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CIG vs. FSK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CIG vs. FSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Energética de Minas Gerais (CIG) and FS KKR Capital Corp. (FSK). The values are adjusted to include any dividend payments, if applicable.

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CIG vs. FSK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIG
Companhia Energética de Minas Gerais
21.73%28.04%9.38%20.62%60.40%-6.09%-7.92%-1.14%84.56%-8.17%
FSK
FS KKR Capital Corp.
-27.89%-20.38%25.71%33.04%-4.71%41.59%-10.27%33.89%-20.23%-21.23%

Fundamentals

EPS

CIG:

$1.72

FSK:

$0.67

PE Ratio

CIG:

1.39

FSK:

15.21

PEG Ratio

CIG:

0.13

FSK:

0.07

PS Ratio

CIG:

0.16

FSK:

3.61

Total Revenue (TTM)

CIG:

$42.79B

FSK:

$527.00M

Gross Profit (TTM)

CIG:

$6.14B

FSK:

$178.00M

EBITDA (TTM)

CIG:

$6.94B

FSK:

$140.00M

Returns By Period

In the year-to-date period, CIG achieves a 21.73% return, which is significantly higher than FSK's -27.89% return. Over the past 10 years, CIG has outperformed FSK with an annualized return of 18.13%, while FSK has yielded a comparatively lower 1.64% annualized return.


CIG

1D
2.58%
1M
2.72%
YTD
21.73%
6M
21.81%
1Y
53.88%
3Y*
22.74%
5Y*
32.16%
10Y*
18.13%

FSK

1D
2.31%
1M
-1.11%
YTD
-27.89%
6M
-25.16%
1Y
-42.44%
3Y*
-4.44%
5Y*
0.62%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CIG vs. FSK — Risk / Return Rank

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

CIG
CIG Risk / Return Rank: 8787
Overall Rank
CIG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CIG Sortino Ratio Rank: 8585
Sortino Ratio Rank
CIG Omega Ratio Rank: 8282
Omega Ratio Rank
CIG Calmar Ratio Rank: 9090
Calmar Ratio Rank
CIG Martin Ratio Rank: 8989
Martin Ratio Rank

FSK
FSK Risk / Return Rank: 55
Overall Rank
FSK Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FSK Sortino Ratio Rank: 33
Sortino Ratio Rank
FSK Omega Ratio Rank: 33
Omega Ratio Rank
FSK Calmar Ratio Rank: 1212
Calmar Ratio Rank
FSK Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIG vs. FSK - Risk-Adjusted Trends 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.


CIGFSKDifference

Sharpe ratio

Return per unit of total volatility

1.79

-1.35

+3.14

Sortino ratio

Return per unit of downside risk

2.39

-1.94

+4.33

Omega ratio

Gain probability vs. loss probability

1.29

0.73

+0.56

Calmar ratio

Return relative to maximum drawdown

3.73

-0.83

+4.57

Martin ratio

Return relative to average drawdown

9.63

-1.63

+11.25

CIG vs. FSK - Sharpe Ratio Comparison

The current CIG Sharpe Ratio is 1.79, which is higher than the FSK Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of CIG and FSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CIGFSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

-1.35

+3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.03

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.06

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.08

+0.07

Correlation

The correlation between CIG and FSK is 0.21, 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.


Dividends

CIG vs. FSK - Dividend Comparison

CIG's dividend yield for the trailing twelve months is around 10.48%, less than FSK's 25.34% yield.


TTM20252024202320222021202020192018201720162015
CIG
Companhia Energética de Minas Gerais
10.48%12.02%11.10%5.50%13.28%10.94%3.94%3.35%4.20%1.98%7.39%7.78%
FSK
FS KKR Capital Corp.
25.34%18.91%13.35%14.77%15.20%11.80%15.46%12.40%16.41%11.68%8.65%9.91%

Drawdowns

CIG vs. FSK - Drawdown Comparison

The maximum CIG drawdown since its inception was -88.84%, 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.


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Drawdown Indicators


CIGFSKDifference

Max Drawdown

Largest peak-to-trough decline

-88.84%

-67.20%

-21.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-51.01%

+36.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.00%

-51.03%

+25.03%

Max Drawdown (10Y)

Largest decline over 10 years

-65.73%

-67.20%

+1.47%

Current Drawdown

Current decline from peak

0.00%

-48.17%

+48.17%

Average Drawdown

Average peak-to-trough decline

-41.83%

-13.01%

-28.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

26.14%

-20.69%

Volatility

CIG vs. FSK - Volatility Comparison

Companhia Energética de Minas Gerais (CIG) has a higher volatility of 10.54% compared to FS KKR Capital Corp. (FSK) at 9.94%. 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.


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Volatility by Period


CIGFSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.54%

9.94%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

22.72%

24.49%

-1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

30.27%

31.59%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.08%

23.44%

+14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.54%

27.60%

+19.94%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
11.68B
0
(CIG) Total Revenue
(FSK) Total Revenue
Values in USD except per share items