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SMID vs. FG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SMID and FG is 0.20, 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.


-0.50.00.51.00.2

Performance

SMID vs. FG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Smith-Midland Corporation (SMID) and F&G Annuities & Life Inc. (FG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
29.99%
-4.26%
SMID
FG

Key characteristics

Sharpe Ratio

SMID:

0.07

FG:

0.07

Sortino Ratio

SMID:

0.62

FG:

0.41

Omega Ratio

SMID:

1.08

FG:

1.05

Calmar Ratio

SMID:

0.11

FG:

0.12

Martin Ratio

SMID:

0.20

FG:

0.23

Ulcer Index

SMID:

23.89%

FG:

13.68%

Daily Std Dev

SMID:

71.62%

FG:

42.78%

Max Drawdown

SMID:

-94.34%

FG:

-37.32%

Current Drawdown

SMID:

-16.21%

FG:

-12.20%

Fundamentals

Market Cap

SMID:

$222.37M

FG:

$5.18B

EPS

SMID:

$1.30

FG:

-$0.02

Total Revenue (TTM)

SMID:

$59.98M

FG:

$4.13B

Gross Profit (TTM)

SMID:

$15.62M

FG:

$4.02B

EBITDA (TTM)

SMID:

$10.08M

FG:

-$120.00M

Returns By Period

In the year-to-date period, SMID achieves a -5.71% return, which is significantly lower than FG's 2.80% return.


SMID

YTD

-5.71%

1M

-13.74%

6M

29.98%

1Y

8.24%

5Y*

47.83%

10Y*

36.19%

FG

YTD

2.80%

1M

-4.29%

6M

-4.26%

1Y

3.39%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SMID vs. FG — Risk-Adjusted Performance Rank

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

SMID
The Risk-Adjusted Performance Rank of SMID is 5151
Overall Rank
The Sharpe Ratio Rank of SMID is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SMID is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SMID is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SMID is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SMID is 5050
Martin Ratio Rank

FG
The Risk-Adjusted Performance Rank of FG is 4949
Overall Rank
The Sharpe Ratio Rank of FG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FG is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FG is 5151
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.

SMID vs. FG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Smith-Midland Corporation (SMID) and F&G Annuities & Life Inc. (FG). 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 SMID, currently valued at 0.07, compared to the broader market-2.000.002.000.070.07
The chart of Sortino ratio for SMID, currently valued at 0.62, compared to the broader market-4.00-2.000.002.004.000.620.41
The chart of Omega ratio for SMID, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.05
The chart of Calmar ratio for SMID, currently valued at 0.11, compared to the broader market0.002.004.006.000.110.12
The chart of Martin ratio for SMID, currently valued at 0.20, compared to the broader market-30.00-20.00-10.000.0010.0020.000.200.23
SMID
FG

The current SMID Sharpe Ratio is 0.07, which is comparable to the FG Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of SMID and FG, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.07
0.07
SMID
FG

Dividends

SMID vs. FG - Dividend Comparison

SMID has not paid dividends to shareholders, while FG's dividend yield for the trailing twelve months is around 2.00%.


TTM20242023202220212020201920182017201620152014
SMID
Smith-Midland Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.92%0.74%0.73%0.19%1.23%1.59%
FG
F&G Annuities & Life Inc.
2.00%2.05%1.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMID vs. FG - Drawdown Comparison

The maximum SMID drawdown since its inception was -94.34%, which is greater than FG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for SMID and FG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.21%
-12.20%
SMID
FG

Volatility

SMID vs. FG - Volatility Comparison

Smith-Midland Corporation (SMID) has a higher volatility of 16.58% compared to F&G Annuities & Life Inc. (FG) at 12.44%. This indicates that SMID's price experiences larger fluctuations and is considered to be riskier than FG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
16.58%
12.44%
SMID
FG

Financials

SMID vs. FG - Financials Comparison

This section allows you to compare key financial metrics between Smith-Midland Corporation and F&G Annuities & Life 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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