50

Correlation (10Y)
Provides a long-term view across more market conditions.

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1985

0.30

The correlation between FRT and DOV shifts across timeframes, from 0.30 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FRT:

$10.72B

DOV:

$27.56B

EPS

FRT:

$5.06

DOV:

$8.29

PE Ratio

FRT:

24.52

DOV:

24.68

PEG Ratio

FRT:

1.48

DOV:

1.02

PS Ratio

FRT:

8.01

DOV:

3.33

PB Ratio

FRT:

3.18

DOV:

3.60

Total Revenue (TTM)

FRT:

$1.34B

DOV:

$8.42B

Gross Profit (TTM)

FRT:

$721.93M

DOV:

$3.33B

EBITDA (TTM)

FRT:

$1.03B

DOV:

$1.80B

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Return for Risk

FRT vs. DOV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FRT
FRT Risk / Return Rank: 9595
Overall Rank
FRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FRT Sortino Ratio Rank: 9595
Sortino Ratio Rank
FRT Omega Ratio Rank: 9393
Omega Ratio Rank
FRT Calmar Ratio Rank: 9696
Calmar Ratio Rank
FRT Martin Ratio Rank: 9696
Martin Ratio Rank

DOV
DOV Risk / Return Rank: 6262
Overall Rank
DOV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DOV Sortino Ratio Rank: 5858
Sortino Ratio Rank
DOV Omega Ratio Rank: 5656
Omega Ratio Rank
DOV Calmar Ratio Rank: 6666
Calmar Ratio Rank
DOV Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FRT vs. DOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and Dover Corporation (DOV). 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.


FRTDOVDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.41

1.11

+0.29

Calmar ratioReturn relative to maximum drawdown

5.84

0.96

+4.88

Martin ratioReturn relative to average drawdown

15.32

2.31

+13.01

FRT vs. DOV - Sharpe Ratio Comparison

The current FRT Sharpe Ratio is 2.39, which is higher than the DOV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FRT and DOV, 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

FRT vs. DOV - Drawdown Comparison

The maximum FRT drawdown since its inception was -57.42%, roughly equal to the maximum DOV drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for FRT and DOV.


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Drawdown Indicators


FRTDOVDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-58.22%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

-14.82%

+7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

-26.59%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.99%

-35.56%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-55.49%

-45.24%

-10.25%

Current Drawdown

Current decline from peak

-2.39%

-11.88%

+9.49%

Average Drawdown

Average peak-to-trough decline

-11.75%

-13.12%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

6.15%

-3.50%

Volatility

FRT vs. DOV - Volatility Comparison

The current volatility for Federal Realty Investment Trust (FRT) is 4.22%, while Dover Corporation (DOV) has a volatility of 10.94%. This indicates that FRT experiences smaller price fluctuations and is considered to be less risky than DOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRTDOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

10.94%

-6.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

20.76%

-8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

26.65%

-9.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

25.15%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.46%

26.84%

+2.62%

Dividends

FRT vs. DOV - Dividend Comparison

FRT's dividend yield for the trailing twelve months is around 3.64%, more than DOV's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
DOV
Dover Corporation
1.02%1.06%1.09%1.32%1.48%1.10%1.56%1.68%2.55%1.80%2.30%2.67%
FRT
Federal Realty Investment Trust
3.64%4.39%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%

Financials

FRT vs. DOV - Financials Comparison

This section allows you to compare key financial metrics between Federal Realty Investment Trust and Dover Corporation. 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

FRT vs. DOV - Profitability Comparison

The chart below illustrates the profitability comparison between Federal Realty Investment Trust and Dover Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

FRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported a gross profit of 232.14M and revenue of 335.71M. Therefore, the gross margin over that period was 69.2%.

DOV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Dover Corporation reported a gross profit of 880.61M and revenue of 2.19B. Therefore, the gross margin over that period was 40.2%.

FRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported an operating income of 138.66M and revenue of 335.71M, resulting in an operating margin of 41.3%.

DOV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Dover Corporation reported an operating income of 391.79M and revenue of 2.19B, resulting in an operating margin of 17.9%.

FRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Federal Realty Investment Trust reported a net income of 85.70M and revenue of 335.71M, resulting in a net margin of 25.5%.

DOV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Dover Corporation reported a net income of 312.25M and revenue of 2.19B, resulting in a net margin of 14.3%.


Frequently Asked Questions


FRT and DOV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOV has higher volatility (10.94%) compared to FRT (4.22%). In terms of maximum drawdown, FRT dropped -57.42% vs DOV's -58.22%.

FRT currently has the higher Sharpe Ratio (2.39 vs 0.53), 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 FRT and DOV

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