PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLIC vs. FIBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FLIC and FIBK is 0.60, 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.


-0.50.00.51.00.6

Performance

FLIC vs. FIBK - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
31.51%
25.35%
FLIC
FIBK

Key characteristics

Sharpe Ratio

FLIC:

-0.06

FIBK:

0.19

Sortino Ratio

FLIC:

0.18

FIBK:

0.53

Omega Ratio

FLIC:

1.02

FIBK:

1.07

Calmar Ratio

FLIC:

-0.03

FIBK:

0.15

Martin Ratio

FLIC:

-0.13

FIBK:

0.59

Ulcer Index

FLIC:

15.35%

FIBK:

11.07%

Daily Std Dev

FLIC:

35.69%

FIBK:

34.35%

Max Drawdown

FLIC:

-63.09%

FIBK:

-52.45%

Current Drawdown

FLIC:

-47.28%

FIBK:

-23.74%

Fundamentals

Market Cap

FLIC:

$302.09M

FIBK:

$3.59B

EPS

FLIC:

$0.87

FIBK:

$2.23

PE Ratio

FLIC:

15.40

FIBK:

15.08

PEG Ratio

FLIC:

2.89

FIBK:

1.84

Total Revenue (TTM)

FLIC:

$142.53M

FIBK:

$1.03B

Gross Profit (TTM)

FLIC:

$159.37M

FIBK:

$747.40M

EBITDA (TTM)

FLIC:

$20.60M

FIBK:

$363.40M

Returns By Period

In the year-to-date period, FLIC achieves a -2.46% return, which is significantly lower than FIBK's 9.64% return. Over the past 10 years, FLIC has underperformed FIBK with an annualized return of 0.01%, while FIBK has yielded a comparatively higher 5.70% annualized return.


FLIC

YTD

-2.46%

1M

-11.96%

6M

31.50%

1Y

-2.12%

5Y*

-8.97%

10Y*

0.01%

FIBK

YTD

9.64%

1M

-5.69%

6M

25.35%

1Y

9.46%

5Y*

-0.45%

10Y*

5.70%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FLIC vs. FIBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The First of Long Island Corporation (FLIC) and First Interstate BancSystem, Inc. (FIBK). 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.


Sharpe ratio
The chart of Sharpe ratio for FLIC, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.060.19
The chart of Sortino ratio for FLIC, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.180.53
The chart of Omega ratio for FLIC, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.07
The chart of Calmar ratio for FLIC, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.030.15
The chart of Martin ratio for FLIC, currently valued at -0.13, compared to the broader market0.0010.0020.00-0.130.59
FLIC
FIBK

The current FLIC Sharpe Ratio is -0.06, which is lower than the FIBK Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FLIC and FIBK, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.06
0.19
FLIC
FIBK

Dividends

FLIC vs. FIBK - Dividend Comparison

FLIC's dividend yield for the trailing twelve months is around 6.87%, more than FIBK's 5.96% yield.


TTM20232022202120202019201820172016201520142013
FLIC
The First of Long Island Corporation
6.87%6.34%5.67%3.57%4.09%2.75%2.36%2.04%1.91%3.23%1.88%2.38%
FIBK
First Interstate BancSystem, Inc.
5.96%6.11%4.40%4.03%4.91%2.96%3.06%2.40%2.07%2.75%2.30%1.45%

Drawdowns

FLIC vs. FIBK - Drawdown Comparison

The maximum FLIC drawdown since its inception was -63.09%, which is greater than FIBK's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for FLIC and FIBK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-47.28%
-23.74%
FLIC
FIBK

Volatility

FLIC vs. FIBK - Volatility Comparison

The First of Long Island Corporation (FLIC) has a higher volatility of 11.23% compared to First Interstate BancSystem, Inc. (FIBK) at 7.76%. This indicates that FLIC's price experiences larger fluctuations and is considered to be riskier than FIBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.23%
7.76%
FLIC
FIBK

Financials

FLIC vs. FIBK - Financials Comparison

This section allows you to compare key financial metrics between The First of Long Island Corporation and First Interstate BancSystem, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab