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BWFG vs. FSBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BWFG vs. FSBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bankwell Financial Group, Inc. (BWFG) and Five Star Bancorp (FSBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BWFG achieves a 23.75% return, which is significantly lower than FSBC's 30.55% return.


BWFG

1D
0.14%
1M
8.01%
YTD
23.75%
6M
17.21%
1Y
62.74%
3Y*
35.23%
5Y*
18.26%
10Y*
12.44%

FSBC

1D
2.16%
1M
9.25%
YTD
30.55%
6M
26.24%
1Y
78.61%
3Y*
32.17%
5Y*
14.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWFG vs. FSBC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BWFG
Bankwell Financial Group, Inc.
23.75%50.33%7.06%5.76%-8.20%21.20%
FSBC
Five Star Bancorp
30.55%22.06%18.61%-0.56%-7.16%51.85%

Correlation

The correlation between BWFG and FSBC is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.60

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

0.49

Correlation (All Time)
Calculated using the full available price history since May 4, 2021

0.48

The correlation between BWFG and FSBC shifts across timeframes, from 0.48 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

BWFG:

$5.06

FSBC:

$4.21

PE Ratio

BWFG:

11.12

FSBC:

10.90

PEG Ratio

BWFG:

0.19

FSBC:

5.22

PS Ratio

BWFG:

2.11

FSBC:

3.73

Total Revenue (TTM)

BWFG:

$208.27M

FSBC:

$196.28M

Gross Profit (TTM)

BWFG:

$84.18M

FSBC:

$114.56M

EBITDA (TTM)

BWFG:

$42.64M

FSBC:

$64.83M

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Return for Risk

BWFG vs. FSBC — Risk / Return Rank

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

BWFG
BWFG Risk / Return Rank: 9191
Overall Rank
BWFG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BWFG Sortino Ratio Rank: 9090
Sortino Ratio Rank
BWFG Omega Ratio Rank: 8989
Omega Ratio Rank
BWFG Calmar Ratio Rank: 9292
Calmar Ratio Rank
BWFG Martin Ratio Rank: 9292
Martin Ratio Rank

FSBC
FSBC Risk / Return Rank: 9595
Overall Rank
FSBC Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FSBC Sortino Ratio Rank: 9696
Sortino Ratio Rank
FSBC Omega Ratio Rank: 9393
Omega Ratio Rank
FSBC Calmar Ratio Rank: 9494
Calmar Ratio Rank
FSBC Martin Ratio Rank: 9595
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.

BWFG vs. FSBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bankwell Financial Group, Inc. (BWFG) and Five Star Bancorp (FSBC). 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.


BWFGFSBCDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.40

1.50

-0.10

Calmar ratioReturn relative to maximum drawdown

5.08

6.04

-0.96

Martin ratioReturn relative to average drawdown

13.24

17.69

-4.44

BWFG vs. FSBC - Sharpe Ratio Comparison

The current BWFG Sharpe Ratio is 2.47, which is comparable to the FSBC Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of BWFG and FSBC, 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

BWFG vs. FSBC - Drawdown Comparison

The maximum BWFG drawdown since its inception was -64.64%, which is greater than FSBC's maximum drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for BWFG and FSBC.


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Drawdown Indicators


BWFGFSBCDifference

Max Drawdown

Largest peak-to-trough decline

-64.64%

-40.76%

-23.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-13.07%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-24.73%

-25.42%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-38.80%

-40.76%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-64.64%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-19.86%

-13.21%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

4.46%

+0.29%

Volatility

BWFG vs. FSBC - Volatility Comparison

Bankwell Financial Group, Inc. (BWFG) has a higher volatility of 6.65% compared to Five Star Bancorp (FSBC) at 5.56%. This indicates that BWFG's price experiences larger fluctuations and is considered to be riskier than FSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWFGFSBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

5.56%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.04%

15.90%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

25.59%

25.95%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.30%

31.43%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.84%

32.80%

-1.96%

Dividends

BWFG vs. FSBC - Dividend Comparison

BWFG's dividend yield for the trailing twelve months is around 1.42%, less than FSBC's 2.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BWFG
Bankwell Financial Group, Inc.
1.42%1.75%3.21%2.65%2.72%1.95%2.86%1.80%1.67%0.82%0.68%0.25%
FSBC
Five Star Bancorp
2.51%2.24%2.66%2.86%2.20%1.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

BWFG vs. FSBC - Financials Comparison

This section allows you to compare key financial metrics between Bankwell Financial Group, Inc. and Five Star Bancorp. 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


0.0010.00M20.00M30.00M40.00M50.00M60.00M70.00M20222023202420252026
50.54M
0
(BWFG) Total Revenue
(FSBC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BWFG and FSBC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWFG has higher volatility (6.65%) compared to FSBC (5.56%). In terms of maximum drawdown, BWFG dropped -64.64% vs FSBC's -40.76%.

FSBC currently has the higher Sharpe Ratio (3.05 vs 2.47), 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

Find the right allocation for BWFG and FSBC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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