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FTAI vs. AMR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTAI and AMR is 0.23, 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

FTAI vs. AMR - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,610.99%
279.18%
FTAI
AMR

Key characteristics

Sharpe Ratio

FTAI:

4.69

AMR:

-0.75

Sortino Ratio

FTAI:

4.38

AMR:

-0.95

Omega Ratio

FTAI:

1.60

AMR:

0.88

Calmar Ratio

FTAI:

7.38

AMR:

-0.71

Martin Ratio

FTAI:

35.19

AMR:

-1.13

Ulcer Index

FTAI:

5.79%

AMR:

36.21%

Daily Std Dev

FTAI:

43.38%

AMR:

54.42%

Max Drawdown

FTAI:

-72.79%

AMR:

-97.35%

Current Drawdown

FTAI:

-23.70%

AMR:

-54.49%

Fundamentals

Market Cap

FTAI:

$13.35B

AMR:

$2.76B

EPS

FTAI:

-$0.08

AMR:

$27.27

Total Revenue (TTM)

FTAI:

$1.56B

AMR:

$3.30B

Gross Profit (TTM)

FTAI:

$552.30M

AMR:

$518.88M

EBITDA (TTM)

FTAI:

$401.98M

AMR:

$609.43M

Returns By Period

In the year-to-date period, FTAI achieves a 191.68% return, which is significantly higher than AMR's -40.62% return.


FTAI

YTD

191.68%

1M

-22.03%

6M

44.64%

1Y

196.99%

5Y*

61.22%

10Y*

N/A

AMR

YTD

-40.62%

1M

-17.30%

6M

-29.75%

1Y

-40.07%

5Y*

90.97%

10Y*

N/A

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

FTAI vs. AMR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) and Alpha Metallurgical Resources, Inc. (AMR). 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 FTAI, currently valued at 4.69, compared to the broader market-4.00-2.000.002.004.69-0.75
The chart of Sortino ratio for FTAI, currently valued at 4.38, compared to the broader market-4.00-2.000.002.004.004.38-0.95
The chart of Omega ratio for FTAI, currently valued at 1.60, compared to the broader market0.501.001.502.001.600.88
The chart of Calmar ratio for FTAI, currently valued at 7.38, compared to the broader market0.002.004.006.007.38-0.71
The chart of Martin ratio for FTAI, currently valued at 35.19, compared to the broader market-5.000.005.0010.0015.0020.0025.0035.19-1.13
FTAI
AMR

The current FTAI Sharpe Ratio is 4.69, which is higher than the AMR Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of FTAI and AMR, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
4.69
-0.75
FTAI
AMR

Dividends

FTAI vs. AMR - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.90%, while AMR has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.90%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%
AMR
Alpha Metallurgical Resources, Inc.
0.00%0.57%4.23%0.00%0.00%0.00%0.00%15.15%0.00%0.00%

Drawdowns

FTAI vs. AMR - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, smaller than the maximum AMR drawdown of -97.35%. Use the drawdown chart below to compare losses from any high point for FTAI and AMR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.70%
-54.49%
FTAI
AMR

Volatility

FTAI vs. AMR - Volatility Comparison

Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 14.60% compared to Alpha Metallurgical Resources, Inc. (AMR) at 10.39%. This indicates that FTAI's price experiences larger fluctuations and is considered to be riskier than AMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.60%
10.39%
FTAI
AMR

Financials

FTAI vs. AMR - Financials Comparison

This section allows you to compare key financial metrics between Fortress Transportation and Infrastructure Investors LLC and Alpha Metallurgical Resources, 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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