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LXP vs. FR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LXP vs. FR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lexington Realty Trust (LXP) and First Industrial Realty Trust, Inc. (FR). The values are adjusted to include any dividend payments, if applicable.

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LXP vs. FR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LXP
Lexington Realty Trust
-3.68%29.76%-13.18%4.33%-32.96%52.23%4.19%34.94%-7.15%-4.13%
FR
First Industrial Realty Trust, Inc.
1.90%18.17%-2.01%11.91%-25.37%60.33%4.24%47.37%-5.61%15.50%

Fundamentals

Market Cap

LXP:

$27.09B

FR:

$7.67B

EPS

LXP:

$0.45

FR:

$1.83

PE Ratio

LXP:

101.76

FR:

31.57

PEG Ratio

LXP:

4.61

FR:

2.66

PS Ratio

LXP:

30.94

FR:

10.54

PB Ratio

LXP:

13.30

FR:

2.78

Total Revenue (TTM)

LXP:

$350.23M

FR:

$726.91M

Gross Profit (TTM)

LXP:

$285.83M

FR:

$535.09M

EBITDA (TTM)

LXP:

-$205.23M

FR:

$378.66M

Returns By Period

In the year-to-date period, LXP achieves a -3.68% return, which is significantly lower than FR's 1.90% return. Over the past 10 years, LXP has underperformed FR with an annualized return of 6.70%, while FR has yielded a comparatively higher 12.86% annualized return.


LXP

1D
1.31%
1M
-5.23%
YTD
-3.68%
6M
8.10%
1Y
15.52%
3Y*
2.81%
5Y*
1.15%
10Y*
6.70%

FR

1D
1.92%
1M
-7.57%
YTD
1.90%
6M
14.26%
1Y
10.95%
3Y*
5.99%
5Y*
6.99%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LXP vs. FR — Risk / Return Rank

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

LXP
LXP Risk / Return Rank: 6161
Overall Rank
LXP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LXP Sortino Ratio Rank: 5656
Sortino Ratio Rank
LXP Omega Ratio Rank: 5656
Omega Ratio Rank
LXP Calmar Ratio Rank: 6262
Calmar Ratio Rank
LXP Martin Ratio Rank: 6767
Martin Ratio Rank

FR
FR Risk / Return Rank: 5555
Overall Rank
FR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FR Sortino Ratio Rank: 5151
Sortino Ratio Rank
FR Omega Ratio Rank: 5050
Omega Ratio Rank
FR Calmar Ratio Rank: 5656
Calmar Ratio Rank
FR Martin Ratio Rank: 6060
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.

LXP vs. FR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lexington Realty Trust (LXP) and First Industrial Realty Trust, Inc. (FR). 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.


LXPFRDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.45

+0.17

Sortino ratio

Return per unit of downside risk

0.99

0.77

+0.22

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratio

Return relative to maximum drawdown

0.93

0.62

+0.31

Martin ratio

Return relative to average drawdown

2.99

1.89

+1.09

LXP vs. FR - Sharpe Ratio Comparison

The current LXP Sharpe Ratio is 0.62, which is higher than the FR Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of LXP and FR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LXPFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.45

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.31

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.53

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.20

0.00

Correlation

The correlation between LXP and FR is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LXP vs. FR - Dividend Comparison

LXP's dividend yield for the trailing twelve months is around 7.70%, more than FR's 3.17% yield.


TTM20252024202320222021202020192018201720162015
LXP
Lexington Realty Trust
7.70%5.50%6.47%5.09%4.84%2.83%3.98%3.88%8.65%7.28%6.39%8.50%
FR
First Industrial Realty Trust, Inc.
3.17%3.11%2.95%2.43%2.45%1.63%2.37%2.22%3.01%2.67%2.71%2.30%

Drawdowns

LXP vs. FR - Drawdown Comparison

The maximum LXP drawdown since its inception was -87.77%, smaller than the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for LXP and FR.


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Drawdown Indicators


LXPFRDifference

Max Drawdown

Largest peak-to-trough decline

-87.77%

-95.42%

+7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.20%

-20.31%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-47.17%

-35.95%

-11.22%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

-41.12%

-6.05%

Current Drawdown

Current decline from peak

-26.41%

-8.10%

-18.31%

Average Drawdown

Average peak-to-trough decline

-17.46%

-25.48%

+8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

6.61%

-1.26%

Volatility

LXP vs. FR - Volatility Comparison

Lexington Realty Trust (LXP) and First Industrial Realty Trust, Inc. (FR) have volatilities of 6.45% and 6.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LXPFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

6.58%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

13.14%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

24.51%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

22.79%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.03%

24.32%

+1.71%

Financials

LXP vs. FR - Financials Comparison

This section allows you to compare key financial metrics between Lexington Realty Trust and First Industrial Realty Trust, Inc.. 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


80.00M100.00M120.00M140.00M160.00M180.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
86.74M
188.41M
(LXP) Total Revenue
(FR) Total Revenue
Values in USD except per share items