FSTR vs. REFI

In the year-to-date period, FSTR achieves a -29.78% return, which is significantly lower than REFI's -2.58% return.

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This table presents a comparison of risk-adjusted performance metrics for L.B. Foster Company (FSTR) and Chicago Atlantic Real Estate Finance, Inc. (REFI). 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 current FSTR Sharpe Ratio is -0.58, which is lower than the REFI Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FSTR and REFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSTR has not paid dividends to shareholders, while REFI's dividend yield for the trailing twelve months is around 14.15%.

The maximum FSTR drawdown since its inception was -84.47%, which is greater than REFI's maximum drawdown of -26.55%. Use the drawdown chart below to compare losses from any high point for FSTR and REFI.

L.B. Foster Company (FSTR) has a higher volatility of 12.58% compared to Chicago Atlantic Real Estate Finance, Inc. (REFI) at 4.95%. This indicates that FSTR's price experiences larger fluctuations and is considered to be riskier than REFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between L.B. Foster Company and Chicago Atlantic Real Estate Finance, 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.