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PFG vs. LNC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PFG vs. LNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Financial Group, Inc. (PFG) and Lincoln National Corporation (LNC). The values are adjusted to include any dividend payments, if applicable.

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PFG vs. LNC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFG
Principal Financial Group, Inc.
3.07%18.38%1.87%-2.83%20.10%51.35%-5.19%29.71%-34.96%25.52%
LNC
Lincoln National Corporation
-19.45%48.02%24.78%-5.55%-53.53%39.49%-11.08%17.95%-31.98%17.98%

Fundamentals

EPS

PFG:

$5.26

LNC:

$9.41

PE Ratio

PFG:

17.12

LNC:

3.77

PEG Ratio

PFG:

0.25

LNC:

0.02

PS Ratio

PFG:

1.84

LNC:

0.24

Total Revenue (TTM)

PFG:

$11.05B

LNC:

$18.21B

Gross Profit (TTM)

PFG:

$4.91B

LNC:

$661.00M

EBITDA (TTM)

PFG:

$780.40M

LNC:

$582.00M

Returns By Period

In the year-to-date period, PFG achieves a 3.07% return, which is significantly higher than LNC's -19.45% return. Over the past 10 years, PFG has outperformed LNC with an annualized return of 12.60%, while LNC has yielded a comparatively lower 2.66% annualized return.


PFG

1D
2.13%
1M
-4.72%
YTD
3.07%
6M
10.70%
1Y
10.93%
3Y*
10.57%
5Y*
12.13%
10Y*
12.60%

LNC

1D
4.17%
1M
3.50%
YTD
-19.45%
6M
-10.05%
1Y
3.78%
3Y*
23.73%
5Y*
-6.29%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PFG vs. LNC — Risk / Return Rank

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

PFG
PFG Risk / Return Rank: 5454
Overall Rank
PFG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PFG Sortino Ratio Rank: 4848
Sortino Ratio Rank
PFG Omega Ratio Rank: 4949
Omega Ratio Rank
PFG Calmar Ratio Rank: 5757
Calmar Ratio Rank
PFG Martin Ratio Rank: 6060
Martin Ratio Rank

LNC
LNC Risk / Return Rank: 4444
Overall Rank
LNC Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LNC Sortino Ratio Rank: 4040
Sortino Ratio Rank
LNC Omega Ratio Rank: 4141
Omega Ratio Rank
LNC Calmar Ratio Rank: 4545
Calmar Ratio Rank
LNC Martin Ratio Rank: 4747
Martin Ratio Rank
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.

PFG vs. LNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) and Lincoln National Corporation (LNC). 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.


PFGLNCDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.09

+0.29

Sortino ratio

Return per unit of downside risk

0.70

0.41

+0.29

Omega ratio

Gain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratio

Return relative to maximum drawdown

0.66

0.15

+0.50

Martin ratio

Return relative to average drawdown

1.75

0.39

+1.36

PFG vs. LNC - Sharpe Ratio Comparison

The current PFG Sharpe Ratio is 0.38, which is higher than the LNC Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of PFG and LNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFGLNCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.09

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.15

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.06

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.15

+0.06

Correlation

The correlation between PFG and LNC is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PFG vs. LNC - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.47%, less than LNC's 5.07% yield.


TTM20252024202320222021202020192018201720162015
PFG
Principal Financial Group, Inc.
3.47%3.49%3.68%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%
LNC
Lincoln National Corporation
5.07%4.04%5.68%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%

Drawdowns

PFG vs. LNC - Drawdown Comparison

The maximum PFG drawdown since its inception was -91.50%, roughly equal to the maximum LNC drawdown of -92.87%. Use the drawdown chart below to compare losses from any high point for PFG and LNC.


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Drawdown Indicators


PFGLNCDifference

Max Drawdown

Largest peak-to-trough decline

-91.50%

-92.87%

+1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-19.29%

-29.13%

+9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.32%

-73.14%

+43.82%

Max Drawdown (10Y)

Largest decline over 10 years

-64.73%

-79.19%

+14.46%

Current Drawdown

Current decline from peak

-6.75%

-42.10%

+35.35%

Average Drawdown

Average peak-to-trough decline

-22.01%

-24.97%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.27%

11.43%

-4.16%

Volatility

PFG vs. LNC - Volatility Comparison

The current volatility for Principal Financial Group, Inc. (PFG) is 6.42%, while Lincoln National Corporation (LNC) has a volatility of 10.28%. This indicates that PFG experiences smaller price fluctuations and is considered to be less risky than LNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFGLNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

10.28%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

25.26%

-8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

28.66%

40.43%

-11.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.69%

43.00%

-16.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.03%

46.80%

-14.77%

Financials

PFG vs. LNC - Financials Comparison

This section allows you to compare key financial metrics between Principal Financial Group, Inc. and Lincoln National Corporation. 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


0.002.00B4.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-1.90M
4.84B
(PFG) Total Revenue
(LNC) Total Revenue
Values in USD except per share items