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VTR vs. FRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VTR and FRT is 0.58, 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.


-0.50.00.51.00.6

Performance

VTR vs. FRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ventas, Inc. (VTR) and Federal Realty Investment Trust (FRT). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%JulyAugustSeptemberOctoberNovemberDecember
44,686.59%
1,329.03%
VTR
FRT

Key characteristics

Sharpe Ratio

VTR:

1.23

FRT:

0.74

Sortino Ratio

VTR:

1.82

FRT:

1.10

Omega Ratio

VTR:

1.22

FRT:

1.14

Calmar Ratio

VTR:

0.80

FRT:

0.53

Martin Ratio

VTR:

3.42

FRT:

4.29

Ulcer Index

VTR:

7.52%

FRT:

3.03%

Daily Std Dev

VTR:

20.90%

FRT:

17.69%

Max Drawdown

VTR:

-83.92%

FRT:

-57.42%

Current Drawdown

VTR:

-11.61%

FRT:

-10.44%

Fundamentals

Market Cap

VTR:

$25.26B

FRT:

$9.79B

EPS

VTR:

-$0.14

FRT:

$3.44

PEG Ratio

VTR:

2.28

FRT:

4.72

Total Revenue (TTM)

VTR:

$4.80B

FRT:

$1.18B

Gross Profit (TTM)

VTR:

$285.12M

FRT:

$712.23M

EBITDA (TTM)

VTR:

$1.88B

FRT:

$801.54M

Returns By Period

In the year-to-date period, VTR achieves a 21.03% return, which is significantly higher than FRT's 12.04% return. Over the past 10 years, VTR has outperformed FRT with an annualized return of 4.67%, while FRT has yielded a comparatively lower 1.58% annualized return.


VTR

YTD

21.03%

1M

-8.62%

6M

18.40%

1Y

21.96%

5Y*

4.75%

10Y*

4.67%

FRT

YTD

12.04%

1M

-1.09%

6M

12.72%

1Y

11.70%

5Y*

1.63%

10Y*

1.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VTR vs. FRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ventas, Inc. (VTR) 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.


Sharpe ratio
The chart of Sharpe ratio for VTR, currently valued at 1.23, compared to the broader market-4.00-2.000.002.001.230.74
The chart of Sortino ratio for VTR, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.821.10
The chart of Omega ratio for VTR, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.14
The chart of Calmar ratio for VTR, currently valued at 0.80, compared to the broader market0.002.004.006.000.800.53
The chart of Martin ratio for VTR, currently valued at 3.42, compared to the broader market-5.000.005.0010.0015.0020.0025.003.424.29
VTR
FRT

The current VTR Sharpe Ratio is 1.23, which is higher than the FRT Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VTR 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.23
0.74
VTR
FRT

Dividends

VTR vs. FRT - Dividend Comparison

VTR's dividend yield for the trailing twelve months is around 3.06%, less than FRT's 3.90% yield.


TTM20232022202120202019201820172016201520142013
VTR
Ventas, Inc.
3.06%3.61%4.00%3.52%4.37%5.49%5.40%5.19%4.74%5.04%4.72%5.45%
FRT
Federal Realty Investment Trust
3.90%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%

Drawdowns

VTR vs. FRT - Drawdown Comparison

The maximum VTR drawdown since its inception was -83.92%, which is greater than FRT's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for VTR and FRT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.61%
-10.44%
VTR
FRT

Volatility

VTR vs. FRT - Volatility Comparison

The current volatility for Ventas, Inc. (VTR) is 5.55%, while Federal Realty Investment Trust (FRT) has a volatility of 5.87%. This indicates that VTR experiences smaller price fluctuations and is considered to be less risky than FRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.55%
5.87%
VTR
FRT

Financials

VTR vs. FRT - Financials Comparison

This section allows you to compare key financial metrics between Ventas, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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