PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
123.88%
99.52%
FG
ESEA

Key characteristics

Sharpe Ratio

FG:

-0.20

ESEA:

0.49

Sortino Ratio

FG:

-0.00

ESEA:

1.11

Omega Ratio

FG:

1.00

ESEA:

1.13

Calmar Ratio

FG:

-0.34

ESEA:

0.26

Martin Ratio

FG:

-0.65

ESEA:

2.05

Ulcer Index

FG:

13.30%

ESEA:

12.23%

Daily Std Dev

FG:

42.47%

ESEA:

50.75%

Max Drawdown

FG:

-37.32%

ESEA:

-99.81%

Current Drawdown

FG:

-16.22%

ESEA:

-95.38%

Fundamentals

Market Cap

FG:

$5.64B

ESEA:

$239.30M

EPS

FG:

-$0.02

ESEA:

$16.28

Total Revenue (TTM)

FG:

$5.74B

ESEA:

$208.65M

Gross Profit (TTM)

FG:

$5.60B

ESEA:

$126.38M

EBITDA (TTM)

FG:

-$112.00M

ESEA:

$148.12M

Returns By Period

In the year-to-date period, FG achieves a -9.73% return, which is significantly lower than ESEA's 15.61% return.


FG

YTD

-9.73%

1M

-9.92%

6M

8.47%

1Y

-10.78%

5Y*

N/A

10Y*

N/A

ESEA

YTD

15.61%

1M

-18.84%

6M

-0.35%

1Y

18.00%

5Y*

60.14%

10Y*

-3.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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 -0.20, compared to the broader market-4.00-2.000.002.00-0.200.49
The chart of Sortino ratio for FG, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.00-0.001.11
The chart of Omega ratio for FG, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.13
The chart of Calmar ratio for FG, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.340.79
The chart of Martin ratio for FG, currently valued at -0.65, compared to the broader market0.0010.0020.00-0.652.05
FG
ESEA

The current FG Sharpe Ratio is -0.20, which is lower than the ESEA Sharpe Ratio of 0.49. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
0.49
FG
ESEA

Dividends

FG vs. ESEA - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 2.09%, less than ESEA's 7.09% yield.


TTM20232022202120202019201820172016201520142013
FG
F&G Annuities & Life Inc.
2.09%1.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESEA
Euroseas Ltd
7.09%6.42%8.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.46%

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%JulyAugustSeptemberOctoberNovemberDecember
-16.22%
-31.77%
FG
ESEA

Volatility

FG vs. ESEA - Volatility Comparison

F&G Annuities & Life Inc. (FG) and Euroseas Ltd (ESEA) have volatilities of 10.84% and 11.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.84%
11.11%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab