REFI vs. FSTR
Compare and contrast key facts about Chicago Atlantic Real Estate Finance, Inc. (REFI) and L.B. Foster Company (FSTR).
Performance
REFI vs. FSTR - Performance Comparison
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REFI vs. FSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
REFI Chicago Atlantic Real Estate Finance, Inc. | -3.79% | -8.70% | 8.69% | 23.70% | 3.35% | 0.97% |
FSTR L.B. Foster Company | 3.53% | 0.19% | 22.33% | 127.17% | -29.60% | -10.13% |
Fundamentals
REFI:
$242.61M
FSTR:
$300.23M
REFI:
$1.68K
FSTR:
$0.70
REFI:
0.01
FSTR:
40.05
REFI:
0.00
FSTR:
0.06
REFI:
5.88
FSTR:
0.56
REFI:
0.00
FSTR:
1.71
REFI:
$41.32M
FSTR:
$540.01M
REFI:
$41.32M
FSTR:
$113.75M
REFI:
$0.00
FSTR:
$31.81M
Returns By Period
In the year-to-date period, REFI achieves a -3.79% return, which is significantly lower than FSTR's 3.53% return.
REFI
- 1D
- 1.16%
- 1M
- -2.92%
- YTD
- -3.79%
- 6M
- -4.24%
- 1Y
- -10.69%
- 3Y*
- 8.35%
- 5Y*
- —
- 10Y*
- —
FSTR
- 1D
- 0.04%
- 1M
- -9.21%
- YTD
- 3.53%
- 6M
- 3.53%
- 1Y
- 41.77%
- 3Y*
- 34.45%
- 5Y*
- 9.16%
- 10Y*
- 4.72%
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Return for Risk
REFI vs. FSTR — Risk / Return Rank
REFI
FSTR
REFI vs. FSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic Real Estate Finance, Inc. (REFI) and L.B. Foster Company (FSTR). 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.
| REFI | FSTR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | 1.09 | -1.56 |
Sortino ratioReturn per unit of downside risk | -0.53 | 1.77 | -2.30 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.21 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.53 | -3.26 |
Martin ratioReturn relative to average drawdown | -1.44 | 6.61 | -8.05 |
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
| REFI | FSTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.09 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.09 | +0.11 |
Correlation
The correlation between REFI and FSTR is 0.19, 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.
Dividends
REFI vs. FSTR - Dividend Comparison
REFI's dividend yield for the trailing twelve months is around 16.61%, while FSTR has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REFI Chicago Atlantic Real Estate Finance, Inc. | 16.61% | 15.33% | 13.36% | 13.41% | 13.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSTR L.B. Foster Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.88% | 1.17% |
Drawdowns
REFI vs. FSTR - Drawdown Comparison
The maximum REFI drawdown since its inception was -26.55%, smaller than the maximum FSTR drawdown of -84.47%. Use the drawdown chart below to compare losses from any high point for REFI and FSTR.
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Drawdown Indicators
| REFI | FSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.55% | -84.47% | +57.92% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -15.38% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -53.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -70.39% | — |
Current DrawdownCurrent decline from peak | -16.59% | -50.47% | +33.88% |
Average DrawdownAverage peak-to-trough decline | -9.69% | -41.84% | +32.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.98% | 5.89% | +2.09% |
Volatility
REFI vs. FSTR - Volatility Comparison
The current volatility for Chicago Atlantic Real Estate Finance, Inc. (REFI) is 6.91%, while L.B. Foster Company (FSTR) has a volatility of 7.59%. This indicates that REFI experiences smaller price fluctuations and is considered to be less risky than FSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REFI | FSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 7.59% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 16.61% | 22.79% | -6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 38.63% | -16.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.25% | 40.22% | -15.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.25% | 49.35% | -25.10% |
Financials
REFI vs. FSTR - Financials Comparison
This section allows you to compare key financial metrics between Chicago Atlantic Real Estate Finance, Inc. and L.B. Foster Company. 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