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

Correlation

The correlation between FG and NVDA is 0.13, 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. NVDA - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
123.88%
652.81%
FG
NVDA

Key characteristics

Sharpe Ratio

FG:

-0.20

NVDA:

3.01

Sortino Ratio

FG:

-0.00

NVDA:

3.36

Omega Ratio

FG:

1.00

NVDA:

1.42

Calmar Ratio

FG:

-0.34

NVDA:

5.82

Martin Ratio

FG:

-0.65

NVDA:

18.12

Ulcer Index

FG:

13.30%

NVDA:

8.69%

Daily Std Dev

FG:

42.47%

NVDA:

52.35%

Max Drawdown

FG:

-37.32%

NVDA:

-89.73%

Current Drawdown

FG:

-16.22%

NVDA:

-13.41%

Fundamentals

Market Cap

FG:

$5.64B

NVDA:

$3.19T

EPS

FG:

-$0.02

NVDA:

$2.53

Total Revenue (TTM)

FG:

$5.74B

NVDA:

$113.27B

Gross Profit (TTM)

FG:

$5.60B

NVDA:

$85.93B

EBITDA (TTM)

FG:

-$112.00M

NVDA:

$74.87B

Returns By Period

In the year-to-date period, FG achieves a -9.73% return, which is significantly lower than NVDA's 160.36% return.


FG

YTD

-9.73%

1M

-9.92%

6M

8.47%

1Y

-10.78%

5Y*

N/A

10Y*

N/A

NVDA

YTD

160.36%

1M

-8.01%

6M

-4.90%

1Y

159.93%

5Y*

85.29%

10Y*

74.78%

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. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F&G Annuities & Life Inc. (FG) and NVIDIA Corporation (NVDA). 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-4.00-2.000.002.00-0.203.01
The chart of Sortino ratio for FG, currently valued at -0.00, compared to the broader market-4.00-2.000.002.004.00-0.003.36
The chart of Omega ratio for FG, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.42
The chart of Calmar ratio for FG, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.345.82
The chart of Martin ratio for FG, currently valued at -0.65, compared to the broader market0.0010.0020.00-0.6518.12
FG
NVDA

The current FG Sharpe Ratio is -0.20, which is lower than the NVDA Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of FG and NVDA, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
3.01
FG
NVDA

Dividends

FG vs. NVDA - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 2.09%, more than NVDA's 0.02% 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

FG vs. NVDA - Drawdown Comparison

The maximum FG drawdown since its inception was -37.32%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for FG and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.22%
-13.41%
FG
NVDA

Volatility

FG vs. NVDA - Volatility Comparison

F&G Annuities & Life Inc. (FG) and NVIDIA Corporation (NVDA) have volatilities of 10.84% and 10.68%, 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.84%
10.68%
FG
NVDA

Financials

FG vs. NVDA - Financials Comparison

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