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FGF vs. PGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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FGF vs. PGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGF
Fundamental Global Inc.
-64.95%-87.39%-45.50%-43.86%-24.20%-10.90%-23.55%37.31%-44.55%-7.05%
PGR
The Progressive Corporation
-9.70%-3.02%51.39%23.16%26.81%10.84%41.48%25.14%9.39%61.59%

Fundamentals

EPS

FGF:

-$2.51

PGR:

$17.28

Total Revenue (TTM)

FGF:

-$4.18M

PGR:

$79.91B

Gross Profit (TTM)

FGF:

-$9.97M

PGR:

$24.59B

EBITDA (TTM)

FGF:

-$19.03M

PGR:

$13.09B

Returns By Period

In the year-to-date period, FGF achieves a -64.95% return, which is significantly lower than PGR's -9.70% return. Over the past 10 years, FGF has underperformed PGR with an annualized return of -39.64%, while PGR has yielded a comparatively higher 21.80% annualized return.


FGF

1D
-3.41%
1M
-32.40%
YTD
-64.95%
6M
-83.74%
1Y
-94.63%
3Y*
-75.49%
5Y*
-61.82%
10Y*
-39.64%

PGR

1D
-2.46%
1M
-9.40%
YTD
-9.70%
6M
-16.53%
1Y
-27.58%
3Y*
13.94%
5Y*
17.76%
10Y*
21.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FGF vs. PGR — Risk / Return Rank

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

FGF
FGF Risk / Return Rank: 77
Overall Rank
FGF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FGF Sortino Ratio Rank: 22
Sortino Ratio Rank
FGF Omega Ratio Rank: 33
Omega Ratio Rank
FGF Calmar Ratio Rank: 33
Calmar Ratio Rank
FGF Martin Ratio Rank: 1414
Martin Ratio Rank

PGR
PGR Risk / Return Rank: 66
Overall Rank
PGR Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PGR Sortino Ratio Rank: 66
Sortino Ratio Rank
PGR Omega Ratio Rank: 66
Omega Ratio Rank
PGR Calmar Ratio Rank: 66
Calmar Ratio Rank
PGR Martin Ratio Rank: 99
Martin Ratio Rank
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.

FGF vs. PGR - Risk-Adjusted Trends 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.


FGFPGRDifference

Sharpe ratio

Return per unit of total volatility

-0.63

-1.11

+0.47

Sortino ratio

Return per unit of downside risk

-2.00

-1.45

-0.55

Omega ratio

Gain probability vs. loss probability

0.75

0.82

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.97

-0.93

-0.04

Martin ratio

Return relative to average drawdown

-1.33

-1.50

+0.18

FGF vs. PGR - Sharpe Ratio Comparison

The current FGF Sharpe Ratio is -0.63, which is higher than the PGR Sharpe Ratio of -1.11. 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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Sharpe Ratios by Period


FGFPGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

-1.11

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.60

0.73

-1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

0.90

-1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

0.58

-1.05

Correlation

The correlation between FGF and PGR is 0.05, 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.


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 7.19%.


TTM20252024202320222021202020192018201720162015
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
7.19%2.15%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%

Drawdowns

FGF vs. PGR - Drawdown Comparison

The maximum FGF drawdown since its inception was -99.61%, which is greater than PGR's maximum drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for FGF and PGR.


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Drawdown Indicators


FGFPGRDifference

Max Drawdown

Largest peak-to-trough decline

-99.61%

-71.06%

-28.55%

Max Drawdown (1Y)

Largest decline over 1 year

-97.48%

-29.40%

-68.08%

Max Drawdown (5Y)

Largest decline over 5 years

-99.61%

-29.97%

-69.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.61%

-29.97%

-69.64%

Current Drawdown

Current decline from peak

-99.61%

-29.31%

-70.30%

Average Drawdown

Average peak-to-trough decline

-51.79%

-14.47%

-37.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.31%

18.11%

+53.20%

Volatility

FGF vs. PGR - Volatility Comparison

Fundamental Global Inc. (FGF) has a higher volatility of 25.25% compared to The Progressive Corporation (PGR) at 5.99%. 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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Volatility by Period


FGFPGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.25%

5.99%

+19.26%

Volatility (6M)

Calculated over the trailing 6-month period

68.27%

17.12%

+51.15%

Volatility (1Y)

Calculated over the trailing 1-year period

149.90%

25.03%

+124.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

102.47%

24.50%

+77.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.22%

24.36%

+57.86%

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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.45M
15.00B
(FGF) Total Revenue
(PGR) Total Revenue
Values in USD except per share items