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AGRPY vs. FNB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AGRPY vs. FNB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Absa Group Ltd ADR (AGRPY) and F.N.B. Corporation (FNB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGRPY achieves a 0.21% return, which is significantly lower than FNB's 12.92% return. Over the past 10 years, AGRPY has outperformed FNB with an annualized return of 11.02%, while FNB has yielded a comparatively lower 8.82% annualized return.


AGRPY

1D
2.88%
1M
-7.01%
6M
0.21%
YTD
0.21%
1Y
48.03%
3Y*
23.83%
5Y*
16.52%
10Y*
11.02%

FNB

1D
-2.06%
1M
9.49%
6M
12.92%
YTD
12.92%
1Y
27.79%
3Y*
21.76%
5Y*
13.15%
10Y*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGRPY vs. FNB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGRPY
Absa Group Ltd ADR
0.21%47.36%32.83%-19.33%25.65%22.21%-16.54%-1.13%-21.36%29.62%
FNB
F.N.B. Corporation
12.92%19.37%10.96%9.76%11.74%32.83%-20.81%34.49%-26.16%-7.76%

Correlation

The correlation between AGRPY and FNB is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2007

0.12

The correlation between AGRPY and FNB shifts across timeframes, from -0.05 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AGRPY:

$11.30B

FNB:

$6.77B

EPS

AGRPY:

ZAR 106.56

FNB:

$1.62

PE Ratio

AGRPY:

4.19

FNB:

11.74

PEG Ratio

AGRPY:

1.03

FNB:

1.78

PS Ratio

AGRPY:

0.73

FNB:

2.54

PB Ratio

AGRPY:

1.09

FNB:

1.01

Total Revenue (TTM)

AGRPY:

ZAR 258.94B

FNB:

$2.71B

Gross Profit (TTM)

AGRPY:

ZAR 262.03B

FNB:

$1.72B

EBITDA (TTM)

AGRPY:

ZAR 19.30B

FNB:

$732.68M

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Return for Risk

AGRPY vs. FNB — Risk / Return Rank

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

AGRPY
AGRPY Risk / Return Rank: 8181
Overall Rank
AGRPY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AGRPY Sortino Ratio Rank: 7777
Sortino Ratio Rank
AGRPY Omega Ratio Rank: 8585
Omega Ratio Rank
AGRPY Calmar Ratio Rank: 8181
Calmar Ratio Rank
AGRPY Martin Ratio Rank: 8080
Martin Ratio Rank

FNB
FNB Risk / Return Rank: 7474
Overall Rank
FNB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FNB Sortino Ratio Rank: 7070
Sortino Ratio Rank
FNB Omega Ratio Rank: 7171
Omega Ratio Rank
FNB Calmar Ratio Rank: 7575
Calmar Ratio Rank
FNB Martin Ratio Rank: 7777
Martin Ratio Rank
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.

AGRPY vs. FNB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Absa Group Ltd ADR (AGRPY) and F.N.B. Corporation (FNB). 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.


AGRPYFNBDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratioReturn relative to maximum drawdown

2.40

1.77

+0.63

Martin ratioReturn relative to average drawdown

5.71

4.71

+1.01

AGRPY vs. FNB - Sharpe Ratio Comparison

The current AGRPY Sharpe Ratio is 1.33, which is comparable to the FNB Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of AGRPY and FNB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGRPY vs. FNB - Drawdown Comparison

The maximum AGRPY drawdown since its inception was -77.40%, which is greater than FNB's maximum drawdown of -69.60%. Use the drawdown chart below to compare losses from any high point for AGRPY and FNB.


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Drawdown Indicators


AGRPYFNBDifference

Max Drawdown

Largest peak-to-trough decline

-77.40%

-69.60%

-7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.09%

-15.74%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-29.89%

-32.59%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-32.59%

-3.02%

Max Drawdown (10Y)

Largest decline over 10 years

-77.40%

-60.11%

-17.29%

Current Drawdown

Current decline from peak

-16.91%

-2.06%

-14.85%

Average Drawdown

Average peak-to-trough decline

-26.01%

-18.30%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.43%

5.92%

+2.51%

Volatility

AGRPY vs. FNB - Volatility Comparison

Absa Group Ltd ADR (AGRPY) has a higher volatility of 11.19% compared to F.N.B. Corporation (FNB) at 6.51%. This indicates that AGRPY's price experiences larger fluctuations and is considered to be riskier than FNB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGRPYFNBDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

6.51%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

28.90%

18.02%

+10.88%

Volatility (1Y)

Calculated over the trailing 1-year period

36.43%

25.32%

+11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.65%

29.12%

+12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.50%

35.33%

+13.17%

Dividends

AGRPY vs. FNB - Dividend Comparison

AGRPY's dividend yield for the trailing twelve months is around 6.91%, more than FNB's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
AGRPY
Absa Group Ltd ADR
6.91%5.94%7.25%8.23%6.20%2.13%3.46%5.73%5.92%6.84%10.38%6.80%
FNB
F.N.B. Corporation
2.57%2.81%3.25%3.49%3.68%3.96%5.05%3.78%4.88%6.75%2.99%3.60%

Financials

AGRPY vs. FNB - Financials Comparison

This section allows you to compare key financial metrics between Absa Group Ltd ADR and F.N.B. Corporation. 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


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
99.09B
660.27M
(AGRPY) Total Revenue
(FNB) Total Revenue
Please note, different currencies. AGRPY values in ZAR, FNB values in USD

AGRPY vs. FNB - Profitability Comparison

The chart below illustrates the profitability comparison between Absa Group Ltd ADR and F.N.B. Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
53.2%
65.4%
Portfolio components
AGRPY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Absa Group Ltd ADR reported a gross profit of 52.72B and revenue of 99.09B. Therefore, the gross margin over that period was 53.2%.

FNB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, F.N.B. Corporation reported a gross profit of 431.80M and revenue of 660.27M. Therefore, the gross margin over that period was 65.4%.

AGRPY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Absa Group Ltd ADR reported an operating income of 16.40B and revenue of 99.09B, resulting in an operating margin of 16.6%.

FNB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, F.N.B. Corporation reported an operating income of 173.94M and revenue of 660.27M, resulting in an operating margin of 26.3%.

AGRPY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Absa Group Ltd ADR reported a net income of 10.95B and revenue of 99.09B, resulting in a net margin of 11.1%.

FNB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, F.N.B. Corporation reported a net income of 137.05M and revenue of 660.27M, resulting in a net margin of 20.8%.


Frequently Asked Questions


AGRPY and FNB have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGRPY has higher volatility (11.19%) compared to FNB (6.51%). In terms of maximum drawdown, AGRPY dropped -77.40% vs FNB's -69.60%.

AGRPY currently has the higher Sharpe Ratio (1.33 vs 1.10), 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.

Portfolio Optimizer

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