FCNCA vs. SOXQ
Compare and contrast key facts about First Citizens BancShares, Inc. (FCNCA) and Invesco PHLX Semiconductor ETF (SOXQ).
SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCNCA or SOXQ.
Performance
FCNCA vs. SOXQ - Performance Comparison
Returns By Period
In the year-to-date period, FCNCA achieves a 59.62% return, which is significantly higher than SOXQ's 17.75% return.
FCNCA
59.62%
9.70%
27.11%
57.95%
34.93%
25.31%
SOXQ
17.75%
-6.33%
-4.45%
31.82%
N/A
N/A
Key characteristics
| FCNCA | SOXQ | |
|---|---|---|
| Sharpe Ratio | 1.58 | 0.84 |
| Sortino Ratio | 2.54 | 1.30 |
| Omega Ratio | 1.33 | 1.17 |
| Calmar Ratio | 3.86 | 1.17 |
| Martin Ratio | 9.56 | 3.03 |
| Ulcer Index | 5.84% | 9.70% |
| Daily Std Dev | 35.25% | 34.78% |
| Max Drawdown | -63.51% | -46.01% |
| Current Drawdown | -0.61% | -17.13% |
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Correlation
The correlation between FCNCA and SOXQ is 0.37, 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.
Risk-Adjusted Performance
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.
Dividends
FCNCA vs. SOXQ - Dividend Comparison
FCNCA's dividend yield for the trailing twelve months is around 0.29%, less than SOXQ's 0.71% 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% |
SOXQ Invesco PHLX Semiconductor ETF | 0.71% | 0.87% | 1.36% | 0.73% | 0.00% | 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.
Volatility
FCNCA vs. SOXQ - Volatility Comparison
First Citizens BancShares, Inc. (FCNCA) has a higher volatility of 21.26% compared to Invesco PHLX Semiconductor ETF (SOXQ) at 9.28%. This indicates that FCNCA's price experiences larger fluctuations and is considered to be riskier than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.