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

Correlation

The correlation between PFG and RYAN is 0.34, 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

PFG vs. RYAN - Performance Comparison

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

50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
49.01%
144.51%
PFG
RYAN

Key characteristics

Sharpe Ratio

PFG:

0.46

RYAN:

2.05

Sortino Ratio

PFG:

0.73

RYAN:

3.03

Omega Ratio

PFG:

1.10

RYAN:

1.38

Calmar Ratio

PFG:

0.52

RYAN:

2.92

Martin Ratio

PFG:

1.30

RYAN:

8.71

Ulcer Index

PFG:

7.31%

RYAN:

6.53%

Daily Std Dev

PFG:

20.89%

RYAN:

27.66%

Max Drawdown

PFG:

-91.53%

RYAN:

-30.16%

Current Drawdown

PFG:

-9.76%

RYAN:

-11.67%

Fundamentals

Market Cap

PFG:

$18.68B

RYAN:

$17.44B

EPS

PFG:

-$0.74

RYAN:

$0.77

Total Revenue (TTM)

PFG:

$11.38B

RYAN:

$1.87B

Gross Profit (TTM)

PFG:

$11.38B

RYAN:

$692.26M

EBITDA (TTM)

PFG:

$349.30M

RYAN:

$444.58M

Returns By Period

In the year-to-date period, PFG achieves a 5.49% return, which is significantly higher than RYAN's 3.80% return.


PFG

YTD

5.49%

1M

9.01%

6M

-1.92%

1Y

9.48%

5Y*

11.67%

10Y*

9.46%

RYAN

YTD

3.80%

1M

4.50%

6M

16.67%

1Y

53.37%

5Y*

N/A

10Y*

N/A

*Annualized

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

PFG vs. RYAN — Risk-Adjusted Performance Rank

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

PFG
The Risk-Adjusted Performance Rank of PFG is 5959
Overall Rank
The Sharpe Ratio Rank of PFG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of PFG is 5252
Sortino Ratio Rank
The Omega Ratio Rank of PFG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of PFG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of PFG is 6161
Martin Ratio Rank

RYAN
The Risk-Adjusted Performance Rank of RYAN is 9292
Overall Rank
The Sharpe Ratio Rank of RYAN is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of RYAN is 9292
Sortino Ratio Rank
The Omega Ratio Rank of RYAN is 9090
Omega Ratio Rank
The Calmar Ratio Rank of RYAN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of RYAN is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFG vs. RYAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) and Ryan Specialty Group Holdings, Inc. (RYAN). 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 PFG, currently valued at 0.46, compared to the broader market-2.000.002.004.000.462.05
The chart of Sortino ratio for PFG, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.733.03
The chart of Omega ratio for PFG, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.38
The chart of Calmar ratio for PFG, currently valued at 0.52, compared to the broader market0.002.004.006.000.522.92
The chart of Martin ratio for PFG, currently valued at 1.30, compared to the broader market-10.000.0010.0020.0030.001.308.71
PFG
RYAN

The current PFG Sharpe Ratio is 0.46, which is lower than the RYAN Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PFG and RYAN, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.46
2.05
PFG
RYAN

Dividends

PFG vs. RYAN - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.49%, more than RYAN's 0.84% yield.


TTM20242023202220212020201920182017201620152014
PFG
Principal Financial Group, Inc.
3.49%3.68%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%
RYAN
Ryan Specialty Group Holdings, Inc.
0.84%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PFG vs. RYAN - Drawdown Comparison

The maximum PFG drawdown since its inception was -91.53%, which is greater than RYAN's maximum drawdown of -30.16%. Use the drawdown chart below to compare losses from any high point for PFG and RYAN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.76%
-11.67%
PFG
RYAN

Volatility

PFG vs. RYAN - Volatility Comparison

The current volatility for Principal Financial Group, Inc. (PFG) is 6.52%, while Ryan Specialty Group Holdings, Inc. (RYAN) has a volatility of 7.34%. This indicates that PFG experiences smaller price fluctuations and is considered to be less risky than RYAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.52%
7.34%
PFG
RYAN

Financials

PFG vs. RYAN - Financials Comparison

This section allows you to compare key financial metrics between Principal Financial Group, Inc. and Ryan Specialty Group Holdings, 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 © 2025 PortfoliosLab