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FTAI vs. INDIGO.NS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTAI vs. INDIGO.NS - Performance Comparison

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

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Different Trading Currencies

FTAI is traded in USD, while INDIGO.NS is traded in INR. To make them comparable, the INDIGO.NS 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 INDIGO.NS's -12.08% return. Over the past 10 years, FTAI has outperformed INDIGO.NS with an annualized return of 45.39%, while INDIGO.NS has yielded a comparatively lower 13.53% 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%

INDIGO.NS

1D
4.64%
1M
11.30%
YTD
-12.08%
6M
-7.77%
1Y
-22.41%
3Y*
20.37%
5Y*
15.18%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTAI vs. INDIGO.NS - 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%
INDIGO.NS
InterGlobe Aviation Limited
-12.08%5.98%49.27%47.03%-10.44%14.76%26.43%11.94%-10.86%60.39%

Correlation

The correlation between FTAI and INDIGO.NS is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.05

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

0.07

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2015

0.06

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Return for Risk

FTAI vs. INDIGO.NS — 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

INDIGO.NS
INDIGO.NS Risk / Return Rank: 2525
Overall Rank
INDIGO.NS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
INDIGO.NS Sortino Ratio Rank: 2222
Sortino Ratio Rank
INDIGO.NS Omega Ratio Rank: 2222
Omega Ratio Rank
INDIGO.NS Calmar Ratio Rank: 2929
Calmar Ratio Rank
INDIGO.NS Martin Ratio Rank: 2828
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. INDIGO.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) and InterGlobe Aviation Limited (INDIGO.NS). 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.


FTAIINDIGO.NSDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.30

0.90

+0.40

Calmar ratioReturn relative to maximum drawdown

3.13

-0.56

+3.69

Martin ratioReturn relative to average drawdown

7.47

-1.05

+8.52

FTAI vs. INDIGO.NS - Sharpe Ratio Comparison

The current FTAI Sharpe Ratio is 1.54, which is higher than the INDIGO.NS Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of FTAI and INDIGO.NS, 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. INDIGO.NS - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, which is greater than INDIGO.NS's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for FTAI and INDIGO.NS.


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Drawdown Indicators


FTAIINDIGO.NSDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-58.03%

-14.76%

Max Drawdown (1Y)

Largest decline over 1 year

-31.15%

-40.87%

+9.72%

Max Drawdown (3Y)

Largest decline over 3 years

-52.11%

-40.87%

-11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-54.08%

-40.87%

-13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-72.79%

-58.03%

-14.76%

Current Drawdown

Current decline from peak

-21.69%

-30.01%

+8.32%

Average Drawdown

Average peak-to-trough decline

-17.37%

-19.12%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.04%

21.57%

-8.53%

Volatility

FTAI vs. INDIGO.NS - Volatility Comparison

Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 18.22% compared to InterGlobe Aviation Limited (INDIGO.NS) at 9.29%. This indicates that FTAI's price experiences larger fluctuations and is considered to be riskier than INDIGO.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAIINDIGO.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.22%

9.29%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

47.49%

29.93%

+17.56%

Volatility (1Y)

Calculated over the trailing 1-year period

63.59%

34.57%

+29.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.34%

32.95%

+23.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.10%

36.52%

+14.58%

Dividends

FTAI vs. INDIGO.NS - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.62%, more than INDIGO.NS's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
INDIGO.NS
InterGlobe Aviation Limited
0.21%0.20%0.00%0.00%0.00%0.00%0.00%0.37%0.51%2.82%1.83%0.00%

Financials

FTAI vs. INDIGO.NS - Financials Comparison

This section allows you to compare key financial metrics between Fortress Transportation and Infrastructure Investors LLC and InterGlobe Aviation Limited. 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, INDIGO.NS values in INR

Frequently Asked Questions


FTAI and INDIGO.NS have a correlation of 0.04, 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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