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FGF vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FGF and PGR is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FGF vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundamental Global Inc. (FGF) and The Progressive Corporation (PGR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FGF:

-0.51

PGR:

1.47

Sortino Ratio

FGF:

-0.31

PGR:

1.92

Omega Ratio

FGF:

0.96

PGR:

1.27

Calmar Ratio

FGF:

-0.51

PGR:

2.83

Martin Ratio

FGF:

-1.29

PGR:

7.04

Ulcer Index

FGF:

36.80%

PGR:

4.95%

Daily Std Dev

FGF:

95.74%

PGR:

24.64%

Max Drawdown

FGF:

-93.88%

PGR:

-71.05%

Current Drawdown

FGF:

-93.10%

PGR:

-2.27%

Fundamentals

Market Cap

FGF:

$21.87M

PGR:

$166.79B

EPS

FGF:

-$22.84

PGR:

$14.83

PS Ratio

FGF:

1.26

PGR:

2.12

PB Ratio

FGF:

0.42

PGR:

5.75

Total Revenue (TTM)

FGF:

$3.36M

PGR:

$78.52B

Gross Profit (TTM)

FGF:

-$43.47M

PGR:

$58.11B

EBITDA (TTM)

FGF:

-$24.08M

PGR:

$8.20B

Returns By Period

In the year-to-date period, FGF achieves a -21.10% return, which is significantly lower than PGR's 21.15% return. Over the past 10 years, FGF has underperformed PGR with an annualized return of -21.30%, while PGR has yielded a comparatively higher 29.77% annualized return.


FGF

YTD

-21.10%

1M

-1.09%

6M

-5.75%

1Y

-45.83%

5Y*

-31.84%

10Y*

-21.30%

PGR

YTD

21.15%

1M

4.15%

6M

11.00%

1Y

34.65%

5Y*

34.00%

10Y*

29.77%

*Annualized

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Risk-Adjusted Performance

FGF vs. PGR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGF
The Risk-Adjusted Performance Rank of FGF is 2323
Overall Rank
The Sharpe Ratio Rank of FGF is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FGF is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FGF is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FGF is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FGF is 1515
Martin Ratio Rank

PGR
The Risk-Adjusted Performance Rank of PGR is 9090
Overall Rank
The Sharpe Ratio Rank of PGR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PGR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PGR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PGR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PGR is 9191
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.

FGF vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundamental Global Inc. (FGF) and The Progressive Corporation (PGR). 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 -0.51, which is lower than the PGR Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FGF and PGR, 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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Dividends

FGF vs. PGR - Dividend Comparison

FGF has not paid dividends to shareholders, while PGR's dividend yield for the trailing twelve months is around 1.72%.


TTM20242023202220212020201920182017201620152014
FGF
Fundamental Global Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
1.72%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

Drawdowns

FGF vs. PGR - Drawdown Comparison

The maximum FGF drawdown since its inception was -93.88%, which is greater than PGR's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for FGF and PGR. For additional features, visit the drawdowns tool.


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Volatility

FGF vs. PGR - Volatility Comparison

Fundamental Global Inc. (FGF) has a higher volatility of 10.18% compared to The Progressive Corporation (PGR) at 7.53%. This indicates that FGF's price experiences larger fluctuations and is considered to be riskier than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FGF vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Fundamental Global Inc. and The Progressive 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


0.005.00B10.00B15.00B20.00B20212022202320242025
-3.82M
20.41B
(FGF) Total Revenue
(PGR) Total Revenue
Values in USD except per share items