GRC vs. FRT
GRC (The Gorman-Rupp Company) and FRT (Federal Realty Investment Trust) are both stocks. GRC operates in Specialty Industrial Machinery (Industrials), while FRT operates in REIT - Retail (Real Estate). Over the past 10 years, GRC returned 12.92%/yr vs 1.31%/yr for FRT. At a 0.31 correlation, their price movements are largely independent.
Performance
GRC vs. FRT - Performance Comparison
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Returns By Period
In the year-to-date period, GRC achieves a 64.04% return, which is significantly higher than FRT's 23.82% return. Over the past 10 years, GRC has outperformed FRT with an annualized return of 12.92%, while FRT has yielded a comparatively lower 1.31% annualized return.
GRC
- 1D
- 1.06%
- 1M
- 1.07%
- YTD
- 64.04%
- 6M
- 68.96%
- 1Y
- 112.31%
- 3Y*
- 45.39%
- 5Y*
- 18.77%
- 10Y*
- 12.92%
FRT
- 1D
- -0.38%
- 1M
- 5.55%
- YTD
- 23.82%
- 6M
- 30.67%
- 1Y
- 32.44%
- 3Y*
- 13.10%
- 5Y*
- 4.22%
- 10Y*
- 1.31%
GRC vs. FRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRC The Gorman-Rupp Company | 64.04% | 28.24% | 8.87% | 42.15% | -41.17% | 39.71% | -11.90% | 17.64% | 11.75% | 2.49% |
FRT Federal Realty Investment Trust | 23.82% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
Correlation
The correlation between GRC and FRT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.31 |
The correlation between GRC and FRT shifts across timeframes, from 0.31 (all time) to 0.42 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
GRC:
$2.05B
FRT:
$10.58B
GRC:
$2.23
FRT:
$5.87
GRC:
34.89
FRT:
20.81
GRC:
0.71
FRT:
1.26
GRC:
2.95
FRT:
8.04
GRC:
2.38
FRT:
3.36
GRC:
$695.03M
FRT:
$1.31B
GRC:
$210.01M
FRT:
$703.03M
GRC:
$118.94M
FRT:
$1.09B
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Return for Risk
GRC vs. FRT — Risk / Return Rank
GRC
FRT
GRC vs. FRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gorman-Rupp Company (GRC) and Federal Realty Investment Trust (FRT). 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.
| GRC | FRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.33 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 7.85 | 4.68 | +3.17 |
| Martin ratioReturn relative to average drawdown | 23.91 | 11.42 | +12.49 |
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
| GRC | FRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.30 | 1.91 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.18 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.04 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.41 | -0.12 |
Drawdowns
GRC vs. FRT - Drawdown Comparison
The maximum GRC drawdown since its inception was -67.23%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for GRC and FRT.
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Drawdown Indicators
| GRC | FRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.23% | -57.42% | -9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -6.96% | -7.43% |
Max Drawdown (3Y)Largest decline over 3 years | -26.87% | -27.38% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -49.26% | -34.99% | -14.27% |
Max Drawdown (10Y)Largest decline over 10 years | -49.26% | -56.47% | +7.21% |
Current DrawdownCurrent decline from peak | -0.09% | -0.38% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -17.64% | -11.78% | -5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 2.85% | +1.87% |
Volatility
GRC vs. FRT - Volatility Comparison
The Gorman-Rupp Company (GRC) has a higher volatility of 8.85% compared to Federal Realty Investment Trust (FRT) at 4.11%. This indicates that GRC's price experiences larger fluctuations and is considered to be riskier than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRC | FRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.85% | 4.11% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 27.80% | 11.81% | +15.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.28% | 17.08% | +17.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.73% | 23.34% | +7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.05% | 29.44% | +4.61% |
Dividends
GRC vs. FRT - Dividend Comparison
GRC's dividend yield for the trailing twelve months is around 0.97%, less than FRT's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.68% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
GRC The Gorman-Rupp Company | 0.97% | 1.56% | 1.91% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.74% | 1.51% | 1.39% | 1.52% |
Financials
GRC vs. FRT - Financials Comparison
This section allows you to compare key financial metrics between The Gorman-Rupp Company and Federal Realty Investment Trust. 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
GRC vs. FRT - Profitability Comparison
GRC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported a gross profit of 57.36M and revenue of 176.59M. Therefore, the gross margin over that period was 32.5%.
FRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a gross profit of 241.87M and revenue of 341.08M. Therefore, the gross margin over that period was 70.9%.
GRC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported an operating income of 27.48M and revenue of 176.59M, resulting in an operating margin of 15.6%.
FRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported an operating income of 116.27M and revenue of 341.08M, resulting in an operating margin of 34.1%.
GRC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Gorman-Rupp Company reported a net income of 17.84M and revenue of 176.59M, resulting in a net margin of 10.1%.
FRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Realty Investment Trust reported a net income of 159.10M and revenue of 341.08M, resulting in a net margin of 46.7%.
Frequently Asked Questions
GRC and FRT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRC has higher volatility (8.85%) compared to FRT (4.11%). In terms of maximum drawdown, GRC dropped -67.23% vs FRT's -57.42%.
GRC currently has the higher Sharpe Ratio (3.30 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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