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

Correlation

The correlation between FG and FTAI is 0.37, 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.


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.

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Key characteristics

Sharpe Ratio

FG:

-0.48

FTAI:

0.55

Sortino Ratio

FG:

-0.44

FTAI:

1.13

Omega Ratio

FG:

0.94

FTAI:

1.17

Calmar Ratio

FG:

-0.63

FTAI:

0.76

Martin Ratio

FG:

-1.57

FTAI:

1.65

Ulcer Index

FG:

15.05%

FTAI:

23.97%

Daily Std Dev

FG:

46.93%

FTAI:

80.16%

Max Drawdown

FG:

-37.50%

FTAI:

-72.79%

Current Drawdown

FG:

-34.29%

FTAI:

-34.15%

Fundamentals

Market Cap

FG:

$4.31B

FTAI:

$11.75B

EPS

FG:

$3.80

FTAI:

$0.24

PE Ratio

FG:

8.42

FTAI:

477.42

PS Ratio

FG:

0.84

FTAI:

6.15

PB Ratio

FG:

0.99

FTAI:

415.74

Total Revenue (TTM)

FG:

$4.15B

FTAI:

$1.91B

Gross Profit (TTM)

FG:

$3.16B

FTAI:

$781.35M

EBITDA (TTM)

FG:

$846.00M

FTAI:

$442.04M

Returns By Period

In the year-to-date period, FG achieves a -23.06% return, which is significantly lower than FTAI's -20.01% return.


FG

YTD

-23.06%

1M

-6.90%

6M

-31.97%

1Y

-22.45%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FTAI

YTD

-20.01%

1M

13.32%

6M

-33.67%

1Y

37.05%

3Y*

98.84%

5Y*

75.21%

10Y*

31.92%

*Annualized

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Risk-Adjusted Performance

FG vs. FTAI — 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 1818
Overall Rank
The Sharpe Ratio Rank of FG is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FG is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FG is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FG is 55
Martin Ratio Rank

FTAI
The Risk-Adjusted Performance Rank of FTAI is 7373
Overall Rank
The Sharpe Ratio Rank of FTAI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FTAI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FTAI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FTAI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FTAI is 7171
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. FTAI - Risk-Adjusted Performance 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.


The current FG Sharpe Ratio is -0.48, which is lower than the FTAI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FG and FTAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FG vs. FTAI - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 2.71%, more than FTAI's 1.05% yield.


TTM2024202320222021202020192018201720162015
FG
F&G Annuities & Life Inc.
2.71%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
1.05%0.83%2.59%6.97%4.56%5.63%6.76%9.21%6.62%9.93%4.26%

Drawdowns

FG vs. FTAI - Drawdown Comparison

The maximum FG drawdown since its inception was -37.50%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FG vs. FTAI - Volatility Comparison

The current volatility for F&G Annuities & Life Inc. (FG) is 17.74%, while Fortress Transportation and Infrastructure Investors LLC (FTAI) has a volatility of 27.91%. 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.


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Financials

FG vs. FTAI - Financials Comparison

This section allows you to compare key financial metrics between F&G Annuities & Life Inc. and Fortress Transportation and Infrastructure Investors LLC. 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


0.00500.00M1.00B1.50B20212022202320242025
908.00M
502.08M
(FG) Total Revenue
(FTAI) Total Revenue
Values in USD except per share items