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

Performance

FRT vs. VTR - Performance Comparison

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

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FRT vs. VTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRT
Federal Realty Investment Trust
7.56%-5.91%12.07%6.55%-22.66%65.97%-30.66%12.51%-8.10%-3.59%
VTR
Ventas, Inc.
6.66%35.09%22.24%15.06%-8.53%7.73%-9.80%3.42%3.45%0.71%

Fundamentals

Market Cap

FRT:

$9.12B

VTR:

$39.43B

EPS

FRT:

$4.77

VTR:

$0.54

PE Ratio

FRT:

22.24

VTR:

152.60

PEG Ratio

FRT:

1.35

VTR:

4.36

PS Ratio

FRT:

7.14

VTR:

6.58

PB Ratio

FRT:

2.81

VTR:

3.15

Total Revenue (TTM)

FRT:

$1.28B

VTR:

$5.83B

Gross Profit (TTM)

FRT:

$860.70M

VTR:

-$344.22M

EBITDA (TTM)

FRT:

$970.04M

VTR:

$2.24B

Returns By Period

In the year-to-date period, FRT achieves a 7.56% return, which is significantly higher than VTR's 6.66% return. Over the past 10 years, FRT has underperformed VTR with an annualized return of -0.11%, while VTR has yielded a comparatively higher 7.10% annualized return.


FRT

1D
0.93%
1M
-2.85%
YTD
7.56%
6M
8.81%
1Y
14.37%
3Y*
6.93%
5Y*
4.70%
10Y*
-0.11%

VTR

1D
0.28%
1M
-4.76%
YTD
6.66%
6M
18.09%
1Y
21.65%
3Y*
27.75%
5Y*
12.29%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FRT vs. VTR — Risk / Return Rank

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

FRT
FRT Risk / Return Rank: 6262
Overall Rank
FRT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FRT Sortino Ratio Rank: 5757
Sortino Ratio Rank
FRT Omega Ratio Rank: 5555
Omega Ratio Rank
FRT Calmar Ratio Rank: 6262
Calmar Ratio Rank
FRT Martin Ratio Rank: 7070
Martin Ratio Rank

VTR
VTR Risk / Return Rank: 7474
Overall Rank
VTR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VTR Sortino Ratio Rank: 6969
Sortino Ratio Rank
VTR Omega Ratio Rank: 7171
Omega Ratio Rank
VTR Calmar Ratio Rank: 7777
Calmar Ratio Rank
VTR Martin Ratio Rank: 7575
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.

FRT vs. VTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and Ventas, Inc. (VTR). 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.


FRTVTRDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.11

-0.45

Sortino ratio

Return per unit of downside risk

1.09

1.58

-0.49

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.94

2.07

-1.13

Martin ratio

Return relative to average drawdown

3.71

4.72

-1.01

FRT vs. VTR - Sharpe Ratio Comparison

The current FRT Sharpe Ratio is 0.66, which is lower than the VTR Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FRT and VTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRTVTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.11

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.50

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

0.21

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.31

+0.09

Correlation

The correlation between FRT and VTR is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FRT vs. VTR - Dividend Comparison

FRT's dividend yield for the trailing twelve months is around 4.23%, more than VTR's 2.39% yield.


TTM20252024202320222021202020192018201720162015
FRT
Federal Realty Investment Trust
4.23%4.39%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%
VTR
Ventas, Inc.
2.39%2.48%3.06%3.61%4.00%3.52%4.37%5.49%5.40%5.19%4.74%20.47%

Drawdowns

FRT vs. VTR - Drawdown Comparison

The maximum FRT drawdown since its inception was -57.42%, smaller than the maximum VTR drawdown of -83.38%. Use the drawdown chart below to compare losses from any high point for FRT and VTR.


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Drawdown Indicators


FRTVTRDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-83.38%

+25.96%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-10.89%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-34.99%

-41.80%

+6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-56.47%

-76.92%

+20.45%

Current Drawdown

Current decline from peak

-9.34%

-6.21%

-3.13%

Average Drawdown

Average peak-to-trough decline

-11.81%

-18.29%

+6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

4.78%

-0.82%

Volatility

FRT vs. VTR - Volatility Comparison

Federal Realty Investment Trust (FRT) and Ventas, Inc. (VTR) have volatilities of 5.47% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRTVTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

5.55%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.85%

13.16%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

19.62%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

24.86%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

34.69%

-5.28%

Financials

FRT vs. VTR - Financials Comparison

This section allows you to compare key financial metrics between Federal Realty Investment Trust and Ventas, 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B1.60BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
336.05M
1.57B
(FRT) Total Revenue
(VTR) Total Revenue
Values in USD except per share items