PRAA vs. CG

Last updated Jul 11, 2026

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 -3.65%/yr vs 15.75%/yr for CG. At a 0.35 correlation, their price movements are largely independent.

Performance

PRAA vs. CG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PRA Group, Inc. (PRAA) and The Carlyle Group Inc. (CG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRAA achieves a 4.52% return, which is significantly higher than CG's -23.31% return. Over the past 10 years, PRAA has underperformed CG with an annualized return of -3.65%, while CG has yielded a comparatively higher 15.75% annualized return.

PRAA

• 1D: 1.20%
• 1M: 19.14%
• 6M: 5.36%
• YTD: 4.52%
• 1Y: 17.10%
• 3Y*: -5.43%
• 5Y*: -13.23%
• 10Y*: -3.65%

CG

• 1D: 1.20%
• 1M: -2.27%
• 6M: -30.70%
• YTD: -23.31%
• 1Y: -21.36%
• 3Y*: 14.87%
• 5Y*: 1.90%
• 10Y*: 15.75%

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

PRAA vs. CG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRAA PRA Group, Inc.	4.52%	-15.32%	-20.27%	-22.44%	-32.72%	26.60%	9.26%	48.95%	-26.60%	-15.09%
CG The Carlyle Group Inc.	-23.31%	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 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	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

Market Cap PRAA : $705.23M CG : $16.09B
EPS PRAA : -$7.21 CG : $1.48
PS Ratio PRAA : 0.56 CG : 4.15
PB Ratio PRAA : 0.71 CG : 2.18
Total Revenue (TTM) PRAA : $1.28B CG : $3.99B
Gross Profit (TTM) PRAA : $1.31B CG : $2.92B
EBITDA (TTM) PRAA : -$47.90M CG : $1.01B

Return for Risk

PRAA vs. CG — Risk / Return Rank

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

PRAA

PRAA Risk / Return Rank: 54
PRAA Sharpe Ratio Rank: 54
PRAA Sortino Ratio Rank: 54
PRAA Omega Ratio Rank: 54
PRAA Calmar Ratio Rank: 54
PRAA Martin Ratio Rank: 55

CG

CG Risk / Return Rank: 21
CG Sharpe Ratio Rank: 18
CG Sortino Ratio Rank: 19
CG Omega Ratio Rank: 20
CG Calmar Ratio Rank: 26
CG Martin Ratio Rank: 24

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.

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 ratio: Return per unit of total volatility	0.24	-0.60	+0.84
Sortino ratio: Return per unit of downside risk	0.77	-0.66	+1.43
Omega ratio: Gain probability vs. loss probability	1.10	0.92	+0.18
Calmar ratio: Return relative to maximum drawdown	0.33	-0.54	+0.86
Martin ratio: Return relative to average drawdown	0.80	-0.98	+1.78

PRAA vs. CG - Sharpe Ratio Comparison

The current PRAA Sharpe Ratio is 0.24, which is higher than the CG Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of PRAA and CG, 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

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.

Drawdown Indicators

	PRAA	CG	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-71.32%	-34.20%	-37.12%
Average Drawdown Average peak-to-trough decline	-32.42%	-21.82%	-10.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.39%	21.98%	-4.59%

Volatility

PRAA vs. CG - Volatility Comparison

PRA Group, Inc. (PRAA) has a higher volatility of 15.73% compared to The Carlyle Group Inc. (CG) at 10.60%. 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.

Volatility by Period

	PRAA	CG	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.73%	10.60%	+5.13%
Volatility (6M) Calculated over the trailing 6-month period	49.90%	27.82%	+22.08%
Volatility (1Y) Calculated over the trailing 1-year period	58.48%	36.34%	+22.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.09%	39.95%	+10.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.67%	37.42%	+9.25%

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 3.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CG The Carlyle Group Inc.	3.13%	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

Frequently Asked Questions

Can I hold both PRAA and CG in my portfolio?

PRAA and CG have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRAA or CG?

PRAA has higher volatility (15.73%) compared to CG (10.60%). In terms of maximum drawdown, PRAA dropped -83.83% vs CG's -62.69%.

Which has better risk-adjusted returns?

PRAA currently has the higher Sharpe Ratio (0.24 vs -0.60), 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.