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FCCO vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCCO and SPYG is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FCCO vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Community Corporation (FCCO) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCCO:

1.40

SPYG:

0.76

Sortino Ratio

FCCO:

1.93

SPYG:

1.20

Omega Ratio

FCCO:

1.23

SPYG:

1.17

Calmar Ratio

FCCO:

1.45

SPYG:

0.87

Martin Ratio

FCCO:

4.04

SPYG:

2.91

Ulcer Index

FCCO:

10.10%

SPYG:

6.62%

Daily Std Dev

FCCO:

36.09%

SPYG:

25.19%

Max Drawdown

FCCO:

-76.73%

SPYG:

-67.79%

Current Drawdown

FCCO:

-13.41%

SPYG:

-2.56%

Returns By Period

In the year-to-date period, FCCO achieves a -0.05% return, which is significantly lower than SPYG's 2.42% return. Over the past 10 years, FCCO has underperformed SPYG with an annualized return of 9.43%, while SPYG has yielded a comparatively higher 14.91% annualized return.


FCCO

YTD

-0.05%

1M

0.20%

6M

-6.58%

1Y

49.60%

3Y*

11.24%

5Y*

12.98%

10Y*

9.43%

SPYG

YTD

2.42%

1M

9.65%

6M

4.18%

1Y

19.00%

3Y*

17.29%

5Y*

16.79%

10Y*

14.91%

*Annualized

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First Community Corporation

SPDR Portfolio S&P 500 Growth ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FCCO vs. SPYG — Risk-Adjusted Performance Rank

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

FCCO
The Risk-Adjusted Performance Rank of FCCO is 8585
Overall Rank
The Sharpe Ratio Rank of FCCO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FCCO is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FCCO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FCCO is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FCCO is 8383
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7070
Overall Rank
The Sharpe Ratio Rank of SPYG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6969
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.

FCCO vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Community Corporation (FCCO) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


The current FCCO Sharpe Ratio is 1.40, which is higher than the SPYG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FCCO and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FCCO vs. SPYG - Dividend Comparison

FCCO's dividend yield for the trailing twelve months is around 2.53%, more than SPYG's 0.60% yield.


TTM20242023202220212020201920182017201620152014
FCCO
First Community Corporation
2.53%2.42%2.60%2.38%2.30%2.83%2.04%2.06%1.59%1.77%1.88%2.12%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.60%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

FCCO vs. SPYG - Drawdown Comparison

The maximum FCCO drawdown since its inception was -76.73%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for FCCO and SPYG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FCCO vs. SPYG - Volatility Comparison

First Community Corporation (FCCO) and SPDR Portfolio S&P 500 Growth ETF (SPYG) have volatilities of 5.68% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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