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WLFC vs. FTAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WLFC and FTAI is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

WLFC vs. FTAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Willis Lease Finance Corporation (WLFC) and Fortress Transportation and Infrastructure Investors LLC (FTAI). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
673.30%
1,189.82%
WLFC
FTAI

Key characteristics

Sharpe Ratio

WLFC:

3.20

FTAI:

0.41

Sortino Ratio

WLFC:

3.34

FTAI:

1.02

Omega Ratio

WLFC:

1.47

FTAI:

1.15

Calmar Ratio

WLFC:

4.50

FTAI:

0.60

Martin Ratio

WLFC:

13.88

FTAI:

1.51

Ulcer Index

WLFC:

13.81%

FTAI:

20.63%

Daily Std Dev

WLFC:

59.96%

FTAI:

75.80%

Max Drawdown

WLFC:

-88.12%

FTAI:

-72.79%

Current Drawdown

WLFC:

-38.22%

FTAI:

-46.69%

Fundamentals

Market Cap

WLFC:

$1.02B

FTAI:

$9.68B

EPS

WLFC:

$15.35

FTAI:

-$0.32

PEG Ratio

WLFC:

0.00

FTAI:

3.22

PS Ratio

WLFC:

1.84

FTAI:

5.58

PB Ratio

WLFC:

1.83

FTAI:

117.39

Total Revenue (TTM)

WLFC:

$435.71M

FTAI:

$1.41B

Gross Profit (TTM)

WLFC:

$326.70M

FTAI:

$582.66M

EBITDA (TTM)

WLFC:

$276.63M

FTAI:

$340.57M

Returns By Period

In the year-to-date period, WLFC achieves a -31.14% return, which is significantly higher than FTAI's -35.24% return.


WLFC

YTD

-31.14%

1M

-23.62%

6M

-29.49%

1Y

192.51%

5Y*

47.22%

10Y*

23.20%

FTAI

YTD

-35.24%

1M

-14.69%

6M

-34.90%

1Y

38.21%

5Y*

70.39%

10Y*

N/A

*Annualized

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

WLFC vs. FTAI — Risk-Adjusted Performance Rank

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

WLFC
The Risk-Adjusted Performance Rank of WLFC is 9797
Overall Rank
The Sharpe Ratio Rank of WLFC is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of WLFC is 9696
Sortino Ratio Rank
The Omega Ratio Rank of WLFC is 9696
Omega Ratio Rank
The Calmar Ratio Rank of WLFC is 9999
Calmar Ratio Rank
The Martin Ratio Rank of WLFC is 9797
Martin Ratio Rank

FTAI
The Risk-Adjusted Performance Rank of FTAI is 7171
Overall Rank
The Sharpe Ratio Rank of FTAI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FTAI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FTAI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FTAI is 7070
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.

WLFC vs. FTAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Willis Lease Finance Corporation (WLFC) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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 WLFC, currently valued at 3.20, compared to the broader market-2.00-1.000.001.002.003.00
WLFC: 3.20
FTAI: 0.41
The chart of Sortino ratio for WLFC, currently valued at 3.34, compared to the broader market-6.00-4.00-2.000.002.004.00
WLFC: 3.34
FTAI: 1.02
The chart of Omega ratio for WLFC, currently valued at 1.47, compared to the broader market0.501.001.502.00
WLFC: 1.47
FTAI: 1.15
The chart of Calmar ratio for WLFC, currently valued at 4.50, compared to the broader market0.001.002.003.004.00
WLFC: 4.50
FTAI: 0.60
The chart of Martin ratio for WLFC, currently valued at 13.88, compared to the broader market-5.000.005.0010.0015.0020.00
WLFC: 13.88
FTAI: 1.51

The current WLFC Sharpe Ratio is 3.20, which is higher than the FTAI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of WLFC and FTAI, 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 Ratio0.002.004.006.008.0010.00NovemberDecember2025FebruaryMarchApril
3.20
0.41
WLFC
FTAI

Dividends

WLFC vs. FTAI - Dividend Comparison

WLFC's dividend yield for the trailing twelve months is around 1.75%, more than FTAI's 1.29% yield.


TTM2024202320222021202020192018201720162015
WLFC
Willis Lease Finance Corporation
1.75%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAI
Fortress Transportation and Infrastructure Investors LLC
1.29%0.83%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%

Drawdowns

WLFC vs. FTAI - Drawdown Comparison

The maximum WLFC drawdown since its inception was -88.12%, which is greater than FTAI's maximum drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for WLFC and FTAI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.22%
-46.69%
WLFC
FTAI

Volatility

WLFC vs. FTAI - Volatility Comparison

The current volatility for Willis Lease Finance Corporation (WLFC) is 16.30%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 32.32%. This indicates that WLFC experiences smaller price fluctuations and is considered to be less risky than FTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
16.30%
32.32%
WLFC
FTAI

Financials

WLFC vs. FTAI - Financials Comparison

This section allows you to compare key financial metrics between Willis Lease Finance Corporation and Fortress Transportation and Infrastructure Investors LLC. 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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