PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FCCO vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCCO and SPYG is 0.06, 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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
21.69%
13.26%
FCCO
SPYG

Key characteristics

Sharpe Ratio

FCCO:

1.65

SPYG:

1.75

Sortino Ratio

FCCO:

2.66

SPYG:

2.30

Omega Ratio

FCCO:

1.32

SPYG:

1.32

Calmar Ratio

FCCO:

1.98

SPYG:

2.47

Martin Ratio

FCCO:

9.76

SPYG:

9.49

Ulcer Index

FCCO:

5.96%

SPYG:

3.32%

Daily Std Dev

FCCO:

35.23%

SPYG:

18.02%

Max Drawdown

FCCO:

-76.73%

SPYG:

-67.79%

Current Drawdown

FCCO:

-4.65%

SPYG:

-0.74%

Returns By Period

In the year-to-date period, FCCO achieves a 10.07% return, which is significantly higher than SPYG's 4.33% return. Over the past 10 years, FCCO has underperformed SPYG with an annualized return of 11.35%, while SPYG has yielded a comparatively higher 15.22% annualized return.


FCCO

YTD

10.07%

1M

9.02%

6M

31.30%

1Y

63.60%

5Y*

7.17%

10Y*

11.35%

SPYG

YTD

4.33%

1M

0.99%

6M

14.55%

1Y

33.05%

5Y*

16.64%

10Y*

15.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 8989
Overall Rank
The Sharpe Ratio Rank of FCCO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FCCO is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FCCO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FCCO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FCCO is 9191
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7272
Overall Rank
The Sharpe Ratio Rank of SPYG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7474
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.


Sharpe ratio
The chart of Sharpe ratio for FCCO, currently valued at 1.65, compared to the broader market-2.000.002.001.651.75
The chart of Sortino ratio for FCCO, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.006.002.662.30
The chart of Omega ratio for FCCO, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.32
The chart of Calmar ratio for FCCO, currently valued at 1.98, compared to the broader market0.002.004.006.001.982.47
The chart of Martin ratio for FCCO, currently valued at 9.76, compared to the broader market-10.000.0010.0020.0030.009.769.49
FCCO
SPYG

The current FCCO Sharpe Ratio is 1.65, which is comparable to the SPYG Sharpe Ratio of 1.75. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.65
1.75
FCCO
SPYG

Dividends

FCCO vs. SPYG - Dividend Comparison

FCCO's dividend yield for the trailing twelve months is around 2.25%, more than SPYG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
FCCO
First Community Corporation
2.25%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
0.58%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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.65%
-0.74%
FCCO
SPYG

Volatility

FCCO vs. SPYG - Volatility Comparison

First Community Corporation (FCCO) has a higher volatility of 8.81% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.38%. This indicates that FCCO's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.81%
5.38%
FCCO
SPYG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab