IGIC vs. FUR.AS

Last updated Apr 1, 2026

Compare and contrast key facts about International General Insurance Holdings Ltd. (IGIC) and Fugro N.V. (FUR.AS).

Performance

IGIC vs. FUR.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International General Insurance Holdings Ltd. (IGIC) and Fugro N.V. (FUR.AS). The values are adjusted to include any dividend payments, if applicable.

IGIC vs. FUR.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IGIC International General Insurance Holdings Ltd.	1.52%	9.96%	92.38%	61.66%	1.62%	4.19%	-1.53%
FUR.AS Fugro N.V.	22.79%	-38.30%	-7.98%	59.71%	52.90%	-15.58%	73.27%

Different Trading Currencies

IGIC is traded in USD, while FUR.AS is traded in EUR. To make them comparable, the FUR.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGIC achieves a 1.52% return, which is significantly lower than FUR.AS's 22.79% return.

IGIC

• 1D: 1.87%
• 1M: 1.07%
• YTD: 1.52%
• 6M: 10.01%
• 1Y: 0.80%
• 3Y*: 49.63%
• 5Y*: 28.94%
• 10Y*: —

FUR.AS

• 1D: 2.04%
• 1M: -3.61%
• YTD: 22.79%
• 6M: 14.87%
• 1Y: -8.61%
• 3Y*: 1.73%
• 5Y*: 4.54%
• 10Y*: -7.29%

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

Return for Risk

IGIC vs. FUR.AS — Risk / Return Rank

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

IGIC

IGIC Risk / Return Rank: 41
IGIC Sharpe Ratio Rank: 42
IGIC Sortino Ratio Rank: 36
IGIC Omega Ratio Rank: 36
IGIC Calmar Ratio Rank: 45
IGIC Martin Ratio Rank: 45

FUR.AS

FUR.AS Risk / Return Rank: 28
FUR.AS Sharpe Ratio Rank: 24
FUR.AS Sortino Ratio Rank: 23
FUR.AS Omega Ratio Rank: 24
FUR.AS Calmar Ratio Rank: 34
FUR.AS Martin Ratio Rank: 34

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.

IGIC vs. FUR.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International General Insurance Holdings Ltd. (IGIC) and Fugro N.V. (FUR.AS). 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.

	IGIC	FUR.AS	Difference
Sharpe ratio Return per unit of total volatility	0.03	-0.21	+0.24
Sortino ratio Return per unit of downside risk	0.24	-0.03	+0.27
Omega ratio Gain probability vs. loss probability	1.03	1.00	+0.04
Calmar ratio Return relative to maximum drawdown	0.14	-0.13	+0.27
Martin ratio Return relative to average drawdown	0.29	-0.24	+0.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGIC vs. FUR.AS - Sharpe Ratio Comparison

The current IGIC Sharpe Ratio is 0.03, which is higher than the FUR.AS Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of IGIC and FUR.AS, 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

	IGIC	FUR.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.03	-0.21	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.12	+0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	-0.14	+0.71

Correlation

The correlation between IGIC and FUR.AS is 0.04, 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

IGIC vs. FUR.AS - Dividend Comparison

IGIC's dividend yield for the trailing twelve months is around 9.18%, more than FUR.AS's 7.09% yield.

	TTM	2025	2024	2023	2022	2021	2020
IGIC International General Insurance Holdings Ltd.	9.18%	4.09%	2.46%	0.31%	2.75%	4.07%	1.11%
FUR.AS Fugro N.V.	7.09%	8.83%	2.39%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGIC vs. FUR.AS - Drawdown Comparison

The maximum IGIC drawdown since its inception was -33.89%, smaller than the maximum FUR.AS drawdown of -95.96%. Use the drawdown chart below to compare losses from any high point for IGIC and FUR.AS.

Drawdown Indicators

	IGIC	FUR.AS	Difference
Max Drawdown Largest peak-to-trough decline	-33.89%	-94.98%	+61.09%
Max Drawdown (1Y) Largest decline over 1 year	-18.15%	-36.46%	+18.31%
Max Drawdown (5Y) Largest decline over 5 years	-27.26%	-65.43%	+38.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-85.57%	—
Current Drawdown Current decline from peak	-3.07%	-85.99%	+82.92%
Average Drawdown Average peak-to-trough decline	-9.55%	-41.73%	+32.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	20.25%	-11.57%

Volatility

IGIC vs. FUR.AS - Volatility Comparison

The current volatility for International General Insurance Holdings Ltd. (IGIC) is 8.19%, while Fugro N.V. (FUR.AS) has a volatility of 11.39%. This indicates that IGIC experiences smaller price fluctuations and is considered to be less risky than FUR.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGIC	FUR.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.19%	11.39%	-3.20%
Volatility (6M) Calculated over the trailing 6-month period	16.27%	26.79%	-10.52%
Volatility (1Y) Calculated over the trailing 1-year period	29.46%	39.88%	-10.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.79%	38.61%	-6.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.36%	46.46%	-4.10%

Financials