FG vs. FTAI

Last updated Jun 3, 2026

FG (F&G Annuities & Life Inc. ) and FTAI (Fortress Transportation and Infrastructure Investors LLC) are both stocks. FG operates in Insurance - Life (Financial Services), while FTAI operates in Rental & Leasing Services (Industrials). Over the past 3 years, FG returned 11.36%/yr vs 106.14%/yr for FTAI. At a 0.27 correlation, their price movements are largely independent.

Performance

FG vs. FTAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F&G Annuities & Life Inc. (FG) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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 FTAI's 25.32% return.

FG

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

FTAI

• 1D: -0.79%
• 1M: 2.64%
• YTD: 25.32%
• 6M: 46.70%
• 1Y: 105.87%
• 3Y*: 106.14%
• 5Y*: 59.27%
• 10Y*: 45.23%

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

FG vs. FTAI - 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%
FTAI Fortress Transportation and Infrastructure Investors LLC	25.32%	38.01%	214.72%	181.65%	0.29%

Correlation

The correlation between FG and FTAI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (All Time) Calculated using the full available price history since Dec 2, 2022	0.27

The correlation between FG and FTAI shifts across timeframes, from 0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FG : $3.82B FTAI : $25.63B
EPS FG : $3.85 FTAI : $5.13
PE Ratio FG : 7.14 FTAI : 47.90
PEG Ratio FG : 0.13 FTAI : 0.03
PS Ratio FG : 0.65 FTAI : 9.00
PB Ratio FG : 0.82 FTAI : 59.38
Total Revenue (TTM) FG : $5.86B FTAI : $2.84B
Gross Profit (TTM) FG : $1.23B FTAI : $922.62M
EBITDA (TTM) FG : $1.52B FTAI : $992.07M

Return for Risk

FG vs. FTAI — 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

FTAI

FTAI Risk / Return Rank: 83
FTAI Sharpe Ratio Rank: 84
FTAI Sortino Ratio Rank: 83
FTAI Omega Ratio Rank: 80
FTAI Calmar Ratio Rank: 85
FTAI 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. FTAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F&G Annuities & Life Inc. (FG) and Fortress Transportation and Infrastructure Investors LLC (FTAI). 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	FTAI	Difference
Sharpe ratio Return per unit of total volatility	-0.34	1.69	-2.03
Sortino ratio Return per unit of downside risk	-0.24	2.62	-2.86
Omega ratio Gain probability vs. loss probability	0.97	1.31	-0.35
Calmar ratio Return relative to maximum drawdown	-0.27	3.58	-3.85
Martin ratio Return relative to average drawdown	-0.65	8.99	-9.64
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. FTAI - Sharpe Ratio Comparison

The current FG Sharpe Ratio is -0.34, which is lower than the FTAI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FG and FTAI, 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	FTAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.34	1.69	-2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.06	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.71	-0.39

Drawdowns

FG vs. FTAI - Drawdown Comparison

The maximum FG drawdown since its inception was -56.24%, smaller than the maximum FTAI drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for FG and FTAI.

Drawdown Indicators

	FG	FTAI	Difference
Max Drawdown Largest peak-to-trough decline	-56.24%	-72.79%	+16.55%
Max Drawdown (1Y) Largest decline over 1 year	-40.92%	-31.15%	-9.77%
Max Drawdown (3Y) Largest decline over 3 years	-56.24%	-52.11%	-4.13%
Max Drawdown (5Y) Largest decline over 5 years	—	-54.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.79%	—
Current Drawdown Current decline from peak	-41.22%	-20.43%	-20.79%
Average Drawdown Average peak-to-trough decline	-19.26%	-17.36%	-1.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.15%	12.40%	+4.75%

Volatility

FG vs. FTAI - Volatility Comparison

The current volatility for F&G Annuities & Life Inc. (FG) is 11.85%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 23.43%. This indicates that FG experiences smaller price fluctuations and is considered to be less risky than FTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FG	FTAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.85%	23.43%	-11.58%
Volatility (6M) Calculated over the trailing 6-month period	30.48%	46.54%	-16.06%
Volatility (1Y) Calculated over the trailing 1-year period	35.82%	63.16%	-27.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.38%	56.23%	-12.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.38%	51.05%	-7.67%

Dividends

FG vs. FTAI - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 3.42%, more than FTAI's 0.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FG F&G Annuities & Life Inc.	3.42%	2.95%	2.05%	1.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTAI Fortress Transportation and Infrastructure Investors LLC	0.61%	0.64%	0.83%	2.59%	7.54%	4.56%	5.63%	6.76%	9.21%	6.62%	9.92%	4.26%

Financials

FG vs. FTAI - Profitability Comparison

The chart below illustrates the profitability comparison between F&G Annuities & Life Inc. and Fortress Transportation and Infrastructure Investors LLC 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%.

FTAI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortress Transportation and Infrastructure Investors LLC reported a gross profit of 306.43M and revenue of 830.70M. Therefore, the gross margin over that period was 36.9%.

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%.

FTAI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortress Transportation and Infrastructure Investors LLC reported an operating income of 241.44M and revenue of 830.70M, resulting in an operating margin of 29.1%.

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%.

FTAI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortress Transportation and Infrastructure Investors LLC reported a net income of 134.19M and revenue of 830.70M, resulting in a net margin of 16.2%.

Frequently Asked Questions

Can I hold both FG and FTAI in my portfolio?

FG and FTAI have a correlation of 0.11, 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 FTAI?

FTAI has higher volatility (23.43%) compared to FG (11.85%). In terms of maximum drawdown, FG dropped -56.24% vs FTAI's -72.79%.

Which has better risk-adjusted returns?

FTAI currently has the higher Sharpe Ratio (1.69 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.