SLG vs. FRT

In the year-to-date period, SLG achieves a -19.00% return, which is significantly lower than FRT's -13.89% return. Over the past 10 years, SLG has underperformed FRT with an annualized return of -3.44%, while FRT has yielded a comparatively higher -0.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for SL Green Realty Corp. (SLG) 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.

The current SLG Sharpe Ratio is 0.24, which is higher than the FRT Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of SLG 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.

SLG's dividend yield for the trailing twelve months is around 5.58%, more than FRT's 4.65% yield.

The maximum SLG drawdown since its inception was -94.03%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for SLG and FRT. For additional features, visit the drawdowns tool.

SL Green Realty Corp. (SLG) has a higher volatility of 18.08% compared to Federal Realty Investment Trust (FRT) at 13.32%. This indicates that SLG'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.

This section allows you to compare key financial metrics between SL Green Realty Corp. 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.