FCNCA vs. GS
Compare and contrast key facts about First Citizens BancShares, Inc. (FCNCA) and The Goldman Sachs Group, Inc. (GS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCNCA or GS.
Performance
FCNCA vs. GS - Performance Comparison
Returns By Period
In the year-to-date period, FCNCA achieves a 59.62% return, which is significantly higher than GS's 53.74% return. Over the past 10 years, FCNCA has outperformed GS with an annualized return of 25.31%, while GS has yielded a comparatively lower 14.11% annualized return.
FCNCA
59.62%
9.70%
27.11%
57.95%
34.93%
25.31%
GS
53.74%
12.39%
27.37%
78.51%
24.56%
14.11%
Fundamentals
| FCNCA | GS | |
|---|---|---|
| Market Cap | $31.22B | $182.67B |
| EPS | $174.60 | $34.16 |
| PE Ratio | 12.94 | 17.04 |
| PEG Ratio | 0.00 | 3.93 |
| Total Revenue (TTM) | $14.34B | $50.96B |
| Gross Profit (TTM) | $10.40B | $33.41B |
| EBITDA (TTM) | $2.27B | $18.07B |
Key characteristics
| FCNCA | GS | |
|---|---|---|
| Sharpe Ratio | 1.58 | 2.93 |
| Sortino Ratio | 2.54 | 4.10 |
| Omega Ratio | 1.33 | 1.54 |
| Calmar Ratio | 3.86 | 4.60 |
| Martin Ratio | 9.56 | 29.64 |
| Ulcer Index | 5.84% | 2.57% |
| Daily Std Dev | 35.25% | 26.01% |
| Max Drawdown | -63.51% | -78.84% |
| Current Drawdown | -0.61% | -3.39% |
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Correlation
The correlation between FCNCA and GS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FCNCA vs. GS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Citizens BancShares, Inc. (FCNCA) and The Goldman Sachs Group, Inc. (GS). 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.
Dividends
FCNCA vs. GS - Dividend Comparison
FCNCA's dividend yield for the trailing twelve months is around 0.29%, less than GS's 1.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCNCA First Citizens BancShares, Inc. | 0.29% | 0.27% | 0.28% | 0.23% | 0.29% | 0.30% | 0.38% | 0.31% | 0.34% | 0.46% | 0.47% | 0.54% |
GS The Goldman Sachs Group, Inc. | 1.93% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
Drawdowns
FCNCA vs. GS - Drawdown Comparison
The maximum FCNCA drawdown since its inception was -63.51%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for FCNCA and GS. For additional features, visit the drawdowns tool.
Volatility
FCNCA vs. GS - Volatility Comparison
First Citizens BancShares, Inc. (FCNCA) has a higher volatility of 21.26% compared to The Goldman Sachs Group, Inc. (GS) at 14.05%. This indicates that FCNCA's price experiences larger fluctuations and is considered to be riskier than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FCNCA vs. GS - Financials Comparison
This section allows you to compare key financial metrics between First Citizens BancShares, Inc. and The Goldman Sachs Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities