FLG vs. CCB

Last updated Jun 25, 2026

FLG (Flagstar Financial, Inc.) and CCB (Coastal Financial Corporation) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 5 years, FLG returned -11.91%/yr vs 20.37%/yr for CCB. At a 0.42 correlation, their price movements are largely independent.

Performance

FLG vs. CCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Flagstar Financial, Inc. (FLG) and Coastal Financial Corporation (CCB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLG achieves a 19.96% return, which is significantly higher than CCB's -34.66% return.

FLG

• 1D: 0.33%
• 1M: 8.96%
• YTD: 19.96%
• 6M: 17.53%
• 1Y: 36.03%
• 3Y*: -20.38%
• 5Y*: -11.91%
• 10Y*: -5.84%

CCB

• 1D: 1.71%
• 1M: 7.48%
• YTD: -34.66%
• 6M: -35.63%
• 1Y: -20.19%
• 3Y*: 25.92%
• 5Y*: 20.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLG vs. CCB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FLG Flagstar Financial, Inc.	19.96%	35.39%	-69.13%	26.87%	-24.54%	22.67%	-5.82%	35.38%	-15.32%
CCB Coastal Financial Corporation	-34.66%	34.95%	91.20%	-6.54%	-6.12%	141.05%	27.50%	8.14%	-6.28%

Correlation

The correlation between FLG and CCB is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 18, 2018	0.42

Fundamentals

EPS FLG : -$0.13 CCB : $4.25
PS Ratio FLG : 1.46 CCB : 2.05
Total Revenue (TTM) FLG : $4.53B CCB : $422.59M
Gross Profit (TTM) FLG : $1.90B CCB : $195.03M
EBITDA (TTM) FLG : $29.00M CCB : $52.74M

Return for Risk

FLG vs. CCB — Risk / Return Rank

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

FLG

FLG Risk / Return Rank: 75
FLG Sharpe Ratio Rank: 77
FLG Sortino Ratio Rank: 73
FLG Omega Ratio Rank: 71
FLG Calmar Ratio Rank: 77
FLG Martin Ratio Rank: 77

CCB

CCB Risk / Return Rank: 24
CCB Sharpe Ratio Rank: 21
CCB Sortino Ratio Rank: 23
CCB Omega Ratio Rank: 22
CCB Calmar Ratio Rank: 27
CCB Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLG vs. CCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flagstar Financial, Inc. (FLG) and Coastal Financial Corporation (CCB). 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.

	FLG	CCB	Difference
Sharpe ratio: Return per unit of total volatility	1.15	-0.50	+1.65
Sortino ratio: Return per unit of downside risk	1.74	-0.44	+2.18
Omega ratio: Gain probability vs. loss probability	1.21	0.94	+0.27
Calmar ratio: Return relative to maximum drawdown	2.07	-0.47	+2.54
Martin ratio: Return relative to average drawdown	4.94	-0.88	+5.82

FLG vs. CCB - Sharpe Ratio Comparison

The current FLG Sharpe Ratio is 1.15, which is higher than the CCB Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of FLG and CCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FLG vs. CCB - Drawdown Comparison

The maximum FLG drawdown since its inception was -80.11%, which is greater than CCB's maximum drawdown of -50.22%. Use the drawdown chart below to compare losses from any high point for FLG and CCB.

Drawdown Indicators

	FLG	CCB	Difference
Max Drawdown Largest peak-to-trough decline	-80.11%	-50.22%	-29.89%
Max Drawdown (1Y) Largest decline over 1 year	-17.47%	-42.99%	+25.52%
Max Drawdown (3Y) Largest decline over 3 years	-80.11%	-42.99%	-37.12%
Max Drawdown (5Y) Largest decline over 5 years	-80.11%	-42.99%	-37.12%
Max Drawdown (10Y) Largest decline over 10 years	-80.11%	—	—
Current Drawdown Current decline from peak	-61.90%	-37.07%	-24.83%
Average Drawdown Average peak-to-trough decline	-26.16%	-14.78%	-11.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.33%	22.90%	-15.57%

Volatility

FLG vs. CCB - Volatility Comparison

The current volatility for Flagstar Financial, Inc. (FLG) is 6.95%, while Coastal Financial Corporation (CCB) has a volatility of 8.74%. This indicates that FLG experiences smaller price fluctuations and is considered to be less risky than CCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLG	CCB	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.95%	8.74%	-1.79%
Volatility (6M) Calculated over the trailing 6-month period	20.41%	30.50%	-10.09%
Volatility (1Y) Calculated over the trailing 1-year period	31.48%	40.83%	-9.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.64%	38.36%	+15.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.74%	47.82%	-4.08%

Dividends

FLG vs. CCB - Dividend Comparison

FLG's dividend yield for the trailing twelve months is around 0.27%, while CCB has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCB Coastal Financial Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLG Flagstar Financial, Inc.	0.27%	0.32%	2.14%	6.65%	7.91%	5.57%	6.45%	5.66%	7.23%	5.22%	4.27%	6.13%

Financials

Frequently Asked Questions

Can I hold both FLG and CCB in my portfolio?

FLG and CCB have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLG or CCB?

CCB has higher volatility (8.74%) compared to FLG (6.95%). In terms of maximum drawdown, FLG dropped -80.11% vs CCB's -50.22%.

Which has better risk-adjusted returns?

FLG currently has the higher Sharpe Ratio (1.15 vs -0.50), 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.