PRAA vs. CG
PRAA (PRA Group, Inc.) and CG (The Carlyle Group Inc.) are both stocks. Both are in the Financial Services sector — PRAA in Credit Services, CG in Asset Management. Over the past 10 years, PRAA returned -4.37%/yr vs 15.81%/yr for CG. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
PRAA vs. CG - Performance Comparison
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Returns By Period
In the year-to-date period, PRAA achieves a -1.81% return, which is significantly higher than CG's -21.07% return. Over the past 10 years, PRAA has underperformed CG with an annualized return of -4.37%, while CG has yielded a comparatively higher 15.81% annualized return.
PRAA
- 1D
- 0.12%
- 1M
- -4.98%
- 6M
- 35.81%
- YTD
- -1.81%
- 1Y
- 15.34%
- 3Y*
- -9.56%
- 5Y*
- -14.84%
- 10Y*
- -4.37%
- ALL TIME*
- 5.55%
CG
- 1D
- 1.46%
- 1M
- 7.45%
- 6M
- -20.62%
- YTD
- -21.07%
- 1Y
- -19.55%
- 3Y*
- 12.55%
- 5Y*
- 1.35%
- 10Y*
- 15.81%
- ALL TIME*
- 10.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $125.47M | $119.43M | $152.66M | |
PRAA PRA Group, Inc. | $6.27M | $5.90M | $10.72M |
PRAA vs. CG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAA PRA Group, Inc. | -1.81% | -15.32% | -20.27% | -22.44% | -32.72% | 26.60% | 9.26% | 48.95% | -26.60% | -15.09% |
CG The Carlyle Group Inc. | -21.07% | 20.20% | 28.05% | 42.55% | -43.78% | 78.46% | 1.62% | 116.75% | -27.28% | 59.83% |
Correlation
The correlation between PRAA and CG is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 3, 2012 | 0.35 |
The correlation between PRAA and CG shifts across timeframes, from 0.35 (all time) to 0.46 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
PRAA:
$662.51M
CG:
$16.57B
PRAA:
-$7.21
CG:
$1.48
PRAA:
0.53
CG:
4.27
PRAA:
0.67
CG:
2.24
PRAA:
$1.28B
CG:
$3.99B
PRAA:
$1.31B
CG:
$2.92B
PRAA:
-$47.90M
CG:
$1.01B
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Return for Risk
PRAA vs. CG — Risk / Return Rank
PRAA
CG
PRAA vs. CG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PRA Group, Inc. (PRAA) and The Carlyle Group Inc. (CG). 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.
| PRAA | CG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.92 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | -0.55 | +0.89 |
| Martin ratioReturn relative to average drawdown | 0.79 | -0.95 | +1.74 |
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Drawdowns
PRAA vs. CG - Drawdown Comparison
The maximum PRAA drawdown since its inception was -83.83%, which is greater than CG's maximum drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for PRAA and CG.
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Drawdown Indicators
| PRAA | CG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.83% | -62.69% | -21.14% |
Max Drawdown (1Y)Largest decline over 1 year | -42.34% | -40.36% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -62.79% | -40.36% | -22.43% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -56.75% | -22.60% |
Max Drawdown (10Y)Largest decline over 10 years | -79.35% | -56.75% | -22.60% |
Current DrawdownCurrent decline from peak | -73.05% | -32.27% | -40.78% |
Average DrawdownAverage peak-to-trough decline | -32.52% | -21.87% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.08% | 23.42% | -5.34% |
Volatility
PRAA vs. CG - Volatility Comparison
PRA Group, Inc. (PRAA) has a higher volatility of 13.36% compared to The Carlyle Group Inc. (CG) at 8.71%. This indicates that PRAA's price experiences larger fluctuations and is considered to be riskier than CG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAA | CG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.36% | 8.71% | +4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 45.75% | 27.96% | +17.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.06% | 36.50% | +22.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.30% | 39.88% | +10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.75% | 37.46% | +9.29% |
Dividends
PRAA vs. CG - Dividend Comparison
PRAA has not paid dividends to shareholders, while CG's dividend yield for the trailing twelve months is around 3.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CG The Carlyle Group Inc. | 3.04% | 2.37% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% |
PRAA PRA Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PRAA vs. CG - Financials Comparison
This section allows you to compare key financial metrics between PRA Group, Inc. and The Carlyle Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PRAA and CG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRAA has higher volatility (13.36%) compared to CG (8.71%). In terms of maximum drawdown, PRAA dropped -83.83% vs CG's -62.69%.
PRAA currently has the higher Sharpe Ratio (0.24 vs -0.61), 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.
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