Federal Realty Investment Trust (FRT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Federal Realty Investment Trust, a component of the S&P 500 in the Real Estate sector. Data as of 2026-09-13.
| Last close price | $114.36 |
| Sector (GICS) | Real Estate |
| Annualized return (3.0 yr) | +10.11% |
| Total return over period | +33.25% |
| Annualized volatility | 20.44% |
| Period volatility | 35.29% |
| Sharpe ratio | 0.30 |
| Sortino ratio | 0.44 |
| Max drawdown | -27.38% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.82% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $76.27 – $127.13 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Federal Realty Investment Trust (FRT) has posted an annualized return of +10.11% with annual volatility of 20.44%, a Sharpe ratio of 0.30. Its worst stretch (max drawdown from a peak) was -27.38%. Its correlation with the S&P 500 is 0.43, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how FRT would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Federal Realty Investment Trust (FRT) is of the S&P 500.
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