FCBC vs. KBWB
FCBC (First Community Bankshares, Inc.) is a stock, while KBWB (Invesco KBW Bank ETF) is Financials Equities fund tracking the KBW Nasdaq Bank Index. Over the past 10 years, FCBC returned 12.34%/yr vs 13.69%/yr for KBWB. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
FCBC vs. KBWB - Performance Comparison
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Returns By Period
In the year-to-date period, FCBC achieves a 48.03% return, which is significantly higher than KBWB's 15.29% return. Over the past 10 years, FCBC has underperformed KBWB with an annualized return of 12.34%, while KBWB has yielded a comparatively higher 13.69% annualized return.
FCBC
- 1D
- 0.19%
- 1M
- 5.76%
- 6M
- 34.51%
- YTD
- 48.03%
- 1Y
- 42.17%
- 3Y*
- 18.93%
- 5Y*
- 15.96%
- 10Y*
- 12.34%
- ALL TIME*
- 7.81%
KBWB
- 1D
- 0.20%
- 1M
- 1.73%
- 6M
- 12.74%
- YTD
- 15.29%
- 1Y
- 36.87%
- 3Y*
- 31.95%
- 5Y*
- 11.96%
- 10Y*
- 13.69%
- ALL TIME*
- 13.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.22M | $4.09M | $3.94M | |
| $147.63M | $184.17M | $155.76M |
FCBC vs. KBWB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCBC First Community Bankshares, Inc. | 48.03% | -12.10% | 15.82% | 13.72% | 5.12% | 60.52% | -27.17% | 1.42% | 14.19% | -2.35% |
KBWB Invesco KBW Bank ETF | 15.29% | 32.05% | 36.73% | -1.18% | -21.68% | 37.72% | -10.46% | 35.90% | -18.30% | 18.11% |
Correlation
The correlation between FCBC and KBWB is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2011 | 0.61 |
The correlation between FCBC and KBWB shifts across timeframes, from 0.48 (1 year) to 0.62 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FCBC vs. KBWB — Risk / Return Rank
FCBC
KBWB
FCBC vs. KBWB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Community Bankshares, Inc. (FCBC) and Invesco KBW Bank ETF (KBWB). 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.
| FCBC | KBWB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.06 | +0.23 |
| Martin ratioReturn relative to average drawdown | 5.49 | 6.52 | -1.03 |
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Drawdowns
FCBC vs. KBWB - Drawdown Comparison
The maximum FCBC drawdown since its inception was -79.46%, which is greater than KBWB's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FCBC and KBWB.
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Drawdown Indicators
| FCBC | KBWB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.46% | -50.27% | -29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -17.21% | -16.38% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -29.94% | -25.43% | -4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -39.51% | -49.31% | +9.80% |
Max Drawdown (10Y)Largest decline over 10 years | -49.53% | -50.27% | +0.74% |
Current DrawdownCurrent decline from peak | -1.57% | -2.41% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -26.33% | -11.62% | -14.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 5.18% | +2.01% |
Volatility
FCBC vs. KBWB - Volatility Comparison
First Community Bankshares, Inc. (FCBC) has a higher volatility of 7.93% compared to Invesco KBW Bank ETF (KBWB) at 5.81%. This indicates that FCBC's price experiences larger fluctuations and is considered to be riskier than KBWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCBC | KBWB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 5.81% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 15.94% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.84% | 20.60% | +6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.00% | 26.39% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.89% | 29.06% | +3.83% |
Dividends
FCBC vs. KBWB - Dividend Comparison
FCBC's dividend yield for the trailing twelve months is around 4.69%, more than KBWB's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCBC First Community Bankshares, Inc. | 4.69% | 9.81% | 2.88% | 3.13% | 3.30% | 3.11% | 4.63% | 3.09% | 4.00% | 2.37% | 1.99% | 2.90% |
KBWB Invesco KBW Bank ETF | 1.93% | 2.04% | 2.46% | 3.20% | 3.05% | 2.13% | 2.62% | 2.38% | 2.54% | 1.35% | 1.53% | 1.53% |
Frequently Asked Questions
FCBC and KBWB have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCBC has higher volatility (7.93%) compared to KBWB (5.81%). In terms of maximum drawdown, FCBC dropped -79.46% vs KBWB's -50.27%.
KBWB currently has the higher Sharpe Ratio (1.64 vs 1.47), 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.
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