PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INSG vs. FTCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INSG and FTCI is 0.33, 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.


-0.50.00.51.00.3

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.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
20.12%
-30.59%
INSG
FTCI

Key characteristics

Sharpe Ratio

INSG:

2.95

FTCI:

-0.39

Sortino Ratio

INSG:

3.21

FTCI:

0.11

Omega Ratio

INSG:

1.42

FTCI:

1.01

Calmar Ratio

INSG:

3.59

FTCI:

-0.64

Martin Ratio

INSG:

18.37

FTCI:

-1.47

Ulcer Index

INSG:

19.52%

FTCI:

42.69%

Daily Std Dev

INSG:

121.50%

FTCI:

160.30%

Max Drawdown

INSG:

-99.92%

FTCI:

-98.56%

Current Drawdown

INSG:

-99.52%

FTCI:

-97.89%

Fundamentals

Market Cap

INSG:

$164.66M

FTCI:

$42.05M

EPS

INSG:

-$1.02

FTCI:

-$3.80

Total Revenue (TTM)

INSG:

$200.94M

FTCI:

$57.35M

Gross Profit (TTM)

INSG:

$63.55M

FTCI:

-$8.07M

EBITDA (TTM)

INSG:

$14.52M

FTCI:

-$45.58M

Returns By Period

In the year-to-date period, INSG achieves a 408.64% return, which is significantly higher than FTCI's -56.57% return.


INSG

YTD

408.64%

1M

-12.93%

6M

28.06%

1Y

365.83%

5Y*

-31.28%

10Y*

-9.14%

FTCI

YTD

-56.57%

1M

-25.31%

6M

-35.55%

1Y

-61.16%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

INSG vs. FTCI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for INSG, currently valued at 2.95, compared to the broader market-4.00-2.000.002.002.95-0.39
The chart of Sortino ratio for INSG, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.003.210.11
The chart of Omega ratio for INSG, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.01
The chart of Calmar ratio for INSG, currently valued at 3.65, compared to the broader market0.002.004.006.003.65-0.64
The chart of Martin ratio for INSG, currently valued at 18.37, compared to the broader market0.0010.0020.0018.37-1.47
INSG
FTCI

The current INSG Sharpe Ratio is 2.95, which is higher than the FTCI Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of INSG and FTCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.95
-0.39
INSG
FTCI

Dividends

INSG vs. FTCI - Dividend Comparison

Neither INSG nor FTCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INSG vs. FTCI - Drawdown Comparison

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


-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-89.40%
-97.89%
INSG
FTCI

Volatility

INSG vs. FTCI - Volatility Comparison

The current volatility for Inseego Corp. (INSG) is 15.66%, while FTC Solar, Inc. (FTCI) has a volatility of 32.28%. 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.


20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
15.66%
32.28%
INSG
FTCI

Financials

INSG vs. FTCI - Financials Comparison

This section allows you to compare key financial metrics between Inseego Corp. and FTC Solar, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab