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FTAI vs. FG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTAI vs. FG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortress Transportation and Infrastructure Investors LLC (FTAI) and F&G Annuities & Life Inc. (FG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTAI achieves a 5.00% return, which is significantly higher than FG's -5.51% return.


FTAI

1D
4.30%
1M
-16.96%
6M
-24.10%
YTD
5.00%
1Y
51.17%
3Y*
88.18%
5Y*
53.19%
10Y*
40.83%
ALL TIME*
33.49%

FG

1D
-1.92%
1M
2.25%
6M
-1.15%
YTD
-5.51%
1Y
-5.82%
3Y*
5.32%
5Y*
10Y*
ALL TIME*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$21.01M$19.73M$23.49M
$447.23M$362.09M$311.08M

FTAI vs. FG - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTAI
Fortress Transportation and Infrastructure Investors LLC
5.00%38.01%214.72%181.65%-2.28%
FG
F&G Annuities & Life Inc.
-5.51%-23.60%-7.98%137.11%-9.05%

Correlation

The correlation between FTAI and FG is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.02

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2022

0.24

Over the past year, the correlation between FTAI and FG has dropped to 0.02 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

FTAI:

$21.13B

FG:

$3.79B

EPS

FTAI:

$4.77

FG:

$3.81

PE Ratio

FTAI:

43.18

FG:

7.49

PEG Ratio

FTAI:

0.03

FG:

0.13

PS Ratio

FTAI:

6.88

FG:

0.68

PB Ratio

FTAI:

53.05

FG:

0.86

Total Revenue (TTM)

FTAI:

$3.11B

FG:

$5.86B

Gross Profit (TTM)

FTAI:

$1.06B

FG:

$1.23B

EBITDA (TTM)

FTAI:

$1.05B

FG:

$1.52B

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Return for Risk

FTAI vs. FG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTAI
FTAI Risk / Return Rank: 7272
Overall Rank
FTAI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAI Sortino Ratio Rank: 7272
Sortino Ratio Rank
FTAI Omega Ratio Rank: 6969
Omega Ratio Rank
FTAI Calmar Ratio Rank: 7272
Calmar Ratio Rank
FTAI Martin Ratio Rank: 7373
Martin Ratio Rank

FG
FG Risk / Return Rank: 3535
Overall Rank
FG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FG Sortino Ratio Rank: 3232
Sortino Ratio Rank
FG Omega Ratio Rank: 3333
Omega Ratio Rank
FG Calmar Ratio Rank: 3838
Calmar Ratio Rank
FG Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTAI vs. FG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTAIFGDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.19

1.00

+0.19

Calmar ratioReturn relative to maximum drawdown

1.41

-0.18

+1.60

Martin ratioReturn relative to average drawdown

3.34

-0.40

+3.74

FTAI vs. FG - Sharpe Ratio Comparison

The current FTAI Sharpe Ratio is 0.85, which is higher than the FG Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of FTAI and FG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTAI vs. FG - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, which is greater than FG's maximum drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for FTAI and FG.


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Drawdown Indicators


FTAIFGDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-56.24%

-16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-36.12%

-40.92%

+4.80%

Max Drawdown (3Y)

Largest decline over 3 years

-52.11%

-56.24%

+4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-52.11%

Max Drawdown (10Y)

Largest decline over 10 years

-72.79%

Current Drawdown

Current decline from peak

-33.33%

-38.35%

+5.02%

Average Drawdown

Average peak-to-trough decline

-17.45%

-20.31%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.27%

18.42%

-3.15%

Volatility

FTAI vs. FG - Volatility Comparison

Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 19.45% compared to F&G Annuities & Life Inc. (FG) at 11.17%. This indicates that FTAI's price experiences larger fluctuations and is considered to be riskier than FG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAIFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.45%

11.17%

+8.28%

Volatility (6M)

Calculated over the trailing 6-month period

48.44%

31.53%

+16.91%

Volatility (1Y)

Calculated over the trailing 1-year period

60.47%

37.71%

+22.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.06%

43.77%

+13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.48%

43.77%

+7.71%

Dividends

FTAI vs. FG - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.73%, less than FG's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
FG
F&G Annuities & Life Inc.
3.40%2.95%2.05%1.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAI
Fortress Transportation and Infrastructure Investors LLC
0.73%0.64%0.83%2.59%7.54%4.56%5.63%6.76%9.21%6.62%9.92%4.26%

Financials

FTAI vs. FG - Financials Comparison

This section allows you to compare key financial metrics between Fortress Transportation and Infrastructure Investors LLC 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

FTAI vs. FG - Profitability Comparison

The chart below illustrates the profitability comparison between Fortress Transportation and Infrastructure Investors LLC and F&G Annuities & Life Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

FTAI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Fortress Transportation and Infrastructure Investors LLC reported a gross profit of 434.58M and revenue of 953.09M. Therefore, the gross margin over that period was 45.6%.

FG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, F&G Annuities & Life Inc. reported a gross profit of 0.00 and revenue of 1.19B. Therefore, the gross margin over that period was 0.0%.

FTAI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Fortress Transportation and Infrastructure Investors LLC reported an operating income of 200.51M and revenue of 953.09M, resulting in an operating margin of 21.0%.

FG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, F&G Annuities & Life Inc. reported an operating income of 0.00 and revenue of 1.19B, resulting in an operating margin of 0.0%.

FTAI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Fortress Transportation and Infrastructure Investors LLC reported a net income of 125.09M and revenue of 953.09M, resulting in a net margin of 13.1%.

FG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, F&G Annuities & Life Inc. reported a net income of 244.00M and revenue of 1.19B, resulting in a net margin of 20.6%.


Frequently Asked Questions


FTAI and FG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAI has higher volatility (19.45%) compared to FG (11.17%). In terms of maximum drawdown, FTAI dropped -72.79% vs FG's -56.24%.

FTAI currently has the higher Sharpe Ratio (0.85 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FTAI and FG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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