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FIBK vs. TFC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FIBK vs. TFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Interstate BancSystem, Inc. (FIBK) and Truist Financial Corporation (TFC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIBK achieves a 12.68% return, which is significantly higher than TFC's 7.53% return. Both investments have delivered pretty close results over the past 10 years, with FIBK having a 7.56% annualized return and TFC not far ahead at 7.89%.


FIBK

1D
-1.14%
1M
-2.89%
6M
9.92%
YTD
12.68%
1Y
41.52%
3Y*
17.58%
5Y*
3.84%
10Y*
7.56%
ALL TIME*
9.70%

TFC

1D
-0.33%
1M
1.69%
6M
2.91%
YTD
7.53%
1Y
26.14%
3Y*
22.63%
5Y*
3.88%
10Y*
7.89%
ALL TIME*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$52.66M$47.81M$43.41M
$389.90M$407.02M$443.00M

FIBK vs. TFC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIBK
First Interstate BancSystem, Inc.
12.68%13.46%12.94%-14.79%-0.78%3.58%3.20%18.20%-6.22%-3.52%
TFC
Truist Financial Corporation
7.53%19.05%23.72%-8.59%-23.53%26.08%-11.16%34.55%-10.24%8.66%

Correlation

The correlation between FIBK and TFC is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.74

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.70

Correlation (10Y)
Provides a long-term view across more market conditions.

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2010

0.66

The correlation between FIBK and TFC has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

Fundamentals

Market Cap

FIBK:

$3.69B

TFC:

$64.59B

EPS

FIBK:

$3.24

TFC:

$4.58

PE Ratio

FIBK:

11.74

TFC:

11.31

PEG Ratio

FIBK:

3.80

TFC:

1.33

PS Ratio

FIBK:

3.99

TFC:

2.16

PB Ratio

FIBK:

1.11

TFC:

1.09

Total Revenue (TTM)

FIBK:

$953.30M

TFC:

$30.52B

Gross Profit (TTM)

FIBK:

$792.60M

TFC:

$19.54B

EBITDA (TTM)

FIBK:

$352.50M

TFC:

$7.27B

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Return for Risk

FIBK vs. TFC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIBK
FIBK Risk / Return Rank: 8282
Overall Rank
FIBK Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FIBK Sortino Ratio Rank: 8080
Sortino Ratio Rank
FIBK Omega Ratio Rank: 8080
Omega Ratio Rank
FIBK Calmar Ratio Rank: 8383
Calmar Ratio Rank
FIBK Martin Ratio Rank: 8282
Martin Ratio Rank

TFC
TFC Risk / Return Rank: 7070
Overall Rank
TFC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TFC Sortino Ratio Rank: 6868
Sortino Ratio Rank
TFC Omega Ratio Rank: 6969
Omega Ratio Rank
TFC Calmar Ratio Rank: 6969
Calmar Ratio Rank
TFC Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIBK vs. TFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Interstate BancSystem, Inc. (FIBK) and Truist Financial Corporation (TFC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIBKTFCDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

2.36

1.16

+1.20

Martin ratioReturn relative to average drawdown

6.02

2.93

+3.09

FIBK vs. TFC - Sharpe Ratio Comparison

The current FIBK Sharpe Ratio is 1.43, which is higher than the TFC Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FIBK and TFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIBK vs. TFC - Drawdown Comparison

The maximum FIBK drawdown since its inception was -52.45%, smaller than the maximum TFC drawdown of -66.56%. Use the drawdown chart below to compare losses from any high point for FIBK and TFC.


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Drawdown Indicators


FIBKTFCDifference

Max Drawdown

Largest peak-to-trough decline

-52.45%

-66.56%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.87%

-20.67%

+3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-31.76%

-26.93%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-50.90%

-59.11%

+8.21%

Max Drawdown (10Y)

Largest decline over 10 years

-52.45%

-59.11%

+6.66%

Current Drawdown

Current decline from peak

-5.47%

-5.19%

-0.28%

Average Drawdown

Average peak-to-trough decline

-14.55%

-13.81%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

8.19%

-1.58%

Volatility

FIBK vs. TFC - Volatility Comparison

The current volatility for First Interstate BancSystem, Inc. (FIBK) is 6.10%, while Truist Financial Corporation (TFC) has a volatility of 6.92%. This indicates that FIBK experiences smaller price fluctuations and is considered to be less risky than TFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIBKTFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

6.92%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

18.00%

19.34%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.81%

24.20%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.39%

31.74%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.95%

33.61%

-0.66%

Dividends

FIBK vs. TFC - Dividend Comparison

FIBK's dividend yield for the trailing twelve months is around 4.94%, more than TFC's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
FIBK
First Interstate BancSystem, Inc.
4.94%5.43%5.79%6.11%4.40%4.03%4.91%2.96%3.06%2.40%2.07%2.75%
TFC
Truist Financial Corporation
4.01%4.23%4.79%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%

Financials

FIBK vs. TFC - Financials Comparison

This section allows you to compare key financial metrics between First Interstate BancSystem, Inc. and Truist Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


FIBK and TFC have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TFC has higher volatility (6.92%) compared to FIBK (6.10%). In terms of maximum drawdown, FIBK dropped -52.45% vs TFC's -66.56%.

FIBK currently has the higher Sharpe Ratio (1.43 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIBK and TFC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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