INSG vs. FTCI

Last updated Aug 1, 2026

INSG (Inseego Corp.) and FTCI (FTC Solar, Inc.) are both stocks. Both are in the Technology sector — INSG in Communication Equipment, FTCI in Solar. Over the past 5 years, INSG returned -39.52%/yr vs -51.40%/yr for FTCI. Their 0.32 correlation means their historical movements had little consistent relationship.

Performance

INSG vs. FTCI - Performance Comparison

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

Returns By Period

In the year-to-date period, INSG achieves a -31.55% return, which is significantly higher than FTCI's -74.79% return.

INSG

• 1D: 3.23%
• 1M: -20.74%
• 6M: -35.45%
• YTD: -31.55%
• 1Y: 9.84%
• 3Y*: -1.93%
• 5Y*: -39.52%
• 10Y*: -9.56%
• ALL TIME*: -18.38%

FTCI

• 1D: 4.56%
• 1M: -45.00%
• 6M: -73.51%
• YTD: -74.79%
• 1Y: -54.01%
• 3Y*: -58.14%
• 5Y*: -51.40%
• 10Y*: —
• ALL TIME*: -53.39%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTCI FTC Solar, Inc.	$839.50K	$703.33K	$746.17K
INSG Inseego Corp.	$1.93M	$2.03M	$3.98M

INSG vs. FTCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
INSG Inseego Corp.	-31.55%	0.10%	366.79%	-73.91%	-85.55%	-37.24%
FTCI FTC Solar, Inc.	-74.79%	98.00%	-20.47%	-74.15%	-64.55%	-50.30%

Correlation

The correlation between INSG and FTCI is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.31
Correlation (3Y) Balances recent behavior with more history.	0.23
Correlation (5Y) Shows whether the relationship held over a longer period.	0.32
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021	0.32

Fundamentals

Market Cap INSG : $114.43M FTCI : $44.01M
EPS INSG : $0.83 FTCI : -$2.32
PS Ratio INSG : 0.65 FTCI : 0.50
Total Revenue (TTM) INSG : $168.85M FTCI : $96.15M
Gross Profit (TTM) INSG : $64.27M FTCI : $3.35M
EBITDA (TTM) INSG : $22.85M FTCI : -$51.30M

Return for Risk

INSG vs. FTCI — Risk / Return Rank

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

INSG

INSG Risk / Return Rank: 49
INSG Sharpe Ratio Rank: 48
INSG Sortino Ratio Rank: 51
INSG Omega Ratio Rank: 50
INSG Calmar Ratio Rank: 47
INSG Martin Ratio Rank: 48

FTCI

FTCI Risk / Return Rank: 24
FTCI Sharpe Ratio Rank: 24
FTCI Sortino Ratio Rank: 30
FTCI Omega Ratio Rank: 30
FTCI Calmar Ratio Rank: 20
FTCI Martin Ratio Rank: 15

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.

INSG vs. FTCI - Risk-Adjusted Trends Comparison

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

	INSG	FTCI	Difference
Sharpe ratio: Return per unit of total volatility	0.08	-0.46	+0.54
Sortino ratio: Return per unit of downside risk	0.69	-0.11	+0.80
Omega ratio: Gain probability vs. loss probability	1.08	0.99	+0.10
Calmar ratio: Return relative to maximum drawdown	0.09	-0.66	+0.75
Martin ratio: Return relative to average drawdown	0.19	-1.21	+1.39

INSG vs. FTCI - Sharpe Ratio Comparison

The current INSG Sharpe Ratio is 0.08, which is higher than the FTCI Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of INSG and FTCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INSG vs. FTCI - Drawdown Comparison

The maximum INSG drawdown since its inception was -99.92%, roughly equal to the maximum FTCI drawdown of -98.65%. Use the drawdown chart below to compare losses from any high point for INSG and FTCI.

Drawdown Indicators

	INSG	FTCI	Difference
Max Drawdown Largest peak-to-trough decline	-99.92%	-98.65%	-1.27%
Max Drawdown (1Y) Largest decline over 1 year	-68.65%	-79.20%	+10.55%
Max Drawdown (3Y) Largest decline over 3 years	-79.31%	-94.09%	+14.78%
Max Drawdown (5Y) Largest decline over 5 years	-98.05%	-98.15%	+0.10%
Max Drawdown (10Y) Largest decline over 10 years	-99.13%	—	—
Current Drawdown Current decline from peak	-99.70%	-98.19%	-1.51%
Average Drawdown Average peak-to-trough decline	-96.28%	-82.41%	-13.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.36%	43.04%	-9.68%

Volatility

INSG vs. FTCI - Volatility Comparison

The current volatility for Inseego Corp. (INSG) is 19.85%, while FTC Solar, Inc. (FTCI) has a volatility of 30.85%. This indicates that INSG experiences smaller price fluctuations and is considered to be less risky than FTCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INSG	FTCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.85%	30.85%	-11.00%
Volatility (6M) Calculated over the trailing 6-month period	59.48%	86.29%	-26.81%
Volatility (1Y) Calculated over the trailing 1-year period	78.15%	113.57%	-35.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.09%	118.93%	-23.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.99%	117.23%	-33.24%

Dividends

INSG vs. FTCI - Dividend Comparison

Neither INSG nor FTCI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both INSG and FTCI in my portfolio?

INSG and FTCI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INSG or FTCI?

FTCI has higher volatility (30.85%) compared to INSG (19.85%). In terms of maximum drawdown, INSG dropped -99.92% vs FTCI's -98.65%.

Which has better risk-adjusted returns?

INSG currently has the higher Sharpe Ratio (0.08 vs -0.46), 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.