PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BANF vs. ASB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BANF and ASB is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BANF vs. ASB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BancFirst Corporation (BANF) and Associated Banc-Corp (ASB). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,141.71%
564.86%
BANF
ASB

Key characteristics

Sharpe Ratio

BANF:

0.79

ASB:

0.57

Sortino Ratio

BANF:

1.46

ASB:

1.13

Omega Ratio

BANF:

1.18

ASB:

1.14

Calmar Ratio

BANF:

0.93

ASB:

1.09

Martin Ratio

BANF:

2.81

ASB:

2.68

Ulcer Index

BANF:

9.32%

ASB:

6.89%

Daily Std Dev

BANF:

33.23%

ASB:

32.59%

Max Drawdown

BANF:

-59.39%

ASB:

-71.39%

Current Drawdown

BANF:

-7.81%

ASB:

-14.01%

Fundamentals

Market Cap

BANF:

$4.10B

ASB:

$4.25B

EPS

BANF:

$6.22

ASB:

$1.20

PE Ratio

BANF:

19.91

ASB:

21.43

PEG Ratio

BANF:

2.08

ASB:

2.27

Total Revenue (TTM)

BANF:

$675.48M

ASB:

$1.63B

Gross Profit (TTM)

BANF:

$604.26M

ASB:

$1.91B

EBITDA (TTM)

BANF:

$285.33M

ASB:

$239.83M

Returns By Period

In the year-to-date period, BANF achieves a 23.88% return, which is significantly higher than ASB's 16.68% return. Over the past 10 years, BANF has outperformed ASB with an annualized return of 16.49%, while ASB has yielded a comparatively lower 5.99% annualized return.


BANF

YTD

23.88%

1M

-1.96%

6M

43.19%

1Y

24.94%

5Y*

16.12%

10Y*

16.49%

ASB

YTD

16.68%

1M

-8.86%

6M

20.45%

1Y

17.78%

5Y*

5.87%

10Y*

5.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BANF vs. ASB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BancFirst Corporation (BANF) and Associated Banc-Corp (ASB). 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 BANF, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.790.57
The chart of Sortino ratio for BANF, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.461.13
The chart of Omega ratio for BANF, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.14
The chart of Calmar ratio for BANF, currently valued at 0.93, compared to the broader market0.002.004.006.000.931.09
The chart of Martin ratio for BANF, currently valued at 2.81, compared to the broader market-5.000.005.0010.0015.0020.0025.002.812.68
BANF
ASB

The current BANF Sharpe Ratio is 0.79, which is higher than the ASB Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of BANF and ASB, 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
0.79
0.57
BANF
ASB

Dividends

BANF vs. ASB - Dividend Comparison

BANF's dividend yield for the trailing twelve months is around 1.47%, less than ASB's 3.71% yield.


TTM20232022202120202019201820172016201520142013
BANF
BancFirst Corporation
1.47%1.71%1.72%1.98%2.25%1.99%2.04%1.56%1.59%2.39%2.05%3.18%
ASB
Associated Banc-Corp
3.71%3.97%3.51%3.36%4.22%3.13%3.13%1.97%1.82%2.19%1.99%1.90%

Drawdowns

BANF vs. ASB - Drawdown Comparison

The maximum BANF drawdown since its inception was -59.39%, smaller than the maximum ASB drawdown of -71.39%. Use the drawdown chart below to compare losses from any high point for BANF and ASB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.81%
-14.01%
BANF
ASB

Volatility

BANF vs. ASB - Volatility Comparison

BancFirst Corporation (BANF) has a higher volatility of 8.26% compared to Associated Banc-Corp (ASB) at 6.82%. This indicates that BANF's price experiences larger fluctuations and is considered to be riskier than ASB 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
8.26%
6.82%
BANF
ASB

Financials

BANF vs. ASB - Financials Comparison

This section allows you to compare key financial metrics between BancFirst Corporation and Associated Banc-Corp. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab