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

Performance

CZNC vs. CARR - Performance Comparison

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

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Returns By Period

In the year-to-date period, CZNC achieves a 6.23% return, which is significantly lower than CARR's 30.73% return.


CZNC

1D
2.60%
1M
-3.86%
YTD
6.23%
6M
4.52%
1Y
21.04%
3Y*
7.91%
5Y*
1.85%
10Y*
5.29%

CARR

1D
1.42%
1M
6.79%
YTD
30.73%
6M
26.75%
1Y
-2.28%
3Y*
18.36%
5Y*
9.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CZNC vs. CARR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CZNC
Citizens & Northern Corporation
6.23%14.89%-12.21%3.67%-8.40%37.98%19.31%
CARR
Carrier Global Corporation
30.73%-21.57%20.26%41.47%-22.68%45.31%124.99%

Correlation

The correlation between CZNC and CARR is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.26

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

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2020

0.29

Fundamentals

EPS

CZNC:

$1.44

CARR:

$1.55

PE Ratio

CZNC:

14.53

CARR:

44.36

PS Ratio

CZNC:

2.17

CARR:

2.68

Total Revenue (TTM)

CZNC:

$116.64M

CARR:

$21.87B

Gross Profit (TTM)

CZNC:

$75.17M

CARR:

$5.43B

EBITDA (TTM)

CZNC:

$22.06M

CARR:

$3.15B

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Return for Risk

CZNC vs. CARR — Risk / Return Rank

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

CZNC
CZNC Risk / Return Rank: 6666
Overall Rank
CZNC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CZNC Sortino Ratio Rank: 6262
Sortino Ratio Rank
CZNC Omega Ratio Rank: 6060
Omega Ratio Rank
CZNC Calmar Ratio Rank: 6969
Calmar Ratio Rank
CZNC Martin Ratio Rank: 7171
Martin Ratio Rank

CARR
CARR Risk / Return Rank: 3737
Overall Rank
CARR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CARR Sortino Ratio Rank: 3434
Sortino Ratio Rank
CARR Omega Ratio Rank: 3434
Omega Ratio Rank
CARR Calmar Ratio Rank: 3939
Calmar Ratio Rank
CARR Martin Ratio Rank: 3939
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.

CZNC vs. CARR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citizens & Northern Corporation (CZNC) and Carrier Global Corporation (CARR). 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.


CZNCCARRDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.16

1.02

+0.15

Calmar ratioReturn relative to maximum drawdown

1.48

-0.06

+1.55

Martin ratioReturn relative to average drawdown

3.91

-0.10

+4.01

CZNC vs. CARR - Sharpe Ratio Comparison

The current CZNC Sharpe Ratio is 0.89, which is higher than the CARR Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of CZNC and CARR, 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


CZNCCARRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.07

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.32

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.82

-0.66

Drawdowns

CZNC vs. CARR - Drawdown Comparison

The maximum CZNC drawdown since its inception was -72.50%, which is greater than CARR's maximum drawdown of -40.82%. Use the drawdown chart below to compare losses from any high point for CZNC and CARR.


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Drawdown Indicators


CZNCCARRDifference

Max Drawdown

Largest peak-to-trough decline

-72.50%

-40.82%

-31.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-37.38%

+23.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.07%

-37.91%

+11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-34.22%

-40.82%

+6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.85%

Current Drawdown

Current decline from peak

-11.49%

-14.83%

+3.34%

Average Drawdown

Average peak-to-trough decline

-20.53%

-14.22%

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

24.00%

-18.61%

Volatility

CZNC vs. CARR - Volatility Comparison

The current volatility for Citizens & Northern Corporation (CZNC) is 6.57%, while Carrier Global Corporation (CARR) has a volatility of 10.79%. This indicates that CZNC experiences smaller price fluctuations and is considered to be less risky than CARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CZNCCARRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

10.79%

-4.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

26.67%

-9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

34.39%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.16%

31.71%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.74%

33.50%

+1.24%

Dividends

CZNC vs. CARR - Dividend Comparison

CZNC's dividend yield for the trailing twelve months is around 5.36%, more than CARR's 1.69% yield.


PositionTTM20252024202320222021202020192018201720162015
CARR
Carrier Global Corporation
1.69%1.70%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%
CZNC
Citizens & Northern Corporation
5.36%5.55%6.02%4.99%4.90%4.25%5.44%3.82%4.09%4.33%3.97%4.95%

Financials

CZNC vs. CARR - Financials Comparison

This section allows you to compare key financial metrics between Citizens & Northern Corporation and Carrier Global 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


0.001.00B2.00B3.00B4.00B5.00B6.00B202220232024202520260
5.34B
(CZNC) Total Revenue
(CARR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CZNC and CARR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CARR has higher volatility (10.79%) compared to CZNC (6.57%). In terms of maximum drawdown, CZNC dropped -72.50% vs CARR's -40.82%.

CZNC currently has the higher Sharpe Ratio (0.89 vs -0.07), 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.

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