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FTAI vs. 007660.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTAI vs. 007660.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortress Transportation and Infrastructure Investors LLC (FTAI) and Isupetasys (007660.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTAI is traded in USD, while 007660.KS is traded in KRW. To make them comparable, the 007660.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTAI achieves a 23.33% return, which is significantly higher than 007660.KS's -2.46% return. Over the past 10 years, FTAI has outperformed 007660.KS with an annualized return of 45.39%, while 007660.KS has yielded a comparatively lower 38.28% annualized return.


FTAI

1D
0.26%
1M
-9.41%
YTD
23.33%
6M
37.23%
1Y
97.05%
3Y*
104.30%
5Y*
55.62%
10Y*
45.39%

007660.KS

1D
-0.35%
1M
-9.69%
YTD
-2.46%
6M
-11.77%
1Y
152.65%
3Y*
81.44%
5Y*
96.35%
10Y*
38.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTAI vs. 007660.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAI
Fortress Transportation and Infrastructure Investors LLC
23.33%38.01%214.72%181.65%-36.67%29.27%33.15%48.05%-22.18%62.27%
007660.KS
Isupetasys
-2.46%368.40%-18.57%413.04%-26.00%108.30%4.28%-38.55%49.86%14.36%

Correlation

The correlation between FTAI and 007660.KS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 15, 2015

0.10

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Return for Risk

FTAI vs. 007660.KS — Risk / Return Rank

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

FTAI
FTAI Risk / Return Rank: 8383
Overall Rank
FTAI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FTAI Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTAI Omega Ratio Rank: 8181
Omega Ratio Rank
FTAI Calmar Ratio Rank: 8585
Calmar Ratio Rank
FTAI Martin Ratio Rank: 8484
Martin Ratio Rank

007660.KS
007660.KS Risk / Return Rank: 9090
Overall Rank
007660.KS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
007660.KS Sortino Ratio Rank: 8989
Sortino Ratio Rank
007660.KS Omega Ratio Rank: 8686
Omega Ratio Rank
007660.KS Calmar Ratio Rank: 9393
Calmar Ratio Rank
007660.KS Martin Ratio Rank: 9191
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.

FTAI vs. 007660.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) and Isupetasys (007660.KS). 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.


FTAI007660.KSDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

3.13

4.36

-1.22

Martin ratioReturn relative to average drawdown

7.47

10.30

-2.84

FTAI vs. 007660.KS - Sharpe Ratio Comparison

The current FTAI Sharpe Ratio is 1.54, which is comparable to the 007660.KS Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FTAI and 007660.KS, 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

FTAI vs. 007660.KS - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, smaller than the maximum 007660.KS drawdown of -78.88%. Use the drawdown chart below to compare losses from any high point for FTAI and 007660.KS.


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Drawdown Indicators


FTAI007660.KSDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-78.88%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-31.15%

-36.84%

+5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-52.11%

-65.40%

+13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-54.08%

-65.40%

+11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-72.79%

-77.26%

+4.47%

Current Drawdown

Current decline from peak

-21.69%

-26.41%

+4.72%

Average Drawdown

Average peak-to-trough decline

-17.37%

-28.65%

+11.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.04%

15.32%

-2.28%

Volatility

FTAI vs. 007660.KS - Volatility Comparison

The current volatility for Fortress Transportation and Infrastructure Investors LLC (FTAI) is 18.22%, while Isupetasys (007660.KS) has a volatility of 29.56%. This indicates that FTAI experiences smaller price fluctuations and is considered to be less risky than 007660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAI007660.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.22%

29.56%

-11.34%

Volatility (6M)

Calculated over the trailing 6-month period

47.49%

62.94%

-15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

63.59%

80.43%

-16.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.34%

77.04%

-20.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.10%

64.58%

-13.48%

Dividends

FTAI vs. 007660.KS - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.62%, more than 007660.KS's 0.19% yield.


PositionTTM20252024202320222021202020192018201720162015
007660.KS
Isupetasys
0.19%0.13%0.00%0.36%1.86%0.00%0.00%1.54%1.13%1.74%2.47%2.04%
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.62%0.64%0.83%2.59%7.54%4.56%5.63%6.76%9.21%6.62%9.92%4.26%

Financials

FTAI vs. 007660.KS - Financials Comparison

This section allows you to compare key financial metrics between Fortress Transportation and Infrastructure Investors LLC and Isupetasys. 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


Please note, different currencies. FTAI values in USD, 007660.KS values in KRW

Frequently Asked Questions


FTAI and 007660.KS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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