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

Correlation

The correlation between FCNCA and VOO is 0.55, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Citizens BancShares, Inc. (FCNCA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
972.96%
574.26%
FCNCA
VOO

Key characteristics

Sharpe Ratio

FCNCA:

0.15

VOO:

0.56

Sortino Ratio

FCNCA:

0.53

VOO:

0.92

Omega Ratio

FCNCA:

1.07

VOO:

1.13

Calmar Ratio

FCNCA:

0.19

VOO:

0.58

Martin Ratio

FCNCA:

0.51

VOO:

2.25

Ulcer Index

FCNCA:

12.70%

VOO:

4.83%

Daily Std Dev

FCNCA:

39.38%

VOO:

19.11%

Max Drawdown

FCNCA:

-63.51%

VOO:

-33.99%

Current Drawdown

FCNCA:

-22.08%

VOO:

-7.55%

Returns By Period

In the year-to-date period, FCNCA achieves a -13.30% return, which is significantly lower than VOO's -3.28% return. Over the past 10 years, FCNCA has outperformed VOO with an annualized return of 22.92%, while VOO has yielded a comparatively lower 12.40% annualized return.


FCNCA

YTD

-13.30%

1M

17.19%

6M

-15.62%

1Y

6.05%

5Y*

38.38%

10Y*

22.92%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

FCNCA vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Citizens BancShares, Inc. (FCNCA) and Vanguard S&P 500 ETF (VOO). 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 lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FCNCA and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.15
0.56
FCNCA
VOO

Dividends

FCNCA vs. VOO - Dividend Comparison

FCNCA's dividend yield for the trailing twelve months is around 0.39%, less than VOO's 1.34% 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%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FCNCA vs. VOO - Drawdown Comparison

The maximum FCNCA drawdown since its inception was -63.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCNCA and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-22.08%
-7.55%
FCNCA
VOO

Volatility

FCNCA vs. VOO - Volatility Comparison

First Citizens BancShares, Inc. (FCNCA) has a higher volatility of 13.96% compared to Vanguard S&P 500 ETF (VOO) at 11.03%. This indicates that FCNCA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.96%
11.03%
FCNCA
VOO