FRT vs SPY

Comparison between Federal Realty Investment Trust. (FRT, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FRT, delivering a return of +14.1% compared to +4.8%

FRT vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FRT(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$9.86B	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	61.37%	56.47%
Sharpe Ratio	0.99	1.87
5Y Beta	0.62	1.00
Industry	Reit - Retail	N/A
P/E Ratio	19.45	28.55
Forward P/E	39.68	21.99
PEG Ratio	0.30	N/A
Dividend Yield	3.89%	N/A
5Y Dividends CAGR	5.73%	5.43%
5Y EPS CAGR	29.35%	25.29%
Debt to Equity	0.00%	22.22%
Free Cash Flow Yield	6.37%	N/A
P/S Ratio	N/A	3.63
P/B Ratio	N/A	5.45

Market Cap / Net Assets

FRT

$9.86B

Winner

SPY

$735B

Expense Ratio

FRT

N/A

SPY

0.09%

Max Drawdown

FRT

61.37%

Winner

SPY

56.47%

Sharpe Ratio

FRT

0.99

Winner

SPY

1.87

5Y Beta

Winner

FRT

0.62

SPY

1.00

Industry

FRT

Reit - Retail

SPY

N/A

P/E Ratio

Winner

FRT

19.45

SPY

28.55

Forward P/E

FRT

39.68

Winner

SPY

21.99

PEG Ratio

FRT

0.30

SPY

N/A

Dividend Yield

FRT

3.89%

SPY

N/A

5Y Dividends CAGR

Winner

FRT

5.73%

SPY

5.43%

5Y EPS CAGR

Winner

FRT

29.35%

SPY

25.29%

Debt to Equity

Winner

FRT

0.00%

SPY

22.22%

Free Cash Flow Yield

FRT

6.37%

SPY

N/A

P/S Ratio

FRT

N/A

SPY

3.63

P/B Ratio

FRT

N/A

SPY

5.45

FRT vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	FRT	SPY
1 month	+4.73%	+8.19%
3 months	+10.07%	+9.18%
6 months	+19.50%	+11.09%
1 year	+23.18%	+27.94%
5 years(CAGR)	+4.79%	+14.15%
10 years(CAGR)	+0.76%	+15.63%
Max(CAGR)	+11.73%	+8.52%

FRT

+4.73%

Winner

SPY

+8.19%

Winner

FRT

+10.07%

SPY

+9.18%

Winner

FRT

+19.50%

SPY

+11.09%

FRT

+23.18%

Winner

SPY

+27.94%

5Y(CAGR)

FRT

+4.79%

Winner

SPY

+14.15%

10Y(CAGR)

FRT

+0.76%

Winner

SPY

+15.63%

Max(CAGR)

Winner

FRT

+11.73%

SPY

+8.52%

FRT vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FRT	SPY
2026	+16.49%	+8.96%
2025	-4.27%	+18.00%
2024	+10.55%	+25.59%
2023	+4.98%	+26.72%
2022	-22.89%	-18.64%
2021	+71.67%	+30.52%
2020	-28.65%	+17.28%
2019	+14.66%	+31.09%
2018	-8.78%	-5.24%
2017	-4.46%	+20.78%
2016	+0.62%	+13.59%
2015	+10.42%	+1.31%
2014	+35.92%	+14.56%
2013	-0.85%	+29.00%
2012	+18.73%	+14.17%
2011	+17.07%	+0.85%
2010	+20.40%	+13.14%
2009	+19.49%	+22.67%
2008	-21.50%	-36.25%
2007	+0.03%	+5.32%
2006	+42.57%	+13.85%
2005	+23.58%	+5.32%
2004	+39.95%	+10.75%
2003	+43.36%	+24.18%
2002	+31.72%	-22.42%
2001	+31.86%	-10.13%
2000	+10.87%	-8.84%
1999	+2.73%	+8.61%

FRT vs SPY Drawdown Comparison

The maximum drawdown for FRT was -57.45%, occurring on Mar 2, 2009. Recovery took 855 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current FRT drawdown is -2.27%.

Rank	FRT	SPY
#1	-57.45% Oct 5, 2007 - Feb 28, 2011	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-56.51% Aug 1, 2016 - Apr 3, 2020	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-25.68% Apr 1, 2004 - Sep 7, 2004	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-22.95% Feb 7, 2007 - Oct 5, 2007	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-17.85% May 15, 2013 - Mar 31, 2014	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-16.59% Jul 22, 2011 - Aug 30, 2011	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-16.31% Mar 23, 2015 - Nov 5, 2015	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-15.37% Apr 12, 2002 - Dec 3, 2002	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-15.28% Nov 4, 1999 - Jan 6, 2000	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-14.30% Aug 22, 2001 - Nov 16, 2001	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-14.14% Mar 29, 2006 - Sep 12, 2006	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-13.04% Jul 28, 2005 - Nov 22, 2005	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-11.97% Jan 10, 2000 - Apr 6, 2000	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-11.14% May 18, 2000 - May 21, 2001	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-10.99% Dec 30, 2004 - Apr 22, 2005	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FRT and SPY is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (1999 - 2026)

FRT vs SPY dividend yield comparison.

Year	FRT	SPY
2026	1.98%	0.24%
2025	4.39%	1.07%
2024	2.93%	1.21%
2023	4.21%	1.40%
2022	4.26%	1.65%
2021	3.13%	1.20%
2020	4.96%	1.52%
2019	3.22%	1.75%
2018	3.42%	2.04%
2017	2.98%	1.80%
2016	2.70%	2.03%
2015	2.48%	2.06%
2014	2.47%	1.87%
2013	2.98%	1.81%
2012	3.48%	2.18%
2011	3.00%	2.05%
2010	3.41%	1.80%
2009	3.87%	1.95%
2008	4.06%	3.02%
2007	2.88%	1.85%
2006	2.89%	1.73%
2005	3.91%	1.73%
2004	3.85%	1.82%
2003	5.08%	1.47%
2002	6.86%	1.70%
2001	8.26%	1.25%
2000	9.68%	1.15%
1999	2.39%	0.24%