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RYAN vs. PFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RYAN and PFG 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

RYAN vs. PFG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.75%
-1.70%
RYAN
PFG

Key characteristics

Sharpe Ratio

RYAN:

2.01

PFG:

0.10

Sortino Ratio

RYAN:

2.97

PFG:

0.28

Omega Ratio

RYAN:

1.38

PFG:

1.04

Calmar Ratio

RYAN:

3.35

PFG:

0.12

Martin Ratio

RYAN:

10.52

PFG:

0.33

Ulcer Index

RYAN:

5.17%

PFG:

6.45%

Daily Std Dev

RYAN:

27.14%

PFG:

20.77%

Max Drawdown

RYAN:

-30.16%

PFG:

-91.53%

Current Drawdown

RYAN:

-15.11%

PFG:

-14.58%

Fundamentals

Market Cap

RYAN:

$17.14B

PFG:

$17.74B

EPS

RYAN:

$0.77

PFG:

-$0.74

Total Revenue (TTM)

RYAN:

$2.42B

PFG:

$14.07B

Gross Profit (TTM)

RYAN:

$1.23B

PFG:

$14.07B

EBITDA (TTM)

RYAN:

$571.76M

PFG:

-$746.90M

Returns By Period

In the year-to-date period, RYAN achieves a 50.22% return, which is significantly higher than PFG's 1.73% return.


RYAN

YTD

50.22%

1M

-9.69%

6M

7.75%

1Y

53.61%

5Y*

N/A

10Y*

N/A

PFG

YTD

1.73%

1M

-7.36%

6M

-1.70%

1Y

1.68%

5Y*

11.24%

10Y*

7.65%

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Risk-Adjusted Performance

RYAN vs. PFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryan Specialty Group Holdings, Inc. (RYAN) and Principal Financial Group, Inc. (PFG). 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 RYAN, currently valued at 2.01, compared to the broader market-4.00-2.000.002.002.010.10
The chart of Sortino ratio for RYAN, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.970.28
The chart of Omega ratio for RYAN, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.04
The chart of Calmar ratio for RYAN, currently valued at 3.35, compared to the broader market0.002.004.006.003.350.12
The chart of Martin ratio for RYAN, currently valued at 10.52, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.520.33
RYAN
PFG

The current RYAN Sharpe Ratio is 2.01, which is higher than the PFG Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of RYAN and PFG, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.01
0.10
RYAN
PFG

Dividends

RYAN vs. PFG - Dividend Comparison

RYAN's dividend yield for the trailing twelve months is around 0.87%, less than PFG's 3.69% yield.


TTM20232022202120202019201820172016201520142013
RYAN
Ryan Specialty Group Holdings, Inc.
0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFG
Principal Financial Group, Inc.
3.69%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%1.99%

Drawdowns

RYAN vs. PFG - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.11%
-14.58%
RYAN
PFG

Volatility

RYAN vs. PFG - Volatility Comparison

Ryan Specialty Group Holdings, Inc. (RYAN) has a higher volatility of 7.79% compared to Principal Financial Group, Inc. (PFG) at 6.45%. This indicates that RYAN's price experiences larger fluctuations and is considered to be riskier than PFG 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%JulyAugustSeptemberOctoberNovemberDecember
7.79%
6.45%
RYAN
PFG

Financials

RYAN vs. PFG - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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