FRT vs IDAI: Correlation
Federal Realty Investment Trust (FRT) and T Stamp Inc. (IDAI) show a negative relationship: their 3-year correlation of weekly returns is -0.20.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FRT and IDAI?
On 3 years of weekly data the FRT/IDAI correlation comes out at -0.20, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.25) sits close to the 3-year figure. The 5-year figure is -0.09, and annualized covariance runs at -1930.6 %².
By 3-year correlation, IDAI places #41 of the 46 assets tracked against FRT. Over the last 12 months FRT came out ahead by 6.1 percentage points (+21.6% against +15.5%). One caveat on sizing: IDAI is 25.9 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
FRT vs IDAI: side by side
| FRT (Federal Realty Investment Trust) | IDAI (T Stamp Inc.) | |
|---|---|---|
| 1-year return | +21.6% | +15.5% |
| 5-year return | +18.8% | -76.5% |
| Volatility (ann.) | 19.5% | 505.7% |
| Beta vs S&P 500 | 0.53 | -1.01 |
| Max drawdown (3Y) | -27.4% | -92.9% |
| Market cap | $10.2B | – |
| P/E (trailing) | 23.6 | – |
| Dividend yield | 3.84% | 0.00% |
| Sector / category | Real Estate | US Listed |
Year-by-year returns
| Year | FRT | IDAI |
|---|---|---|
| 2022 | -22.7% | -88.0% |
| 2023 | +6.6% | -43.0% |
| 2024 | +12.1% | -35.5% |
| 2025 | -5.9% | +342.8% |
| 2026 | +19.7% | -14.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FRT and IDAI good diversifiers for each other?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
FAQ
What is the correlation between FRT and IDAI?
The FRT/IDAI correlation stands at -0.20 on a 3-year window (1 year: -0.25, 5 years: -0.09), computed from weekly returns as of 2026-08-27.
Is IDAI a good diversifier for FRT?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
What does a correlation of -0.20 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
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Related comparisons
Hubs: FRT correlations · IDAI correlations
