FTCI vs. INSG

Last updated Apr 1, 2026

Compare and contrast key facts about FTC Solar, Inc. (FTCI) and Inseego Corp. (INSG).

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.

FTCI vs. INSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FTCI FTC Solar, Inc.	-65.35%	98.00%	-20.47%	-74.15%	-64.55%	-46.98%
INSG Inseego Corp.	8.28%	0.10%	366.79%	-73.91%	-85.55%	-37.45%

Fundamentals

Market Cap FTCI : $57.23M INSG : $168.82M
EPS FTCI : -$5.35 INSG : -$0.01
PS Ratio FTCI : 0.55 INSG : 1.02
Total Revenue (TTM) FTCI : $99.69M INSG : $166.19M
Gross Profit (TTM) FTCI : $1.13M INSG : $71.00M
EBITDA (TTM) FTCI : -$50.18M INSG : $10.68M

Returns By Period

In the year-to-date period, FTCI achieves a -65.35% return, which is significantly lower than INSG's 8.28% return.

FTCI

• 1D: 0.00%
• 1M: -47.79%
• YTD: -65.35%
• 6M: -46.38%
• 1Y: 31.71%
• 3Y*: -44.82%
• 5Y*: —
• 10Y*: —

INSG

• 1D: 3.44%
• 1M: -9.96%
• YTD: 8.28%
• 6M: -25.72%
• 1Y: 36.11%
• 3Y*: 24.06%
• 5Y*: -35.34%
• 10Y*: -4.43%

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

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: 59
FTCI Sharpe Ratio Rank: 53
FTCI Sortino Ratio Rank: 61
FTCI Omega Ratio Rank: 60
FTCI Calmar Ratio Rank: 59
FTCI Martin Ratio Rank: 64

INSG

INSG Risk / Return Rank: 58
INSG Sharpe Ratio Rank: 60
INSG Sortino Ratio Rank: 62
INSG Omega Ratio Rank: 58
INSG Calmar Ratio Rank: 56
INSG Martin Ratio Rank: 54

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	0.30	0.51	-0.21
Sortino ratio Return per unit of downside risk	1.21	1.23	-0.02
Omega ratio Gain probability vs. loss probability	1.15	1.15	+0.01
Calmar ratio Return relative to maximum drawdown	0.73	0.64	+0.09
Martin ratio Return relative to average drawdown	2.33	1.17	+1.16
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 0.30, which is lower than the INSG Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FTCI and INSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FTCI	INSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.51	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	-0.19	-0.26

Correlation

The correlation between FTCI and INSG is 0.32, 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

FTCI vs. INSG - Dividend Comparison

Neither FTCI nor INSG has paid dividends to shareholders.

Tickers have no history of dividend payments

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	-69.76%	-43.58%	-26.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-98.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.13%	—
Current Drawdown Current decline from peak	-97.35%	-99.52%	+2.17%
Average Drawdown Average peak-to-trough decline	-80.24%	-96.25%	+16.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.01%	23.97%	-1.96%

Volatility

FTCI vs. INSG - Volatility Comparison

FTC Solar, Inc. (FTCI) has a higher volatility of 47.71% compared to Inseego Corp. (INSG) at 18.22%. 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	47.71%	18.22%	+29.49%
Volatility (6M) Calculated over the trailing 6-month period	80.62%	50.29%	+30.33%
Volatility (1Y) Calculated over the trailing 1-year period	105.78%	71.39%	+34.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	117.52%	93.10%	+24.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	117.52%	83.23%	+34.29%

Financials