FSTR vs. REFI
Compare and contrast key facts about L.B. Foster Company (FSTR) and Chicago Atlantic Real Estate Finance, Inc. (REFI).
Performance
FSTR vs. REFI - Performance Comparison
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FSTR vs. REFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSTR L.B. Foster Company | 3.53% | 0.19% | 22.33% | 127.17% | -29.60% | -10.13% |
REFI Chicago Atlantic Real Estate Finance, Inc. | -3.79% | -8.70% | 8.69% | 23.70% | 3.35% | 0.97% |
Fundamentals
FSTR:
$300.23M
REFI:
$242.61M
FSTR:
$0.70
REFI:
$1.68K
FSTR:
40.05
REFI:
0.01
FSTR:
0.06
REFI:
0.00
FSTR:
0.56
REFI:
5.88
FSTR:
1.71
REFI:
0.00
FSTR:
$540.01M
REFI:
$41.32M
FSTR:
$113.75M
REFI:
$41.32M
FSTR:
$31.81M
REFI:
$0.00
Returns By Period
In the year-to-date period, FSTR achieves a 3.53% return, which is significantly higher than REFI's -3.79% return.
FSTR
- 1D
- 0.04%
- 1M
- -9.21%
- YTD
- 3.53%
- 6M
- 3.53%
- 1Y
- 41.77%
- 3Y*
- 34.45%
- 5Y*
- 9.16%
- 10Y*
- 4.72%
REFI
- 1D
- 1.16%
- 1M
- -2.92%
- YTD
- -3.79%
- 6M
- -4.24%
- 1Y
- -10.69%
- 3Y*
- 8.35%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
FSTR vs. REFI — Risk / Return Rank
FSTR
REFI
FSTR vs. REFI - Risk-Adjusted Trends Comparison
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.
| FSTR | REFI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | -0.48 | +1.56 |
Sortino ratioReturn per unit of downside risk | 1.77 | -0.53 | +2.30 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.94 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | -0.73 | +3.26 |
Martin ratioReturn relative to average drawdown | 6.61 | -1.44 | +8.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTR | REFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | -0.48 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.21 | -0.11 |
Correlation
The correlation between FSTR and REFI is 0.19, 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.
Dividends
FSTR vs. REFI - Dividend Comparison
FSTR has not paid dividends to shareholders, while REFI's dividend yield for the trailing twelve months is around 16.61%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTR L.B. Foster Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.88% | 1.17% |
REFI Chicago Atlantic Real Estate Finance, Inc. | 16.61% | 15.33% | 13.36% | 13.41% | 13.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSTR vs. REFI - Drawdown Comparison
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.
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Drawdown Indicators
| FSTR | REFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.47% | -26.55% | -57.92% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -15.71% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -53.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.39% | — | — |
Current DrawdownCurrent decline from peak | -50.47% | -16.59% | -33.88% |
Average DrawdownAverage peak-to-trough decline | -41.84% | -9.69% | -32.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 7.98% | -2.09% |
Volatility
FSTR vs. REFI - Volatility Comparison
L.B. Foster Company (FSTR) has a higher volatility of 7.59% compared to Chicago Atlantic Real Estate Finance, Inc. (REFI) at 6.91%. 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.
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Volatility by Period
| FSTR | REFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.59% | 6.91% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 22.79% | 16.61% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 22.60% | +16.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.22% | 24.25% | +15.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 24.25% | +25.10% |
Financials
FSTR vs. REFI - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities