FG vs. ESEA

Last updated Jun 3, 2026

FG (F&G Annuities & Life Inc. ) and ESEA (Euroseas Ltd) are both stocks. FG operates in Insurance - Life (Financial Services), while ESEA operates in Marine Shipping (Industrials). Over the past 3 years, FG returned 11.36%/yr vs 77.40%/yr for ESEA. At a 0.17 correlation, their price movements are largely independent.

Performance

FG vs. ESEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F&G Annuities & Life Inc. (FG) and Euroseas Ltd (ESEA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FG achieves a -9.91% return, which is significantly lower than ESEA's 21.92% return.

FG

• 1D: 0.92%
• 1M: -3.88%
• YTD: -9.91%
• 6M: -13.59%
• 1Y: -12.18%
• 3Y*: 11.36%
• 5Y*: —
• 10Y*: —

ESEA

• 1D: -0.51%
• 1M: -6.75%
• YTD: 21.92%
• 6M: 9.18%
• 1Y: 78.88%
• 3Y*: 77.40%
• 5Y*: 50.92%
• 10Y*: 23.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FG vs. ESEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FG F&G Annuities & Life Inc.	-9.91%	-23.60%	-7.98%	137.11%	4.60%
ESEA Euroseas Ltd	21.92%	140.95%	23.60%	83.39%	-5.90%

Correlation

The correlation between FG and ESEA is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (All Time) Calculated using the full available price history since Dec 2, 2022	0.17

Fundamentals

Market Cap FG : $3.82B ESEA : $460.07M
EPS FG : $3.85 ESEA : $18.99
PE Ratio FG : 7.14 ESEA : 3.46
PEG Ratio FG : 0.13 ESEA : 0.08
PS Ratio FG : 0.65 ESEA : 2.02
PB Ratio FG : 0.82 ESEA : 0.94
Total Revenue (TTM) FG : $5.86B ESEA : $227.36M
Gross Profit (TTM) FG : $1.23B ESEA : $148.47M
EBITDA (TTM) FG : $1.52B ESEA : $165.74M

Return for Risk

FG vs. ESEA — Risk / Return Rank

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

FG

FG Risk / Return Rank: 27
FG Sharpe Ratio Rank: 26
FG Sortino Ratio Rank: 24
FG Omega Ratio Rank: 24
FG Calmar Ratio Rank: 31
FG Martin Ratio Rank: 28

ESEA

ESEA Risk / Return Rank: 83
ESEA Sharpe Ratio Rank: 85
ESEA Sortino Ratio Rank: 79
ESEA Omega Ratio Rank: 79
ESEA Calmar Ratio Rank: 89
ESEA Martin Ratio Rank: 85

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.

FG vs. ESEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F&G Annuities & Life Inc. (FG) and Euroseas Ltd (ESEA). 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.

	FG	ESEA	Difference
Sharpe ratio Return per unit of total volatility	-0.34	1.78	-2.12
Sortino ratio Return per unit of downside risk	-0.24	2.25	-2.50
Omega ratio Gain probability vs. loss probability	0.97	1.30	-0.33
Calmar ratio Return relative to maximum drawdown	-0.27	4.35	-4.63
Martin ratio Return relative to average drawdown	-0.65	9.12	-9.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FG vs. ESEA - Sharpe Ratio Comparison

The current FG Sharpe Ratio is -0.34, which is lower than the ESEA Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FG and ESEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FG	ESEA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.34	1.78	-2.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.90	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	-0.11	+0.43

Drawdowns

FG vs. ESEA - Drawdown Comparison

The maximum FG drawdown since its inception was -56.24%, smaller than the maximum ESEA drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for FG and ESEA.

Drawdown Indicators

	FG	ESEA	Difference
Max Drawdown Largest peak-to-trough decline	-56.24%	-99.84%	+43.60%
Max Drawdown (1Y) Largest decline over 1 year	-40.92%	-18.36%	-22.56%
Max Drawdown (3Y) Largest decline over 3 years	-56.24%	-38.00%	-18.24%
Max Drawdown (5Y) Largest decline over 5 years	—	-51.28%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-95.54%	—
Current Drawdown Current decline from peak	-41.22%	-87.62%	+46.40%
Average Drawdown Average peak-to-trough decline	-19.26%	-85.41%	+66.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.15%	8.76%	+8.39%

Volatility

FG vs. ESEA - Volatility Comparison

The current volatility for F&G Annuities & Life Inc. (FG) is 11.85%, while Euroseas Ltd (ESEA) has a volatility of 19.46%. This indicates that FG experiences smaller price fluctuations and is considered to be less risky than ESEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FG	ESEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.85%	19.46%	-7.61%
Volatility (6M) Calculated over the trailing 6-month period	30.48%	33.15%	-2.67%
Volatility (1Y) Calculated over the trailing 1-year period	35.82%	44.49%	-8.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.38%	56.84%	-13.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.38%	94.57%	-51.19%

Dividends

FG vs. ESEA - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 3.42%, less than ESEA's 4.25% yield.

Position	TTM	2025	2024	2023	2022
ESEA Euroseas Ltd	4.25%	16.23%	6.63%	6.42%	8.13%
FG F&G Annuities & Life Inc.	3.42%	2.95%	2.05%	1.76%	0.00%

Financials

FG vs. ESEA - Profitability Comparison

The chart below illustrates the profitability comparison between F&G Annuities & Life Inc. and Euroseas Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported a gross profit of 0.00 and revenue of 1.19B. Therefore, the gross margin over that period was 0.0%.

ESEA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Euroseas Ltd reported a gross profit of 37.73M and revenue of 55.84M. Therefore, the gross margin over that period was 67.6%.

FG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported an operating income of 0.00 and revenue of 1.19B, resulting in an operating margin of 0.0%.

ESEA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Euroseas Ltd reported an operating income of 34.03M and revenue of 55.84M, resulting in an operating margin of 61.0%.

FG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported a net income of 244.00M and revenue of 1.19B, resulting in a net margin of 20.6%.

ESEA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Euroseas Ltd reported a net income of 32.52M and revenue of 55.84M, resulting in a net margin of 58.2%.

Frequently Asked Questions

Can I hold both FG and ESEA in my portfolio?

FG and ESEA have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FG or ESEA?

ESEA has higher volatility (19.46%) compared to FG (11.85%). In terms of maximum drawdown, FG dropped -56.24% vs ESEA's -99.84%.

Which has better risk-adjusted returns?

ESEA currently has the higher Sharpe Ratio (1.78 vs -0.34), 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.