MGA vs. FRT
MGA (Magna International Inc.) and FRT (Federal Realty Investment Trust) are both stocks. MGA operates in Auto Parts (Consumer Cyclical), while FRT operates in REIT - Retail (Real Estate). Over the past 10 years, MGA returned 8.67%/yr vs 1.17%/yr for FRT. At a 0.28 correlation, their price movements are largely independent.
Performance
MGA vs. FRT - Performance Comparison
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Returns By Period
In the year-to-date period, MGA achieves a 29.87% return, which is significantly higher than FRT's 21.10% return. Over the past 10 years, MGA has outperformed FRT with an annualized return of 8.67%, while FRT has yielded a comparatively lower 1.17% annualized return.
MGA
- 1D
- 0.06%
- 1M
- 15.36%
- YTD
- 29.87%
- 6M
- 39.84%
- 1Y
- 94.42%
- 3Y*
- 14.53%
- 5Y*
- -4.62%
- 10Y*
- 8.67%
FRT
- 1D
- 0.08%
- 1M
- 4.32%
- YTD
- 21.10%
- 6M
- 24.72%
- 1Y
- 31.28%
- 3Y*
- 14.28%
- 5Y*
- 4.59%
- 10Y*
- 1.17%
MGA vs. FRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGA Magna International Inc. | 29.87% | 33.72% | -26.29% | 8.76% | -28.04% | 16.57% | 33.41% | 24.30% | -18.40% | 33.69% |
FRT Federal Realty Investment Trust | 21.10% | -5.91% | 12.07% | 6.55% | -22.66% | 65.97% | -30.66% | 12.51% | -8.10% | -3.59% |
Correlation
The correlation between MGA and FRT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.28 |
The correlation between MGA and FRT shifts across timeframes, from 0.28 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MGA:
$18.95B
FRT:
$10.35B
MGA:
$2.39
FRT:
$5.87
MGA:
28.50
FRT:
20.35
MGA:
7.00
FRT:
1.23
MGA:
0.45
FRT:
7.86
MGA:
1.59
FRT:
3.28
MGA:
$42.34B
FRT:
$1.31B
MGA:
$5.32B
FRT:
$703.03M
MGA:
$4.08B
FRT:
$1.09B
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Return for Risk
MGA vs. FRT — Risk / Return Rank
MGA
FRT
MGA vs. FRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MGA) 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.
| MGA | FRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.32 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 4.51 | -0.47 |
| Martin ratioReturn relative to average drawdown | 12.19 | 11.00 | +1.18 |
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
| MGA | FRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 1.84 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.20 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.04 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.41 | +0.05 |
Drawdowns
MGA vs. FRT - Drawdown Comparison
The maximum MGA drawdown since its inception was -79.01%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for MGA and FRT.
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Drawdown Indicators
| MGA | FRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.01% | -57.42% | -21.59% |
Max Drawdown (1Y)Largest decline over 1 year | -23.47% | -6.96% | -16.51% |
Max Drawdown (3Y)Largest decline over 3 years | -48.57% | -27.38% | -21.19% |
Max Drawdown (5Y)Largest decline over 5 years | -66.02% | -34.99% | -31.03% |
Max Drawdown (10Y)Largest decline over 10 years | -66.02% | -56.47% | -9.55% |
Current DrawdownCurrent decline from peak | -21.04% | -1.35% | -19.69% |
Average DrawdownAverage peak-to-trough decline | -21.41% | -11.78% | -9.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 2.85% | +4.93% |
Volatility
MGA vs. FRT - Volatility Comparison
Magna International Inc. (MGA) has a higher volatility of 10.11% compared to Federal Realty Investment Trust (FRT) at 4.11%. This indicates that MGA'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
| MGA | FRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 4.11% | +6.00% |
Volatility (6M)Calculated over the trailing 6-month period | 28.09% | 11.77% | +16.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.18% | 17.10% | +18.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.64% | 23.35% | +12.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.45% | 29.43% | +6.02% |
Dividends
MGA vs. FRT - Dividend Comparison
MGA's dividend yield for the trailing twelve months is around 2.88%, less than FRT's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRT Federal Realty Investment Trust | 3.76% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
MGA Magna International Inc. | 2.88% | 3.64% | 4.55% | 3.11% | 4.23% | 2.13% | 2.26% | 2.66% | 2.18% | 1.94% | 2.30% | 1.90% |
Financials
MGA vs. FRT - Financials Comparison
This section allows you to compare key financial metrics between Magna International Inc. 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
MGA vs. FRT - Profitability Comparison
MGA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Magna International Inc. reported a gross profit of 987.13M and revenue of 10.24B. Therefore, the gross margin over that period was 9.6%.
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%.
MGA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Magna International Inc. reported an operating income of 437.85M and revenue of 10.24B, resulting in an operating margin of 4.3%.
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%.
MGA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Magna International Inc. reported a net income of -11.83M and revenue of 10.24B, resulting in a net margin of -0.1%.
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
MGA and FRT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGA has higher volatility (10.11%) compared to FRT (4.11%). In terms of maximum drawdown, MGA dropped -79.01% vs FRT's -57.42%.
MGA currently has the higher Sharpe Ratio (2.70 vs 1.84), 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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