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LEG vs. FRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LEG and FRT is 0.33, 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.


-0.50.00.51.00.3

Performance

LEG vs. FRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leggett & Platt, Incorporated (LEG) and Federal Realty Investment Trust (FRT). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-15.85%
-3.44%
LEG
FRT

Key characteristics

Sharpe Ratio

LEG:

-1.12

FRT:

0.30

Sortino Ratio

LEG:

-1.70

FRT:

0.52

Omega Ratio

LEG:

0.76

FRT:

1.06

Calmar Ratio

LEG:

-0.70

FRT:

0.22

Martin Ratio

LEG:

-1.33

FRT:

1.55

Ulcer Index

LEG:

42.25%

FRT:

3.43%

Daily Std Dev

LEG:

50.17%

FRT:

18.02%

Max Drawdown

LEG:

-80.73%

FRT:

-57.42%

Current Drawdown

LEG:

-77.91%

FRT:

-15.94%

Fundamentals

Market Cap

LEG:

$1.44B

FRT:

$8.90B

EPS

LEG:

-$6.01

FRT:

$3.44

PEG Ratio

LEG:

-4.11

FRT:

4.29

Total Revenue (TTM)

LEG:

$3.33B

FRT:

$891.01M

Gross Profit (TTM)

LEG:

$562.30M

FRT:

$516.11M

EBITDA (TTM)

LEG:

-$368.10M

FRT:

$618.52M

Returns By Period

In the year-to-date period, LEG achieves a 11.77% return, which is significantly higher than FRT's -6.16% return. Over the past 10 years, LEG has underperformed FRT with an annualized return of -9.86%, while FRT has yielded a comparatively higher 0.31% annualized return.


LEG

YTD

11.77%

1M

-2.81%

6M

-15.85%

1Y

-52.17%

5Y*

-23.52%

10Y*

-9.86%

FRT

YTD

-6.16%

1M

-8.20%

6M

-3.44%

1Y

6.35%

5Y*

-0.18%

10Y*

0.31%

*Annualized

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Risk-Adjusted Performance

LEG vs. FRT — Risk-Adjusted Performance Rank

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

LEG
The Risk-Adjusted Performance Rank of LEG is 66
Overall Rank
The Sharpe Ratio Rank of LEG is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of LEG is 44
Sortino Ratio Rank
The Omega Ratio Rank of LEG is 33
Omega Ratio Rank
The Calmar Ratio Rank of LEG is 99
Calmar Ratio Rank
The Martin Ratio Rank of LEG is 1212
Martin Ratio Rank

FRT
The Risk-Adjusted Performance Rank of FRT is 5656
Overall Rank
The Sharpe Ratio Rank of FRT is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FRT is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FRT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FRT is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FRT is 6565
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.

LEG vs. FRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) 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.


Sharpe ratio
The chart of Sharpe ratio for LEG, currently valued at -1.12, compared to the broader market-2.000.002.00-1.120.30
The chart of Sortino ratio for LEG, currently valued at -1.70, compared to the broader market-4.00-2.000.002.004.00-1.700.52
The chart of Omega ratio for LEG, currently valued at 0.76, compared to the broader market0.501.001.502.000.761.06
The chart of Calmar ratio for LEG, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.700.22
The chart of Martin ratio for LEG, currently valued at -1.33, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.331.55
LEG
FRT

The current LEG Sharpe Ratio is -1.12, which is lower than the FRT Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of LEG and FRT, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-1.12
0.30
LEG
FRT

Dividends

LEG vs. FRT - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 5.68%, more than FRT's 4.21% yield.


TTM20242023202220212020201920182017201620152014
LEG
Leggett & Platt, Incorporated
5.68%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%
FRT
Federal Realty Investment Trust
4.21%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%

Drawdowns

LEG vs. FRT - Drawdown Comparison

The maximum LEG drawdown since its inception was -80.73%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for LEG and FRT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-77.91%
-15.94%
LEG
FRT

Volatility

LEG vs. FRT - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 11.48% compared to Federal Realty Investment Trust (FRT) at 6.91%. This indicates that LEG'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
11.48%
6.91%
LEG
FRT

Financials

LEG vs. FRT - Financials Comparison

This section allows you to compare key financial metrics between Leggett & Platt, Incorporated 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.


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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