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FG vs. ESEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FG and ESEA is 0.11, 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.


-0.50.00.51.00.1

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-7.78%
-9.99%
FG
ESEA

Key characteristics

Sharpe Ratio

FG:

0.01

ESEA:

0.04

Sortino Ratio

FG:

0.32

ESEA:

0.45

Omega Ratio

FG:

1.04

ESEA:

1.05

Calmar Ratio

FG:

0.02

ESEA:

0.02

Martin Ratio

FG:

0.03

ESEA:

0.15

Ulcer Index

FG:

13.66%

ESEA:

14.24%

Daily Std Dev

FG:

42.70%

ESEA:

48.85%

Max Drawdown

FG:

-37.32%

ESEA:

-99.81%

Current Drawdown

FG:

-15.38%

ESEA:

-95.31%

Fundamentals

Market Cap

FG:

$5.18B

ESEA:

$240.99M

EPS

FG:

-$0.02

ESEA:

$16.28

Total Revenue (TTM)

FG:

$4.13B

ESEA:

$159.59M

Gross Profit (TTM)

FG:

$4.02B

ESEA:

$96.73M

EBITDA (TTM)

FG:

-$120.00M

ESEA:

$114.44M

Returns By Period

In the year-to-date period, FG achieves a -0.92% return, which is significantly higher than ESEA's -5.08% return.


FG

YTD

-0.92%

1M

-7.56%

6M

-7.78%

1Y

-0.56%

5Y*

N/A

10Y*

N/A

ESEA

YTD

-5.08%

1M

-3.78%

6M

-9.99%

1Y

0.90%

5Y*

60.59%

10Y*

-2.40%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FG vs. ESEA — Risk-Adjusted Performance Rank

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

FG
The Risk-Adjusted Performance Rank of FG is 4747
Overall Rank
The Sharpe Ratio Rank of FG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FG is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FG is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FG is 4949
Martin Ratio Rank

ESEA
The Risk-Adjusted Performance Rank of ESEA is 4949
Overall Rank
The Sharpe Ratio Rank of ESEA is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ESEA is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ESEA is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ESEA is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ESEA is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FG vs. ESEA - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FG, currently valued at 0.01, compared to the broader market-2.000.002.000.010.04
The chart of Sortino ratio for FG, currently valued at 0.32, compared to the broader market-4.00-2.000.002.004.000.320.45
The chart of Omega ratio for FG, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.05
The chart of Calmar ratio for FG, currently valued at 0.02, compared to the broader market0.002.004.006.000.020.06
The chart of Martin ratio for FG, currently valued at 0.03, compared to the broader market0.0010.0020.000.030.15
FG
ESEA

The current FG Sharpe Ratio is 0.01, which is lower than the ESEA Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FG and ESEA, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.01
0.04
FG
ESEA

Dividends

FG vs. ESEA - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 2.07%, less than ESEA's 6.98% yield.


TTM202420232022
FG
F&G Annuities & Life Inc.
2.07%2.05%1.76%0.00%
ESEA
Euroseas Ltd
6.98%6.63%6.42%8.13%

Drawdowns

FG vs. ESEA - Drawdown Comparison

The maximum FG drawdown since its inception was -37.32%, smaller than the maximum ESEA drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for FG and ESEA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.38%
-30.76%
FG
ESEA

Volatility

FG vs. ESEA - Volatility Comparison

F&G Annuities & Life Inc. (FG) has a higher volatility of 11.92% compared to Euroseas Ltd (ESEA) at 11.02%. This indicates that FG's price experiences larger fluctuations and is considered to be riskier than ESEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.92%
11.02%
FG
ESEA

Financials

FG vs. ESEA - Financials Comparison

This section allows you to compare key financial metrics between F&G Annuities & Life Inc. and Euroseas Ltd. 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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