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

Correlation

The correlation between FNF and FG is 0.45, 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.


-0.50.00.51.00.4

Performance

FNF vs. FG - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
75.41%
156.21%
FNF
FG

Key characteristics

Sharpe Ratio

FNF:

1.71

FG:

0.18

Sortino Ratio

FNF:

2.16

FG:

0.56

Omega Ratio

FNF:

1.30

FG:

1.07

Calmar Ratio

FNF:

3.39

FG:

0.29

Martin Ratio

FNF:

9.81

FG:

0.57

Ulcer Index

FNF:

3.96%

FG:

13.22%

Daily Std Dev

FNF:

22.70%

FG:

42.33%

Max Drawdown

FNF:

-73.71%

FG:

-37.32%

Current Drawdown

FNF:

-2.85%

FG:

-4.12%

Fundamentals

Market Cap

FNF:

$16.99B

FG:

$5.89B

EPS

FNF:

$2.75

FG:

-$0.02

Total Revenue (TTM)

FNF:

$13.44B

FG:

$5.74B

Gross Profit (TTM)

FNF:

$10.92B

FG:

$5.60B

EBITDA (TTM)

FNF:

$115.00M

FG:

-$112.00M

Returns By Period

In the year-to-date period, FNF achieves a 24.89% return, which is significantly higher than FG's 3.30% return.


FNF

YTD

24.89%

1M

2.96%

6M

28.22%

1Y

37.76%

5Y (annualized)

11.59%

10Y (annualized)

14.55%

FG

YTD

3.30%

1M

1.52%

6M

21.00%

1Y

8.88%

5Y (annualized)

N/A

10Y (annualized)

N/A

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Risk-Adjusted Performance

FNF vs. FG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity National Financial, Inc. (FNF) and F&G Annuities & Life Inc. (FG). 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 FNF, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.710.18
The chart of Sortino ratio for FNF, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.160.56
The chart of Omega ratio for FNF, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.07
The chart of Calmar ratio for FNF, currently valued at 3.39, compared to the broader market0.002.004.006.003.390.29
The chart of Martin ratio for FNF, currently valued at 9.81, compared to the broader market0.0010.0020.0030.009.810.57
FNF
FG

The current FNF Sharpe Ratio is 1.71, which is higher than the FG Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FNF and FG, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.71
0.18
FNF
FG

Dividends

FNF vs. FG - Dividend Comparison

FNF's dividend yield for the trailing twelve months is around 3.10%, more than FG's 1.80% yield.


TTM20232022202120202019201820172016201520142013
FNF
Fidelity National Financial, Inc.
3.10%3.59%8.72%2.99%2.89%1.18%1.27%0.23%0.00%0.00%0.00%0.00%
FG
F&G Annuities & Life Inc.
1.80%1.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FNF vs. FG - Drawdown Comparison

The maximum FNF drawdown since its inception was -73.71%, which is greater than FG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for FNF and FG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.85%
-4.12%
FNF
FG

Volatility

FNF vs. FG - Volatility Comparison

The current volatility for Fidelity National Financial, Inc. (FNF) is 5.91%, while F&G Annuities & Life Inc. (FG) has a volatility of 9.01%. This indicates that FNF experiences smaller price fluctuations and is considered to be less risky than FG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.91%
9.01%
FNF
FG

Financials

FNF vs. FG - Financials Comparison

This section allows you to compare key financial metrics between Fidelity National Financial, Inc. and F&G Annuities & Life Inc. . 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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