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CZBS vs. CZNC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CZBS vs. CZNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citizens Bancshares Corp (CZBS) and Citizens & Northern Corporation (CZNC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CZBS achieves a 21.52% return, which is significantly higher than CZNC's 8.52% return. Over the past 10 years, CZBS has outperformed CZNC with an annualized return of 25.91%, while CZNC has yielded a comparatively lower 5.56% annualized return.


CZBS

1D
0.38%
1M
6.02%
YTD
21.52%
6M
31.45%
1Y
9.10%
3Y*
16.02%
5Y*
33.72%
10Y*
25.91%

CZNC

1D
2.15%
1M
-1.75%
YTD
8.52%
6M
8.09%
1Y
24.81%
3Y*
8.46%
5Y*
2.29%
10Y*
5.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CZBS vs. CZNC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CZBS
Citizens Bancshares Corp
21.52%-10.41%33.89%44.75%181.60%4.74%-7.74%14.01%-23.18%54.64%
CZNC
Citizens & Northern Corporation
8.52%14.89%-12.21%3.67%-8.40%37.98%-25.78%11.43%14.92%-4.38%

Correlation

The correlation between CZBS and CZNC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.05

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

0.04

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

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2012

0.05

The correlation between CZBS and CZNC shifts across timeframes, from 0.04 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

CZBS:

$13.07M

CZNC:

$116.64M

Gross Profit (TTM)

CZBS:

$4.20M

CZNC:

$75.17M

EBITDA (TTM)

CZBS:

-$7.36M

CZNC:

$22.06M

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Citizens Bancshares Corp

Citizens & Northern Corporation

Return for Risk

CZBS vs. CZNC — Risk / Return Rank

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

CZBS
CZBS Risk / Return Rank: 5252
Overall Rank
CZBS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CZBS Sortino Ratio Rank: 4949
Sortino Ratio Rank
CZBS Omega Ratio Rank: 5151
Omega Ratio Rank
CZBS Calmar Ratio Rank: 5252
Calmar Ratio Rank
CZBS Martin Ratio Rank: 5252
Martin Ratio Rank

CZNC
CZNC Risk / Return Rank: 7070
Overall Rank
CZNC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CZNC Sortino Ratio Rank: 6767
Sortino Ratio Rank
CZNC Omega Ratio Rank: 6464
Omega Ratio Rank
CZNC Calmar Ratio Rank: 7373
Calmar Ratio Rank
CZNC Martin Ratio Rank: 7474
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.

CZBS vs. CZNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citizens Bancshares Corp (CZBS) and Citizens & Northern Corporation (CZNC). 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.


CZBSCZNCDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratioReturn relative to maximum drawdown

0.43

1.75

-1.32

Martin ratioReturn relative to average drawdown

0.92

4.59

-3.66

CZBS vs. CZNC - Sharpe Ratio Comparison

The current CZBS Sharpe Ratio is 0.47, which is lower than the CZNC Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CZBS and CZNC, 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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Sharpe Ratios by Period


CZBSCZNCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.05

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.08

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.16

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.16

+0.46

Drawdowns

CZBS vs. CZNC - Drawdown Comparison

The maximum CZBS drawdown since its inception was -36.52%, smaller than the maximum CZNC drawdown of -72.50%. Use the drawdown chart below to compare losses from any high point for CZBS and CZNC.


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Drawdown Indicators


CZBSCZNCDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-72.50%

+35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-21.48%

-14.24%

-7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-32.81%

-26.07%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-34.22%

+1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-44.85%

+8.33%

Current Drawdown

Current decline from peak

-6.65%

-9.58%

+2.93%

Average Drawdown

Average peak-to-trough decline

-13.78%

-20.53%

+6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

5.42%

+4.47%

Volatility

CZBS vs. CZNC - Volatility Comparison

The current volatility for Citizens Bancshares Corp (CZBS) is 3.21%, while Citizens & Northern Corporation (CZNC) has a volatility of 6.97%. This indicates that CZBS experiences smaller price fluctuations and is considered to be less risky than CZNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CZBSCZNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

6.97%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

17.42%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

23.82%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.81%

29.17%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.49%

34.75%

+2.74%

Dividends

CZBS vs. CZNC - Dividend Comparison

CZBS's dividend yield for the trailing twelve months is around 2.26%, less than CZNC's 5.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CZBS
Citizens Bancshares Corp
2.26%2.45%1.96%1.92%1.82%3.91%3.48%4.42%2.40%0.58%0.89%1.00%
CZNC
Citizens & Northern Corporation
5.25%5.55%6.02%4.99%4.90%4.25%5.44%3.82%4.09%4.33%3.97%4.95%

Financials

CZBS vs. CZNC - Financials Comparison

This section allows you to compare key financial metrics between Citizens Bancshares Corp and Citizens & Northern 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


0.0010.00M20.00M30.00M40.00M2017201820192020202120222023202420252026
3.13M
0
(CZBS) Total Revenue
(CZNC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CZBS and CZNC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CZNC has higher volatility (6.97%) compared to CZBS (3.21%). In terms of maximum drawdown, CZBS dropped -36.52% vs CZNC's -72.50%.

CZNC currently has the higher Sharpe Ratio (1.05 vs 0.47), 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 CZBS and CZNC

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