CIG vs. FSK
Compare and contrast key facts about Companhia Energética de Minas Gerais (CIG) and FS KKR Capital Corp. (FSK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIG or FSK.
Key characteristics
| CIG | FSK | |
|---|---|---|
| YTD Return | 29.04% | 18.27% |
| 1Y Return | 18.79% | 23.18% |
| 3Y Return (Ann) | 27.90% | 14.54% |
| 5Y Return (Ann) | 23.85% | 12.72% |
| 10Y Return (Ann) | 12.54% | 5.54% |
| Sharpe Ratio | 0.55 | 1.58 |
| Sortino Ratio | 0.96 | 2.04 |
| Omega Ratio | 1.12 | 1.31 |
| Calmar Ratio | 0.83 | 2.10 |
| Martin Ratio | 2.11 | 6.82 |
| Ulcer Index | 8.71% | 3.40% |
| Daily Std Dev | 33.36% | 14.63% |
| Max Drawdown | -85.21% | -67.20% |
| Current Drawdown | -0.93% | -0.19% |
Fundamentals
| CIG | FSK | |
|---|---|---|
| Market Cap | $6.27B | $5.88B |
| EPS | $0.36 | $1.88 |
| PE Ratio | 5.36 | 11.18 |
| Total Revenue (TTM) | $28.45B | $1.47B |
| Gross Profit (TTM) | $7.01B | $1.17B |
| EBITDA (TTM) | $6.96B | $726.57M |
Correlation
The correlation between CIG and FSK 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.
Performance
CIG vs. FSK - Performance Comparison
In the year-to-date period, CIG achieves a 29.04% return, which is significantly higher than FSK's 18.27% return. Over the past 10 years, CIG has outperformed FSK with an annualized return of 12.54%, while FSK has yielded a comparatively lower 5.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CIG vs. FSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia Energética de Minas Gerais (CIG) and FS KKR Capital Corp. (FSK). 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.
Dividends
CIG vs. FSK - Dividend Comparison
CIG's dividend yield for the trailing twelve months is around 14.78%, more than FSK's 13.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIG Companhia Energética de Minas Gerais | 14.78% | 10.79% | 15.27% | 14.23% | 7.24% | 5.86% | 9.20% | 7.74% | 21.97% | 25.69% | 47.76% | 19.32% |
FSK FS KKR Capital Corp. | 13.97% | 15.02% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% | 0.00% |
Drawdowns
CIG vs. FSK - Drawdown Comparison
The maximum CIG drawdown since its inception was -85.21%, which is greater than FSK's maximum drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for CIG and FSK. For additional features, visit the drawdowns tool.
Volatility
CIG vs. FSK - Volatility Comparison
Companhia Energética de Minas Gerais (CIG) has a higher volatility of 9.29% compared to FS KKR Capital Corp. (FSK) at 4.37%. This indicates that CIG's price experiences larger fluctuations and is considered to be riskier than FSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CIG vs. FSK - Financials Comparison
This section allows you to compare key financial metrics between Companhia Energética de Minas Gerais and FS KKR Capital Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities