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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
1.49%
14.24%
LEG
FRT

Returns By Period

In the year-to-date period, LEG achieves a -55.47% return, which is significantly lower than FRT's 13.27% return. Over the past 10 years, LEG has underperformed FRT with an annualized return of -8.70%, while FRT has yielded a comparatively higher 2.13% annualized return.


LEG

YTD

-55.47%

1M

-13.63%

6M

1.49%

1Y

-49.00%

5Y (annualized)

-23.02%

10Y (annualized)

-8.70%

FRT

YTD

13.27%

1M

-0.06%

6M

14.24%

1Y

28.46%

5Y (annualized)

1.36%

10Y (annualized)

2.13%

Fundamentals


LEGFRT
Market Cap$1.51B$9.68B
EPS-$6.01$3.44
PEG Ratio-4.114.23
Total Revenue (TTM)$4.44B$1.18B
Gross Profit (TTM)$744.70M$712.23M
EBITDA (TTM)-$690.10M$801.54M

Key characteristics


LEGFRT
Sharpe Ratio-1.031.52
Sortino Ratio-1.412.20
Omega Ratio0.791.27
Calmar Ratio-0.630.94
Martin Ratio-1.178.11
Ulcer Index42.24%3.41%
Daily Std Dev48.11%18.16%
Max Drawdown-79.03%-57.42%
Current Drawdown-76.88%-9.46%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 -1.03, compared to the broader market-4.00-2.000.002.004.00-1.031.52
The chart of Sortino ratio for LEG, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.00-1.412.20
The chart of Omega ratio for LEG, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.27
The chart of Calmar ratio for LEG, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.630.94
The chart of Martin ratio for LEG, currently valued at -1.17, compared to the broader market-10.000.0010.0020.0030.00-1.178.11
LEG
FRT

The current LEG Sharpe Ratio is -1.03, which is lower than the FRT Sharpe Ratio of 1.52. 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-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-1.03
1.52
LEG
FRT

Dividends

LEG vs. FRT - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 9.04%, more than FRT's 3.86% yield.


TTM20232022202120202019201820172016201520142013
LEG
Leggett & Platt, Incorporated
9.04%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
FRT
Federal Realty Investment Trust
3.86%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%

Drawdowns

LEG vs. FRT - Drawdown Comparison

The maximum LEG drawdown since its inception was -79.03%, 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%JuneJulyAugustSeptemberOctoberNovember
-76.88%
-9.46%
LEG
FRT

Volatility

LEG vs. FRT - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 8.61% compared to Federal Realty Investment Trust (FRT) at 4.87%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
8.61%
4.87%
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