FTCI vs. INSG

Last updated Jun 3, 2026

FTCI (FTC Solar, Inc.) and INSG (Inseego Corp.) are both stocks. Both are in the Technology sector — FTCI in Solar, INSG in Communication Equipment. Over the past 5 years, FTCI returned -44.20%/yr vs -31.40%/yr for INSG. At a 0.32 correlation, their price movements are largely independent.

Performance

FTCI vs. INSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTC Solar, Inc. (FTCI) and Inseego Corp. (INSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTCI achieves a -46.56% return, which is significantly lower than INSG's 41.58% return.

FTCI

• 1D: 3.55%
• 1M: 18.26%
• YTD: -46.56%
• 6M: -39.59%
• 1Y: 43.24%
• 3Y*: -40.87%
• 5Y*: -44.20%
• 10Y*: —

INSG

• 1D: 5.75%
• 1M: -28.34%
• YTD: 41.58%
• 6M: 41.03%
• 1Y: 97.29%
• 3Y*: 10.08%
• 5Y*: -31.40%
• 10Y*: -1.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTCI vs. INSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FTCI FTC Solar, Inc.	-46.56%	98.00%	-20.47%	-74.15%	-64.55%	-46.98%
INSG Inseego Corp.	41.58%	0.10%	366.79%	-73.91%	-85.55%	-37.45%

Correlation

The correlation between FTCI and INSG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021	0.32

The correlation between FTCI and INSG shifts across timeframes, from 0.21 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FTCI : $130.57M INSG : $237.82M
EPS FTCI : -$2.47 INSG : $0.84
PS Ratio FTCI : 0.99 INSG : 1.34
Total Revenue (TTM) FTCI : $96.15M INSG : $168.85M
Gross Profit (TTM) FTCI : $3.35M INSG : $64.27M
EBITDA (TTM) FTCI : -$51.30M INSG : $22.85M

Return for Risk

FTCI vs. INSG — Risk / Return Rank

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

FTCI

FTCI Risk / Return Rank: 57
FTCI Sharpe Ratio Rank: 54
FTCI Sortino Ratio Rank: 60
FTCI Omega Ratio Rank: 62
FTCI Calmar Ratio Rank: 54
FTCI Martin Ratio Rank: 53

INSG

INSG Risk / Return Rank: 74
INSG Sharpe Ratio Rank: 78
INSG Sortino Ratio Rank: 75
INSG Omega Ratio Rank: 73
INSG Calmar Ratio Rank: 75
INSG Martin Ratio Rank: 69

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.

FTCI vs. INSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FTC Solar, Inc. (FTCI) and Inseego Corp. (INSG). 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.

	FTCI	INSG	Difference
Sharpe ratio Return per unit of total volatility	0.40	1.32	-0.92
Sortino ratio Return per unit of downside risk	1.31	2.06	-0.74
Omega ratio Gain probability vs. loss probability	1.18	1.25	-0.07
Calmar ratio Return relative to maximum drawdown	0.58	2.17	-1.59
Martin ratio Return relative to average drawdown	1.22	3.71	-2.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTCI vs. INSG - Sharpe Ratio Comparison

The current FTCI Sharpe Ratio is 0.40, which is lower than the INSG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FTCI and INSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FTCI	INSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	1.32	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.38	-0.33	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.01	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.40	-0.18	-0.22

Drawdowns

FTCI vs. INSG - Drawdown Comparison

The maximum FTCI drawdown since its inception was -98.56%, roughly equal to the maximum INSG drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for FTCI and INSG.

Drawdown Indicators

	FTCI	INSG	Difference
Max Drawdown Largest peak-to-trough decline	-98.56%	-99.92%	+1.36%
Max Drawdown (1Y) Largest decline over 1 year	-72.40%	-43.58%	-28.82%
Max Drawdown (3Y) Largest decline over 3 years	-94.60%	-83.49%	-11.11%
Max Drawdown (5Y) Largest decline over 5 years	-98.46%	-98.29%	-0.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-99.13%	—
Current Drawdown Current decline from peak	-95.91%	-99.37%	+3.46%
Average Drawdown Average peak-to-trough decline	-80.80%	-96.27%	+15.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.16%	25.41%	+8.75%

Volatility

FTCI vs. INSG - Volatility Comparison

FTC Solar, Inc. (FTCI) has a higher volatility of 48.53% compared to Inseego Corp. (INSG) at 24.75%. This indicates that FTCI's price experiences larger fluctuations and is considered to be riskier than INSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTCI	INSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	48.53%	24.75%	+23.78%
Volatility (6M) Calculated over the trailing 6-month period	82.37%	54.36%	+28.01%
Volatility (1Y) Calculated over the trailing 1-year period	108.96%	74.05%	+34.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	118.04%	94.32%	+23.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	117.72%	83.66%	+34.06%

Dividends

FTCI vs. INSG - Dividend Comparison

Neither FTCI nor INSG has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both FTCI and INSG in my portfolio?

FTCI and INSG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTCI or INSG?

FTCI has higher volatility (48.53%) compared to INSG (24.75%). In terms of maximum drawdown, FTCI dropped -98.56% vs INSG's -99.92%.

Which has better risk-adjusted returns?

INSG currently has the higher Sharpe Ratio (1.32 vs 0.40), 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.