FGF vs. KBWP

In the year-to-date period, FGF achieves a -25.83% return, which is significantly lower than KBWP's 8.69% return. Over the past 10 years, FGF has underperformed KBWP with an annualized return of -22.12%, while KBWP has yielded a comparatively higher 13.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fundamental Global Inc. (FGF) and Invesco KBW Property & Casualty Insurance ETF (KBWP). 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 FGF Sharpe Ratio is -0.47, which is lower than the KBWP Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FGF and KBWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FGF has not paid dividends to shareholders, while KBWP's dividend yield for the trailing twelve months is around 1.66%.

The maximum FGF drawdown since its inception was -93.88%, which is greater than KBWP's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for FGF and KBWP.

Fundamental Global Inc. (FGF) has a higher volatility of 12.47% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 5.12%. This indicates that FGF's price experiences larger fluctuations and is considered to be riskier than KBWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.