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BGN.MI vs. FBK.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BGN.MI vs. FBK.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banca Generali S.p.A. (BGN.MI) and FinecoBank Banca Fineco SpA (FBK.MI). The values are adjusted to include any dividend payments, if applicable.

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BGN.MI vs. FBK.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGN.MI
Banca Generali S.p.A.
-6.70%34.18%41.37%11.06%-12.77%52.19%0.97%68.31%-31.17%27.21%
FBK.MI
FinecoBank Banca Fineco SpA
-11.78%37.50%29.28%-8.92%3.77%18.89%28.93%24.90%5.89%67.51%

Returns By Period

In the year-to-date period, BGN.MI achieves a -6.70% return, which is significantly higher than FBK.MI's -11.78% return. Over the past 10 years, BGN.MI has underperformed FBK.MI with an annualized return of 13.60%, while FBK.MI has yielded a comparatively higher 14.43% annualized return.


BGN.MI

1D
3.63%
1M
-1.12%
YTD
-6.70%
6M
12.40%
1Y
6.54%
3Y*
27.95%
5Y*
18.77%
10Y*
13.60%

FBK.MI

1D
3.43%
1M
-2.27%
YTD
-11.78%
6M
6.91%
1Y
10.18%
3Y*
16.17%
5Y*
11.09%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Banca Generali S.p.A.

FinecoBank Banca Fineco SpA

Often compared with FBK.MI:
FBK.MI vs. ENX.PA

Return for Risk

BGN.MI vs. FBK.MI — Risk / Return Rank

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

BGN.MI
BGN.MI Risk / Return Rank: 4646
Overall Rank
BGN.MI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BGN.MI Sortino Ratio Rank: 4242
Sortino Ratio Rank
BGN.MI Omega Ratio Rank: 4141
Omega Ratio Rank
BGN.MI Calmar Ratio Rank: 5050
Calmar Ratio Rank
BGN.MI Martin Ratio Rank: 4949
Martin Ratio Rank

FBK.MI
FBK.MI Risk / Return Rank: 5151
Overall Rank
FBK.MI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FBK.MI Sortino Ratio Rank: 4646
Sortino Ratio Rank
FBK.MI Omega Ratio Rank: 4646
Omega Ratio Rank
FBK.MI Calmar Ratio Rank: 5252
Calmar Ratio Rank
FBK.MI Martin Ratio Rank: 5555
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.

BGN.MI vs. FBK.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banca Generali S.p.A. (BGN.MI) and FinecoBank Banca Fineco SpA (FBK.MI). 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.


BGN.MIFBK.MIDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.36

-0.12

Sortino ratio

Return per unit of downside risk

0.51

0.65

-0.14

Omega ratio

Gain probability vs. loss probability

1.07

1.09

-0.03

Calmar ratio

Return relative to maximum drawdown

0.41

0.50

-0.10

Martin ratio

Return relative to average drawdown

0.71

1.40

-0.69

BGN.MI vs. FBK.MI - Sharpe Ratio Comparison

The current BGN.MI Sharpe Ratio is 0.25, which is lower than the FBK.MI Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of BGN.MI and FBK.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGN.MIFBK.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.36

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.36

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.45

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.58

-0.13

Correlation

The correlation between BGN.MI and FBK.MI is 0.58, 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.


Dividends

BGN.MI vs. FBK.MI - Dividend Comparison

BGN.MI's dividend yield for the trailing twelve months is around 5.31%, more than FBK.MI's 3.78% yield.


TTM20252024202320222021202020192018201720162015
BGN.MI
Banca Generali S.p.A.
5.31%4.81%4.90%5.35%5.46%6.97%5.69%4.32%6.89%3.86%5.30%3.36%
FBK.MI
FinecoBank Banca Fineco SpA
3.78%3.33%4.11%3.61%2.51%3.43%2.08%2.83%3.25%3.28%4.78%2.62%

Drawdowns

BGN.MI vs. FBK.MI - Drawdown Comparison

The maximum BGN.MI drawdown since its inception was -82.74%, which is greater than FBK.MI's maximum drawdown of -42.83%. Use the drawdown chart below to compare losses from any high point for BGN.MI and FBK.MI.


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Drawdown Indicators


BGN.MIFBK.MIDifference

Max Drawdown

Largest peak-to-trough decline

-82.74%

-42.83%

-39.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-20.16%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.31%

-36.39%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-48.91%

-42.83%

-6.08%

Current Drawdown

Current decline from peak

-9.85%

-14.25%

+4.40%

Average Drawdown

Average peak-to-trough decline

-18.27%

-11.11%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.18%

7.25%

+1.93%

Volatility

BGN.MI vs. FBK.MI - Volatility Comparison

The current volatility for Banca Generali S.p.A. (BGN.MI) is 7.33%, while FinecoBank Banca Fineco SpA (FBK.MI) has a volatility of 7.73%. This indicates that BGN.MI experiences smaller price fluctuations and is considered to be less risky than FBK.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGN.MIFBK.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

7.73%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

18.15%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

26.23%

27.97%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.65%

30.16%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.96%

31.63%

-2.67%

Financials

BGN.MI vs. FBK.MI - Financials Comparison

This section allows you to compare key financial metrics between Banca Generali S.p.A. and FinecoBank Banca Fineco SpA. 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 EUR except per share items