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FLIC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLICSPY
YTD Return11.91%26.01%
1Y Return28.94%33.73%
3Y Return (Ann)-8.56%9.91%
5Y Return (Ann)-5.50%15.54%
10Y Return (Ann)1.92%13.25%
Sharpe Ratio0.832.82
Sortino Ratio1.423.76
Omega Ratio1.171.53
Calmar Ratio0.484.05
Martin Ratio1.9318.33
Ulcer Index15.20%1.86%
Daily Std Dev35.38%12.07%
Max Drawdown-63.09%-55.19%
Current Drawdown-39.52%-0.90%

Correlation

-0.50.00.51.00.3

The correlation between FLIC and SPY is 0.29, 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.

Performance

FLIC vs. SPY - Performance Comparison

In the year-to-date period, FLIC achieves a 11.91% return, which is significantly lower than SPY's 26.01% return. Over the past 10 years, FLIC has underperformed SPY with an annualized return of 1.92%, while SPY has yielded a comparatively higher 13.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
36.82%
12.94%
FLIC
SPY

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Risk-Adjusted Performance

FLIC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The First of Long Island Corporation (FLIC) and SPDR S&P 500 ETF (SPY). 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.


FLIC
Sharpe ratio
The chart of Sharpe ratio for FLIC, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.83
Sortino ratio
The chart of Sortino ratio for FLIC, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.006.001.42
Omega ratio
The chart of Omega ratio for FLIC, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for FLIC, currently valued at 0.48, compared to the broader market0.002.004.006.000.48
Martin ratio
The chart of Martin ratio for FLIC, currently valued at 1.93, compared to the broader market0.0010.0020.0030.001.93
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.82
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.76, compared to the broader market-4.00-2.000.002.004.006.003.76
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 4.05, compared to the broader market0.002.004.006.004.05
Martin ratio
The chart of Martin ratio for SPY, currently valued at 18.33, compared to the broader market0.0010.0020.0030.0018.33

FLIC vs. SPY - Sharpe Ratio Comparison

The current FLIC Sharpe Ratio is 0.83, which is lower than the SPY Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of FLIC and SPY, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.83
2.82
FLIC
SPY

Dividends

FLIC vs. SPY - Dividend Comparison

FLIC's dividend yield for the trailing twelve months is around 5.99%, more than SPY's 1.18% yield.


TTM20232022202120202019201820172016201520142013
FLIC
The First of Long Island Corporation
5.99%6.34%5.67%3.57%4.09%2.75%2.36%2.04%1.91%3.23%1.88%2.38%
SPY
SPDR S&P 500 ETF
1.18%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

FLIC vs. SPY - Drawdown Comparison

The maximum FLIC drawdown since its inception was -63.09%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FLIC and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.52%
-0.90%
FLIC
SPY

Volatility

FLIC vs. SPY - Volatility Comparison

The First of Long Island Corporation (FLIC) has a higher volatility of 15.96% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that FLIC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.96%
3.84%
FLIC
SPY