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FCNCA vs. SOXQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCNCA and SOXQ is 0.53, 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.


Performance

FCNCA vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Citizens BancShares, Inc. (FCNCA) and Invesco PHLX Semiconductor ETF (SOXQ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
116.04%
43.53%
FCNCA
SOXQ

Key characteristics

Sharpe Ratio

FCNCA:

0.15

SOXQ:

-0.16

Sortino Ratio

FCNCA:

0.53

SOXQ:

0.06

Omega Ratio

FCNCA:

1.07

SOXQ:

1.01

Calmar Ratio

FCNCA:

0.19

SOXQ:

-0.19

Martin Ratio

FCNCA:

0.51

SOXQ:

-0.45

Ulcer Index

FCNCA:

12.70%

SOXQ:

16.71%

Daily Std Dev

FCNCA:

39.38%

SOXQ:

44.38%

Max Drawdown

FCNCA:

-63.51%

SOXQ:

-46.01%

Current Drawdown

FCNCA:

-22.08%

SOXQ:

-24.65%

Returns By Period

In the year-to-date period, FCNCA achieves a -13.30% return, which is significantly lower than SOXQ's -10.89% return.


FCNCA

YTD

-13.30%

1M

17.19%

6M

-15.62%

1Y

6.05%

5Y*

38.38%

10Y*

22.92%

SOXQ

YTD

-10.89%

1M

24.26%

6M

-16.73%

1Y

-6.95%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FCNCA vs. SOXQ — Risk-Adjusted Performance Rank

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

FCNCA
The Risk-Adjusted Performance Rank of FCNCA is 5757
Overall Rank
The Sharpe Ratio Rank of FCNCA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNCA is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FCNCA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FCNCA is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FCNCA is 5959
Martin Ratio Rank

SOXQ
The Risk-Adjusted Performance Rank of SOXQ is 1414
Overall Rank
The Sharpe Ratio Rank of SOXQ is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXQ is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SOXQ is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SOXQ is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SOXQ is 1313
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.

FCNCA vs. SOXQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Citizens BancShares, Inc. (FCNCA) and Invesco PHLX Semiconductor ETF (SOXQ). 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 FCNCA Sharpe Ratio is 0.15, which is higher than the SOXQ Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FCNCA and SOXQ, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.15
-0.16
FCNCA
SOXQ

Dividends

FCNCA vs. SOXQ - Dividend Comparison

FCNCA's dividend yield for the trailing twelve months is around 0.39%, less than SOXQ's 0.77% yield.


TTM20242023202220212020201920182017201620152014
FCNCA
First Citizens BancShares, Inc.
0.39%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%
SOXQ
Invesco PHLX Semiconductor ETF
0.77%0.68%0.87%1.36%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCNCA vs. SOXQ - Drawdown Comparison

The maximum FCNCA drawdown since its inception was -63.51%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for FCNCA and SOXQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-22.08%
-24.65%
FCNCA
SOXQ

Volatility

FCNCA vs. SOXQ - Volatility Comparison

The current volatility for First Citizens BancShares, Inc. (FCNCA) is 13.96%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 21.42%. This indicates that FCNCA experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
13.96%
21.42%
FCNCA
SOXQ