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EQH vs. PFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EQH and PFG is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

EQH vs. PFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equitable Holdings, Inc. (EQH) and Principal Financial Group, Inc. (PFG). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
171.88%
71.16%
EQH
PFG

Key characteristics

Sharpe Ratio

EQH:

1.57

PFG:

0.10

Sortino Ratio

EQH:

2.33

PFG:

0.28

Omega Ratio

EQH:

1.31

PFG:

1.04

Calmar Ratio

EQH:

2.80

PFG:

0.12

Martin Ratio

EQH:

10.27

PFG:

0.33

Ulcer Index

EQH:

4.10%

PFG:

6.45%

Daily Std Dev

EQH:

26.78%

PFG:

20.77%

Max Drawdown

EQH:

-61.33%

PFG:

-91.53%

Current Drawdown

EQH:

-7.24%

PFG:

-14.58%

Fundamentals

Market Cap

EQH:

$14.59B

PFG:

$17.74B

EPS

EQH:

-$0.91

PFG:

-$0.74

Total Revenue (TTM)

EQH:

$10.99B

PFG:

$14.07B

Gross Profit (TTM)

EQH:

$5.36B

PFG:

$14.07B

EBITDA (TTM)

EQH:

$1.20B

PFG:

-$746.90M

Returns By Period

In the year-to-date period, EQH achieves a 43.04% return, which is significantly higher than PFG's 1.73% return.


EQH

YTD

43.04%

1M

0.04%

6M

14.43%

1Y

42.23%

5Y*

16.37%

10Y*

N/A

PFG

YTD

1.73%

1M

-7.36%

6M

-1.70%

1Y

1.68%

5Y*

11.24%

10Y*

7.65%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EQH vs. PFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equitable Holdings, Inc. (EQH) and Principal Financial Group, Inc. (PFG). 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.


Sharpe ratio
The chart of Sharpe ratio for EQH, currently valued at 1.57, compared to the broader market-4.00-2.000.002.001.570.10
The chart of Sortino ratio for EQH, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.330.28
The chart of Omega ratio for EQH, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.04
The chart of Calmar ratio for EQH, currently valued at 2.80, compared to the broader market0.002.004.006.002.800.12
The chart of Martin ratio for EQH, currently valued at 10.27, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.270.33
EQH
PFG

The current EQH Sharpe Ratio is 1.57, which is higher than the PFG Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of EQH and PFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.57
0.10
EQH
PFG

Dividends

EQH vs. PFG - Dividend Comparison

EQH's dividend yield for the trailing twelve months is around 2.02%, less than PFG's 3.69% yield.


TTM20232022202120202019201820172016201520142013
EQH
Equitable Holdings, Inc.
2.02%2.58%2.72%2.17%2.58%2.34%1.56%0.00%0.00%0.00%0.00%0.00%
PFG
Principal Financial Group, Inc.
3.69%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%1.99%

Drawdowns

EQH vs. PFG - Drawdown Comparison

The maximum EQH drawdown since its inception was -61.33%, smaller than the maximum PFG drawdown of -91.53%. Use the drawdown chart below to compare losses from any high point for EQH and PFG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.24%
-14.58%
EQH
PFG

Volatility

EQH vs. PFG - Volatility Comparison

Equitable Holdings, Inc. (EQH) has a higher volatility of 8.11% compared to Principal Financial Group, Inc. (PFG) at 6.45%. This indicates that EQH's price experiences larger fluctuations and is considered to be riskier than PFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.11%
6.45%
EQH
PFG

Financials

EQH vs. PFG - Financials Comparison

This section allows you to compare key financial metrics between Equitable Holdings, Inc. and Principal Financial Group, Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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