FBP vs. ^SP500TR
FBP (First BanCorp.) is a stock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, FBP returned 23.47%/yr vs 15.17%/yr for ^SP500TR. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
FBP vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, FBP achieves a 41.99% return, which is significantly higher than ^SP500TR's 10.14% return. Over the past 10 years, FBP has outperformed ^SP500TR with an annualized return of 23.47%, while ^SP500TR has yielded a comparatively lower 15.17% annualized return.
FBP
- 1D
- 0.49%
- 1M
- 9.87%
- 6M
- 33.07%
- YTD
- 41.99%
- 1Y
- 47.35%
- 3Y*
- 28.72%
- 5Y*
- 23.15%
- 10Y*
- 23.47%
- ALL TIME*
- 6.20%
^SP500TR
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 8.56%
- YTD
- 10.14%
- 1Y
- 21.50%
- 3Y*
- 19.43%
- 5Y*
- 12.86%
- 10Y*
- 15.17%
- ALL TIME*
- 11.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^SP500TR S&P 500 Total Return | $0.00 | $0.00 | $0.00 |
| $58.43M | $42.96M | $39.39M |
FBP vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FBP First BanCorp. | 41.99% | 15.48% | 16.91% | 34.81% | -4.71% | 53.12% | -10.36% | 24.84% | 69.19% | -22.84% |
^SP500TR S&P 500 Total Return | 10.14% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between FBP and ^SP500TR is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 1992 | 0.40 |
The correlation between FBP and ^SP500TR shifts across timeframes, from 0.28 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FBP vs. ^SP500TR — Risk / Return Rank
FBP
^SP500TR
FBP vs. ^SP500TR - Risk-Adjusted Trends 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.
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.
| FBP | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.21 | +0.97 |
| Martin ratioReturn relative to average drawdown | 8.10 | 9.49 | -1.39 |
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Drawdowns
FBP vs. ^SP500TR - Drawdown Comparison
The maximum FBP drawdown since its inception was -99.51%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FBP and ^SP500TR.
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Drawdown Indicators
| FBP | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.51% | -55.25% | -44.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.83% | -8.89% | -4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -18.75% | -4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -32.38% | -24.49% | -7.89% |
Max Drawdown (10Y)Largest decline over 10 years | -67.82% | -33.79% | -34.03% |
Current DrawdownCurrent decline from peak | -91.47% | -1.41% | -90.06% |
Average DrawdownAverage peak-to-trough decline | -60.04% | -8.14% | -51.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.42% | 2.07% | +3.35% |
Volatility
FBP vs. ^SP500TR - Volatility Comparison
First BanCorp. (FBP) has a higher volatility of 6.60% compared to S&P 500 Total Return (^SP500TR) at 3.52%. This indicates that FBP's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FBP | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 3.52% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 16.43% | 10.11% | +6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.94% | 12.87% | +12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.71% | 17.01% | +14.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.95% | 18.07% | +20.88% |
Frequently Asked Questions
FBP and ^SP500TR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBP has higher volatility (6.60%) compared to ^SP500TR (3.52%). In terms of maximum drawdown, FBP dropped -99.51% vs ^SP500TR's -55.25%.
FBP currently has the higher Sharpe Ratio (1.76 vs 1.53), 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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