PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FTAIO vs. FTAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTAIO and FTAI is 0.24, 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

FTAIO vs. FTAI - Performance Comparison

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

-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
3.22%
20.52%
FTAIO
FTAI

Key characteristics

Sharpe Ratio

FTAIO:

1.45

FTAI:

2.61

Sortino Ratio

FTAIO:

2.09

FTAI:

2.57

Omega Ratio

FTAIO:

1.32

FTAI:

1.43

Calmar Ratio

FTAIO:

1.88

FTAI:

3.31

Martin Ratio

FTAIO:

4.57

FTAI:

12.35

Ulcer Index

FTAIO:

1.78%

FTAI:

13.98%

Daily Std Dev

FTAIO:

5.62%

FTAI:

66.29%

Max Drawdown

FTAIO:

-79.51%

FTAI:

-72.79%

Current Drawdown

FTAIO:

-1.89%

FTAI:

-17.80%

Fundamentals

EPS

FTAIO:

-$3.47

FTAI:

-$0.08

Total Revenue (TTM)

FTAIO:

$1.24B

FTAI:

$1.24B

Gross Profit (TTM)

FTAIO:

$450.22M

FTAI:

$450.22M

EBITDA (TTM)

FTAIO:

$257.94M

FTAI:

$257.94M

Returns By Period

In the year-to-date period, FTAIO achieves a 0.71% return, which is significantly higher than FTAI's -0.15% return.


FTAIO

YTD

0.71%

1M

0.51%

6M

3.22%

1Y

8.37%

5Y*

8.51%

10Y*

N/A

FTAI

YTD

-0.15%

1M

71.64%

6M

20.52%

1Y

173.21%

5Y*

61.04%

10Y*

N/A

*Annualized

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

FTAIO vs. FTAI — Risk-Adjusted Performance Rank

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

FTAIO
The Risk-Adjusted Performance Rank of FTAIO is 8484
Overall Rank
The Sharpe Ratio Rank of FTAIO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAIO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FTAIO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FTAIO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FTAIO is 7979
Martin Ratio Rank

FTAI
The Risk-Adjusted Performance Rank of FTAI is 9393
Overall Rank
The Sharpe Ratio Rank of FTAI is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAI is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FTAI is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FTAI is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FTAI is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTAIO vs. FTAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Preferred Series B (FTAIO) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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 FTAIO, currently valued at 1.46, compared to the broader market-2.000.002.001.462.61
The chart of Sortino ratio for FTAIO, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.006.002.112.57
The chart of Omega ratio for FTAIO, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.43
The chart of Calmar ratio for FTAIO, currently valued at 1.89, compared to the broader market0.002.004.006.001.893.31
The chart of Martin ratio for FTAIO, currently valued at 4.56, compared to the broader market-10.000.0010.0020.0030.004.5612.35
FTAIO
FTAI

The current FTAIO Sharpe Ratio is 1.45, which is lower than the FTAI Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of FTAIO and FTAI, 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 Ratio0.002.004.006.008.00SeptemberOctoberNovemberDecember2025February
1.46
2.61
FTAIO
FTAI

Dividends

FTAIO vs. FTAI - Dividend Comparison

FTAIO's dividend yield for the trailing twelve months is around 7.86%, more than FTAI's 0.83% yield.


TTM2024202320222021202020192018201720162015
FTAIO
Fortress Transportation and Preferred Series B
7.86%7.91%7.95%10.44%7.94%9.24%0.00%0.00%0.00%0.00%0.00%
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.83%0.83%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%

Drawdowns

FTAIO vs. FTAI - Drawdown Comparison

The maximum FTAIO drawdown since its inception was -79.51%, which is greater than FTAI's maximum drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for FTAIO and FTAI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.89%
-17.80%
FTAIO
FTAI

Volatility

FTAIO vs. FTAI - Volatility Comparison

The current volatility for Fortress Transportation and Preferred Series B (FTAIO) is 0.12%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 28.16%. This indicates that FTAIO experiences smaller price fluctuations and is considered to be less risky than FTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
0.12%
28.16%
FTAIO
FTAI

Financials

FTAIO vs. FTAI - Financials Comparison

This section allows you to compare key financial metrics between Fortress Transportation and Preferred Series B and Fortress Transportation and Infrastructure Investors LLC. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab