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BANC vs. FCNCA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BANC and FCNCA is 0.35, 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.


-0.50.00.51.00.4

Performance

BANC vs. FCNCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banc of California, Inc. (BANC) and First Citizens BancShares, Inc. (FCNCA). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
105.08%
2,232.73%
BANC
FCNCA

Key characteristics

Sharpe Ratio

BANC:

0.45

FCNCA:

1.46

Sortino Ratio

BANC:

0.92

FCNCA:

2.40

Omega Ratio

BANC:

1.11

FCNCA:

1.31

Calmar Ratio

BANC:

0.45

FCNCA:

3.57

Martin Ratio

BANC:

2.23

FCNCA:

8.50

Ulcer Index

BANC:

8.19%

FCNCA:

6.09%

Daily Std Dev

BANC:

40.26%

FCNCA:

35.42%

Max Drawdown

BANC:

-82.27%

FCNCA:

-63.51%

Current Drawdown

BANC:

-24.17%

FCNCA:

-9.38%

Fundamentals

Market Cap

BANC:

$2.75B

FCNCA:

$29.14B

EPS

BANC:

-$3.86

FCNCA:

$174.54

PEG Ratio

BANC:

2.15

FCNCA:

0.00

Total Revenue (TTM)

BANC:

$1.28B

FCNCA:

$14.34B

Gross Profit (TTM)

BANC:

$1.27B

FCNCA:

$10.40B

EBITDA (TTM)

BANC:

$203.31M

FCNCA:

$2.99B

Returns By Period

In the year-to-date period, BANC achieves a 18.01% return, which is significantly lower than FCNCA's 50.69% return. Over the past 10 years, BANC has underperformed FCNCA with an annualized return of 5.46%, while FCNCA has yielded a comparatively higher 24.17% annualized return.


BANC

YTD

18.01%

1M

-3.47%

6M

23.01%

1Y

18.01%

5Y*

0.06%

10Y*

5.46%

FCNCA

YTD

50.69%

1M

-5.59%

6M

29.64%

1Y

50.63%

5Y*

32.44%

10Y*

24.17%

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Risk-Adjusted Performance

BANC vs. FCNCA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banc of California, Inc. (BANC) and First Citizens BancShares, Inc. (FCNCA). 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 BANC, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.451.46
The chart of Sortino ratio for BANC, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.922.40
The chart of Omega ratio for BANC, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.31
The chart of Calmar ratio for BANC, currently valued at 0.45, compared to the broader market0.002.004.006.000.453.57
The chart of Martin ratio for BANC, currently valued at 2.23, compared to the broader market-5.000.005.0010.0015.0020.0025.002.238.50
BANC
FCNCA

The current BANC Sharpe Ratio is 0.45, which is lower than the FCNCA Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of BANC and FCNCA, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.45
1.46
BANC
FCNCA

Dividends

BANC vs. FCNCA - Dividend Comparison

BANC's dividend yield for the trailing twelve months is around 2.59%, more than FCNCA's 0.32% yield.


TTM20232022202120202019201820172016201520142013
BANC
Banc of California, Inc.
2.59%2.98%1.51%1.22%1.63%1.80%3.91%2.52%2.82%3.28%4.18%3.58%
FCNCA
First Citizens BancShares, Inc.
0.32%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%0.54%

Drawdowns

BANC vs. FCNCA - Drawdown Comparison

The maximum BANC drawdown since its inception was -82.27%, which is greater than FCNCA's maximum drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for BANC and FCNCA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.17%
-9.38%
BANC
FCNCA

Volatility

BANC vs. FCNCA - Volatility Comparison

Banc of California, Inc. (BANC) has a higher volatility of 10.48% compared to First Citizens BancShares, Inc. (FCNCA) at 7.91%. This indicates that BANC's price experiences larger fluctuations and is considered to be riskier than FCNCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.48%
7.91%
BANC
FCNCA

Financials

BANC vs. FCNCA - Financials Comparison

This section allows you to compare key financial metrics between Banc of California, Inc. and First Citizens BancShares, 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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