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FBP vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

FBP vs. ^SP500TR

Last updated May 12, 2025

Compare and contrast key facts about First BanCorp. (FBP) and S&P 500 Total Return (^SP500TR).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBP or ^SP500TR.

Correlation

The correlation between FBP and ^SP500TR is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

FBP vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First BanCorp. (FBP) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FBP:

14.46%

^SP500TR:

19.36%

Max Drawdown

FBP:

-0.99%

^SP500TR:

-55.25%

Current Drawdown

FBP:

-0.99%

^SP500TR:

-7.62%

Returns By Period

FBP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

-3.34%

1M

5.60%

6M

-4.97%

1Y

9.82%

5Y*

16.38%

10Y*

12.34%

*Annualized

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Risk-Adjusted Performance

FBP vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FBP
The Risk-Adjusted Performance Rank of FBP is 6565
Overall Rank
The Sharpe Ratio Rank of FBP is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FBP is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FBP is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FBP is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FBP is 7171
Martin Ratio Rank
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7777
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBP vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First BanCorp. (FBP) and S&P 500 Total Return (^SP500TR). 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.

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Drawdowns

FBP vs. ^SP500TR - Drawdown Comparison

The maximum FBP drawdown since its inception was -0.99%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FBP and ^SP500TR. For additional features, visit the drawdowns tool.

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Volatility

FBP vs. ^SP500TR - Volatility Comparison

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