FGFPP vs. PMT
Compare and contrast key facts about FG Financial Group, Inc. (FGFPP) and PennyMac Mortgage Investment Trust (PMT).
Performance
FGFPP vs. PMT - Performance Comparison
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FGFPP vs. PMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FGFPP FG Financial Group, Inc. | 19.12% | 54.74% | 11.25% | -11.55% | -8.20% | 11.23% | -4.96% | 52.31% | -16.49% |
PMT PennyMac Mortgage Investment Trust | -7.09% | 13.23% | -5.38% | 36.11% | -18.07% | 8.47% | -12.99% | 30.33% | 23.43% |
Fundamentals
FGFPP:
$66.70M
PMT:
$1.01B
FGFPP:
-$38.27
PMT:
$1.47
FGFPP:
0.46
PMT:
0.75
FGFPP:
-$3.82M
PMT:
$1.25B
FGFPP:
$4.65M
PMT:
$1.11B
FGFPP:
-$63.53M
PMT:
$1.30B
Returns By Period
In the year-to-date period, FGFPP achieves a 19.12% return, which is significantly higher than PMT's -7.09% return.
FGFPP
- 1D
- 0.04%
- 1M
- 11.85%
- YTD
- 19.12%
- 6M
- 34.54%
- 1Y
- 76.25%
- 3Y*
- 26.01%
- 5Y*
- 10.92%
- 10Y*
- —
PMT
- 1D
- 2.73%
- 1M
- -4.89%
- YTD
- -7.09%
- 6M
- 1.43%
- 1Y
- -9.59%
- 3Y*
- 10.83%
- 5Y*
- 1.16%
- 10Y*
- 10.01%
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Return for Risk
FGFPP vs. PMT — Risk / Return Rank
FGFPP
PMT
FGFPP vs. PMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FG Financial Group, Inc. (FGFPP) and PennyMac Mortgage Investment Trust (PMT). 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.
| FGFPP | PMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | -0.34 | +1.95 |
Sortino ratioReturn per unit of downside risk | 2.51 | -0.28 | +2.79 |
Omega ratioGain probability vs. loss probability | 1.36 | 0.96 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 3.86 | -0.50 | +4.36 |
Martin ratioReturn relative to average drawdown | 10.37 | -0.93 | +11.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGFPP | PMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | -0.34 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.04 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.20 | +0.05 |
Correlation
The correlation between FGFPP and PMT is 0.03, 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
FGFPP vs. PMT - Dividend Comparison
FGFPP's dividend yield for the trailing twelve months is around 8.00%, less than PMT's 13.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGFPP FG Financial Group, Inc. | 8.00% | 9.32% | 12.94% | 12.79% | 9.95% | 8.20% | 8.41% | 7.38% | 8.21% | 0.00% | 0.00% | 0.00% |
PMT PennyMac Mortgage Investment Trust | 13.72% | 12.75% | 12.71% | 10.70% | 14.61% | 10.85% | 8.64% | 8.43% | 10.10% | 11.70% | 11.48% | 14.15% |
Drawdowns
FGFPP vs. PMT - Drawdown Comparison
The maximum FGFPP drawdown since its inception was -44.29%, smaller than the maximum PMT drawdown of -75.90%. Use the drawdown chart below to compare losses from any high point for FGFPP and PMT.
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Drawdown Indicators
| FGFPP | PMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.29% | -75.90% | +31.61% |
Max Drawdown (1Y)Largest decline over 1 year | -18.21% | -18.90% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -44.29% | -39.81% | -4.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.90% | — |
Current DrawdownCurrent decline from peak | -0.58% | -15.57% | +14.99% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -11.52% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.77% | 10.18% | -3.41% |
Volatility
FGFPP vs. PMT - Volatility Comparison
FG Financial Group, Inc. (FGFPP) has a higher volatility of 23.85% compared to PennyMac Mortgage Investment Trust (PMT) at 5.83%. This indicates that FGFPP's price experiences larger fluctuations and is considered to be riskier than PMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGFPP | PMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.85% | 5.83% | +18.02% |
Volatility (6M)Calculated over the trailing 6-month period | 32.92% | 20.68% | +12.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.97% | 27.96% | +20.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.01% | 29.21% | +18.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.04% | 45.05% | -4.01% |
Financials
FGFPP vs. PMT - Financials Comparison
This section allows you to compare key financial metrics between FG Financial Group, Inc. and PennyMac Mortgage Investment Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities