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

Correlation

The correlation between FRT and WST is 0.22, 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

FRT vs. WST - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.03%
6.52%
FRT
WST

Key characteristics

Sharpe Ratio

FRT:

0.53

WST:

-0.02

Sortino Ratio

FRT:

0.83

WST:

0.24

Omega Ratio

FRT:

1.10

WST:

1.04

Calmar Ratio

FRT:

0.39

WST:

-0.02

Martin Ratio

FRT:

2.71

WST:

-0.03

Ulcer Index

FRT:

3.52%

WST:

20.18%

Daily Std Dev

FRT:

17.97%

WST:

38.63%

Max Drawdown

FRT:

-57.42%

WST:

-55.52%

Current Drawdown

FRT:

-14.83%

WST:

-28.13%

Fundamentals

Market Cap

FRT:

$9.02B

WST:

$23.83B

EPS

FRT:

$3.44

WST:

$6.74

PE Ratio

FRT:

30.64

WST:

48.81

PEG Ratio

FRT:

4.35

WST:

6.14

Total Revenue (TTM)

FRT:

$891.01M

WST:

$2.14B

Gross Profit (TTM)

FRT:

$516.11M

WST:

$726.20M

EBITDA (TTM)

FRT:

$618.52M

WST:

$535.00M

Returns By Period

In the year-to-date period, FRT achieves a -4.93% return, which is significantly lower than WST's 2.68% return. Over the past 10 years, FRT has underperformed WST with an annualized return of 0.38%, while WST has yielded a comparatively higher 21.42% annualized return.


FRT

YTD

-4.93%

1M

-4.90%

6M

-3.01%

1Y

9.12%

5Y*

-0.08%

10Y*

0.38%

WST

YTD

2.68%

1M

1.49%

6M

5.90%

1Y

-1.63%

5Y*

16.76%

10Y*

21.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FRT vs. WST — 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 6161
Overall Rank
The Sharpe Ratio Rank of FRT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FRT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FRT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FRT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FRT is 7171
Martin Ratio Rank

WST
The Risk-Adjusted Performance Rank of WST is 4242
Overall Rank
The Sharpe Ratio Rank of WST is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of WST is 3838
Sortino Ratio Rank
The Omega Ratio Rank of WST is 3939
Omega Ratio Rank
The Calmar Ratio Rank of WST is 4444
Calmar Ratio Rank
The Martin Ratio Rank of WST is 4444
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. WST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Realty Investment Trust (FRT) and West Pharmaceutical Services, Inc. (WST). 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 FRT, currently valued at 0.53, compared to the broader market-2.000.002.004.000.53-0.02
The chart of Sortino ratio for FRT, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.006.000.830.24
The chart of Omega ratio for FRT, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.04
The chart of Calmar ratio for FRT, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.02
The chart of Martin ratio for FRT, currently valued at 2.71, compared to the broader market-10.000.0010.0020.0030.002.71-0.03
FRT
WST

The current FRT Sharpe Ratio is 0.53, which is higher than the WST Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FRT and WST, 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-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.53
-0.02
FRT
WST

Dividends

FRT vs. WST - Dividend Comparison

FRT's dividend yield for the trailing twelve months is around 4.16%, more than WST's 0.24% yield.


TTM20242023202220212020201920182017201620152014
FRT
Federal Realty Investment Trust
4.16%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%
WST
West Pharmaceutical Services, Inc.
0.24%0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%

Drawdowns

FRT vs. WST - Drawdown Comparison

The maximum FRT drawdown since its inception was -57.42%, roughly equal to the maximum WST drawdown of -55.52%. Use the drawdown chart below to compare losses from any high point for FRT and WST. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-14.83%
-28.13%
FRT
WST

Volatility

FRT vs. WST - Volatility Comparison

Federal Realty Investment Trust (FRT) and West Pharmaceutical Services, Inc. (WST) have volatilities of 7.03% and 6.87%, 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.03%
6.87%
FRT
WST

Financials

FRT vs. WST - Financials Comparison

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


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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