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FCEL vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FCEL vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FuelCell Energy, Inc. (FCEL) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCEL achieves a 131.74% return, which is significantly higher than PG's 5.93% return. Over the past 10 years, FCEL has underperformed PG with an annualized return of -37.77%, while PG has yielded a comparatively higher 8.96% annualized return.


FCEL

1D
-4.24%
1M
-21.57%
YTD
131.74%
6M
93.38%
1Y
180.93%
3Y*
-41.29%
5Y*
-44.35%
10Y*
-37.77%

PG

1D
0.86%
1M
4.83%
YTD
5.93%
6M
6.28%
1Y
-3.97%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCEL vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCEL
FuelCell Energy, Inc.
131.74%-19.14%-81.17%-42.45%-46.54%-53.45%345.02%-62.00%-67.62%-2.86%
PG
The Procter & Gamble Company
5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between FCEL and PG is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 27, 1997

0.08

The correlation between FCEL and PG shifts across timeframes, from -0.10 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FCEL:

$918.56M

PG:

$361.53B

EPS

FCEL:

-$5.47

PG:

$5.23

PS Ratio

FCEL:

4.11

PG:

4.20

PB Ratio

FCEL:

1.28

PG:

6.70

Total Revenue (TTM)

FCEL:

$167.88M

PG:

$86.72B

Gross Profit (TTM)

FCEL:

-$30.55M

PG:

$43.64B

EBITDA (TTM)

FCEL:

-$186.85M

PG:

$22.63B

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Return for Risk

FCEL vs. PG — Risk / Return Rank

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

FCEL
FCEL Risk / Return Rank: 8282
Overall Rank
FCEL Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCEL Sortino Ratio Rank: 8585
Sortino Ratio Rank
FCEL Omega Ratio Rank: 7979
Omega Ratio Rank
FCEL Calmar Ratio Rank: 8787
Calmar Ratio Rank
FCEL Martin Ratio Rank: 8080
Martin Ratio Rank

PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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.

FCEL vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FuelCell Energy, Inc. (FCEL) and The Procter & Gamble Company (PG). 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.


FCELPGDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.28

0.97

+0.31

Calmar ratioReturn relative to maximum drawdown

3.56

-0.37

+3.93

Martin ratioReturn relative to average drawdown

5.79

-0.68

+6.47

FCEL vs. PG - Sharpe Ratio Comparison

The current FCEL Sharpe Ratio is 1.41, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of FCEL and PG, 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

FCEL vs. PG - Drawdown Comparison

The maximum FCEL drawdown since its inception was -100.00%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for FCEL and PG.


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Drawdown Indicators


FCELPGDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-54.25%

-45.75%

Max Drawdown (1Y)

Largest decline over 1 year

-47.51%

-15.52%

-31.99%

Max Drawdown (3Y)

Largest decline over 3 years

-95.40%

-21.15%

-74.25%

Max Drawdown (5Y)

Largest decline over 5 years

-98.89%

-23.77%

-75.12%

Max Drawdown (10Y)

Largest decline over 10 years

-99.84%

-23.77%

-76.07%

Current Drawdown

Current decline from peak

-99.99%

-13.29%

-86.70%

Average Drawdown

Average peak-to-trough decline

-83.85%

-12.16%

-71.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.13%

8.80%

+20.33%

Volatility

FCEL vs. PG - Volatility Comparison

FuelCell Energy, Inc. (FCEL) has a higher volatility of 53.94% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that FCEL's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCELPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

53.94%

6.99%

+46.95%

Volatility (6M)

Calculated over the trailing 6-month period

92.15%

15.01%

+77.14%

Volatility (1Y)

Calculated over the trailing 1-year period

120.44%

18.78%

+101.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.57%

17.82%

+79.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.75%

19.05%

+103.70%

Dividends

FCEL vs. PG - Dividend Comparison

FCEL has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.85%.


PositionTTM20252024202320222021202020192018201720162015
FCEL
FuelCell Energy, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PG
The Procter & Gamble Company
2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Financials

FCEL vs. PG - Financials Comparison

This section allows you to compare key financial metrics between FuelCell Energy, Inc. and The Procter & Gamble Company. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
35.59M
21.24B
(FCEL) Total Revenue
(PG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FCEL and PG have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCEL has higher volatility (53.94%) compared to PG (6.99%). In terms of maximum drawdown, FCEL dropped -100.00% vs PG's -54.25%.

FCEL currently has the higher Sharpe Ratio (1.41 vs -0.30), 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.

Portfolio Optimizer

Find the right allocation for FCEL and PG

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