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TRMD vs. FBRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRMD and FBRT is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TRMD vs. FBRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TORM plc (TRMD) and Franklin BSP Realty Trust, Inc. (FBRT). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
205.66%
-1.33%
TRMD
FBRT

Key characteristics

Sharpe Ratio

TRMD:

-0.95

FBRT:

0.09

Sortino Ratio

TRMD:

-1.38

FBRT:

0.27

Omega Ratio

TRMD:

0.85

FBRT:

1.04

Calmar Ratio

TRMD:

-0.66

FBRT:

0.11

Martin Ratio

TRMD:

-1.18

FBRT:

0.33

Ulcer Index

TRMD:

33.30%

FBRT:

5.97%

Daily Std Dev

TRMD:

41.24%

FBRT:

23.31%

Max Drawdown

TRMD:

-59.34%

FBRT:

-31.30%

Current Drawdown

TRMD:

-51.86%

FBRT:

-11.76%

Fundamentals

Market Cap

TRMD:

$1.62B

FBRT:

$972.70M

EPS

TRMD:

$6.36

FBRT:

$0.82

PE Ratio

TRMD:

2.60

FBRT:

14.18

PS Ratio

TRMD:

1.04

FBRT:

5.57

PB Ratio

TRMD:

0.76

FBRT:

0.78

Total Revenue (TTM)

TRMD:

$1.12B

FBRT:

$407.76M

Gross Profit (TTM)

TRMD:

$644.10M

FBRT:

$78.57M

EBITDA (TTM)

TRMD:

$597.88M

FBRT:

-$5.87M

Returns By Period

In the year-to-date period, TRMD achieves a -9.54% return, which is significantly lower than FBRT's -4.65% return.


TRMD

YTD

-9.54%

1M

-2.51%

6M

-32.10%

1Y

-41.50%

5Y*

28.08%

10Y*

N/A

FBRT

YTD

-4.65%

1M

-8.86%

6M

-4.82%

1Y

2.07%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TRMD vs. FBRT — Risk-Adjusted Performance Rank

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

TRMD
The Risk-Adjusted Performance Rank of TRMD is 1111
Overall Rank
The Sharpe Ratio Rank of TRMD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TRMD is 77
Sortino Ratio Rank
The Omega Ratio Rank of TRMD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of TRMD is 1111
Calmar Ratio Rank
The Martin Ratio Rank of TRMD is 2121
Martin Ratio Rank

FBRT
The Risk-Adjusted Performance Rank of FBRT is 5252
Overall Rank
The Sharpe Ratio Rank of FBRT is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FBRT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FBRT is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FBRT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FBRT is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRMD vs. FBRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TORM plc (TRMD) and Franklin BSP Realty Trust, Inc. (FBRT). 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 chart of Sharpe ratio for TRMD, currently valued at -0.95, compared to the broader market-2.00-1.000.001.002.003.00
TRMD: -0.95
FBRT: 0.09
The chart of Sortino ratio for TRMD, currently valued at -1.38, compared to the broader market-6.00-4.00-2.000.002.004.00
TRMD: -1.38
FBRT: 0.27
The chart of Omega ratio for TRMD, currently valued at 0.85, compared to the broader market0.501.001.502.00
TRMD: 0.85
FBRT: 1.04
The chart of Calmar ratio for TRMD, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
TRMD: -0.66
FBRT: 0.11
The chart of Martin ratio for TRMD, currently valued at -1.18, compared to the broader market-5.000.005.0010.0015.0020.00
TRMD: -1.18
FBRT: 0.33

The current TRMD Sharpe Ratio is -0.95, which is lower than the FBRT Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of TRMD and FBRT, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.95
0.09
TRMD
FBRT

Dividends

TRMD vs. FBRT - Dividend Comparison

TRMD's dividend yield for the trailing twelve months is around 34.45%, more than FBRT's 12.21% yield.


TTM20242023202220212020
TRMD
TORM plc
34.45%30.13%23.05%6.99%0.00%14.89%
FBRT
Franklin BSP Realty Trust, Inc.
12.21%11.32%10.51%11.01%1.91%0.00%

Drawdowns

TRMD vs. FBRT - Drawdown Comparison

The maximum TRMD drawdown since its inception was -59.34%, which is greater than FBRT's maximum drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for TRMD and FBRT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.86%
-11.76%
TRMD
FBRT

Volatility

TRMD vs. FBRT - Volatility Comparison

TORM plc (TRMD) has a higher volatility of 17.54% compared to Franklin BSP Realty Trust, Inc. (FBRT) at 11.87%. This indicates that TRMD's price experiences larger fluctuations and is considered to be riskier than FBRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.54%
11.87%
TRMD
FBRT

Financials

TRMD vs. FBRT - Financials Comparison

This section allows you to compare key financial metrics between TORM plc and Franklin BSP 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


Values in USD except per share items