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DGICA vs. NWE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DGICA vs. NWE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donegal Group Inc. (DGICA) and NorthWestern Corporation (NWE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGICA achieves a 1.91% return, which is significantly lower than NWE's 8.60% return. Over the past 10 years, DGICA has outperformed NWE with an annualized return of 6.35%, while NWE has yielded a comparatively lower 5.53% annualized return.


DGICA

1D
0.88%
1M
3.34%
6M
9.06%
YTD
1.91%
1Y
22.75%
3Y*
15.44%
5Y*
9.78%
10Y*
6.35%
ALL TIME*
8.77%

NWE

1D
-1.42%
1M
-3.62%
6M
3.29%
YTD
8.60%
1Y
33.77%
3Y*
12.22%
5Y*
6.85%
10Y*
5.53%
ALL TIME*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.01M$2.26M$2.46M
$24.17M$25.46M$34.31M

DGICA vs. NWE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGICA
Donegal Group Inc.
1.91%34.64%15.93%3.15%4.02%6.02%-1.12%13.19%-17.96%2.46%
NWE
NorthWestern Corporation
8.60%26.40%10.51%-10.12%8.49%2.10%-15.15%24.50%3.52%8.74%

Correlation

The correlation between DGICA and NWE is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.34

Correlation (10Y)
Provides a long-term view across more market conditions.

0.30

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2007

0.34

Fundamentals

Market Cap

DGICA:

$727.33M

NWE:

$4.23B

EPS

DGICA:

$2.16

NWE:

$2.78

PE Ratio

DGICA:

9.14

NWE:

24.73

PS Ratio

DGICA:

0.67

NWE:

2.51

PB Ratio

DGICA:

0.95

NWE:

1.46

Total Revenue (TTM)

DGICA:

$963.18M

NWE:

$1.69B

Gross Profit (TTM)

DGICA:

$130.63M

NWE:

$1.12B

EBITDA (TTM)

DGICA:

$48.16M

NWE:

$592.99M

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Return for Risk

DGICA vs. NWE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGICA
DGICA Risk / Return Rank: 6868
Overall Rank
DGICA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DGICA Sortino Ratio Rank: 6868
Sortino Ratio Rank
DGICA Omega Ratio Rank: 6666
Omega Ratio Rank
DGICA Calmar Ratio Rank: 6767
Calmar Ratio Rank
DGICA Martin Ratio Rank: 6565
Martin Ratio Rank

NWE
NWE Risk / Return Rank: 8585
Overall Rank
NWE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NWE Sortino Ratio Rank: 8181
Sortino Ratio Rank
NWE Omega Ratio Rank: 8080
Omega Ratio Rank
NWE Calmar Ratio Rank: 8888
Calmar Ratio Rank
NWE Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DGICA vs. NWE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donegal Group Inc. (DGICA) and NorthWestern Corporation (NWE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DGICANWEDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.10

Calmar ratioReturn relative to maximum drawdown

1.04

3.20

-2.16

Martin ratioReturn relative to average drawdown

1.99

10.17

-8.18

DGICA vs. NWE - Sharpe Ratio Comparison

The current DGICA Sharpe Ratio is 0.91, which is lower than the NWE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DGICA and NWE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DGICA vs. NWE - Drawdown Comparison

The maximum DGICA drawdown since its inception was -43.36%, which is greater than NWE's maximum drawdown of -39.96%. Use the drawdown chart below to compare losses from any high point for DGICA and NWE.


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Drawdown Indicators


DGICANWEDifference

Max Drawdown

Largest peak-to-trough decline

-43.36%

-39.96%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-20.43%

-10.47%

-9.96%

Max Drawdown (3Y)

Largest decline over 3 years

-20.43%

-13.57%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

-21.97%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

-39.34%

+9.11%

Current Drawdown

Current decline from peak

-2.81%

-6.37%

+3.56%

Average Drawdown

Average peak-to-trough decline

-14.17%

-10.80%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.69%

3.29%

+7.40%

Volatility

DGICA vs. NWE - Volatility Comparison

Donegal Group Inc. (DGICA) has a higher volatility of 7.69% compared to NorthWestern Corporation (NWE) at 6.20%. This indicates that DGICA's price experiences larger fluctuations and is considered to be riskier than NWE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGICANWEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

6.20%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.40%

18.37%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

23.67%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.39%

21.38%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

24.93%

+0.57%

Dividends

DGICA vs. NWE - Dividend Comparison

DGICA's dividend yield for the trailing twelve months is around 4.72%, more than NWE's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
DGICA
Donegal Group Inc.
3.80%3.60%4.44%4.82%4.61%4.41%4.23%3.90%4.16%3.22%3.13%3.81%
NWE
NorthWestern Corporation
3.87%4.09%4.86%5.03%4.25%4.34%4.12%3.21%3.70%3.52%3.52%3.54%

Financials

DGICA vs. NWE - Financials Comparison

This section allows you to compare key financial metrics between Donegal Group Inc. and NorthWestern Corporation. 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


Values in USD except per share items

DGICA vs. NWE - Profitability Comparison

The chart below illustrates the profitability comparison between Donegal Group Inc. and NorthWestern Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

DGICA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Donegal Group Inc. reported a gross profit of -94.00M and revenue of 241.12M. Therefore, the gross margin over that period was -39.0%.

NWE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, NorthWestern Corporation reported a gross profit of 313.50M and revenue of 392.60M. Therefore, the gross margin over that period was 79.9%.

DGICA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Donegal Group Inc. reported an operating income of -14.12M and revenue of 241.12M, resulting in an operating margin of -5.9%.

NWE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, NorthWestern Corporation reported an operating income of 64.25M and revenue of 392.60M, resulting in an operating margin of 16.4%.

DGICA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Donegal Group Inc. reported a net income of 22.31M and revenue of 241.12M, resulting in a net margin of 9.3%.

NWE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, NorthWestern Corporation reported a net income of 24.99M and revenue of 392.60M, resulting in a net margin of 6.4%.


Frequently Asked Questions


DGICA and NWE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGICA has higher volatility (7.69%) compared to NWE (6.20%). In terms of maximum drawdown, DGICA dropped -43.36% vs NWE's -39.96%.

NWE currently has the higher Sharpe Ratio (1.42 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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