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FMCB vs. MSEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FMCB vs. MSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Farmers & Merchants Bancorp (FMCB) and Middlesex Water Company (MSEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMCB achieves a 22.48% return, which is significantly higher than MSEX's 5.78% return. Over the past 10 years, FMCB has outperformed MSEX with an annualized return of 10.29%, while MSEX has yielded a comparatively lower 4.97% annualized return.


FMCB

1D
2.63%
1M
3.04%
YTD
22.48%
6M
24.87%
1Y
39.81%
3Y*
12.94%
5Y*
11.17%
10Y*
10.29%

MSEX

1D
-1.41%
1M
2.77%
YTD
5.78%
6M
4.49%
1Y
-3.59%
3Y*
-12.32%
5Y*
-7.76%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMCB vs. MSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCB
Farmers & Merchants Bancorp
22.48%6.83%2.04%2.51%11.29%28.38%1.00%11.65%5.62%7.90%
MSEX
Middlesex Water Company
5.78%-1.65%-18.00%-15.19%-33.75%68.50%15.78%21.12%36.54%-4.92%

Correlation

The correlation between FMCB and MSEX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.02

Fundamentals

EPS

FMCB:

$136.25

MSEX:

$3.22

PE Ratio

FMCB:

9.95

MSEX:

16.34

PEG Ratio

FMCB:

0.78

MSEX:

2.68

PS Ratio

FMCB:

3.05

MSEX:

3.61

Total Revenue (TTM)

FMCB:

$308.67M

MSEX:

$199.11M

Gross Profit (TTM)

FMCB:

$243.83M

MSEX:

$66.33M

EBITDA (TTM)

FMCB:

$131.11M

MSEX:

$86.27M

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Return for Risk

FMCB vs. MSEX — Risk / Return Rank

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

FMCB
FMCB Risk / Return Rank: 9292
Overall Rank
FMCB Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FMCB Sortino Ratio Rank: 9292
Sortino Ratio Rank
FMCB Omega Ratio Rank: 9292
Omega Ratio Rank
FMCB Calmar Ratio Rank: 9393
Calmar Ratio Rank
FMCB Martin Ratio Rank: 9494
Martin Ratio Rank

MSEX
MSEX Risk / Return Rank: 3535
Overall Rank
MSEX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MSEX Sortino Ratio Rank: 3232
Sortino Ratio Rank
MSEX Omega Ratio Rank: 3232
Omega Ratio Rank
MSEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MSEX Martin Ratio Rank: 3737
Martin Ratio Rank
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.

FMCB vs. MSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmers & Merchants Bancorp (FMCB) and Middlesex Water Company (MSEX). 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.


FMCBMSEXDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+3.29

Omega ratioGain probability vs. loss probability

1.45

1.01

+0.44

Calmar ratioReturn relative to maximum drawdown

5.58

-0.17

+5.75

Martin ratioReturn relative to average drawdown

15.66

-0.30

+15.96

FMCB vs. MSEX - Sharpe Ratio Comparison

The current FMCB Sharpe Ratio is 2.13, which is higher than the MSEX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of FMCB and MSEX, 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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Sharpe Ratios by Period


FMCBMSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

-0.12

+2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.25

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.15

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.32

+0.11

Drawdowns

FMCB vs. MSEX - Drawdown Comparison

The maximum FMCB drawdown since its inception was -42.00%, smaller than the maximum MSEX drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for FMCB and MSEX.


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Drawdown Indicators


FMCBMSEXDifference

Max Drawdown

Largest peak-to-trough decline

-42.00%

-60.51%

+18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-21.04%

+13.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.32%

-44.52%

+30.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-60.51%

+43.60%

Max Drawdown (10Y)

Largest decline over 10 years

-25.24%

-60.51%

+35.27%

Current Drawdown

Current decline from peak

-3.39%

-52.07%

+48.68%

Average Drawdown

Average peak-to-trough decline

-9.64%

-12.86%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

12.07%

-9.52%

Volatility

FMCB vs. MSEX - Volatility Comparison

Farmers & Merchants Bancorp (FMCB) has a higher volatility of 10.29% compared to Middlesex Water Company (MSEX) at 5.32%. This indicates that FMCB's price experiences larger fluctuations and is considered to be riskier than MSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMCBMSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

5.32%

+4.97%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

18.12%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

30.28%

-11.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

31.16%

-10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

32.34%

-11.61%

Dividends

FMCB vs. MSEX - Dividend Comparison

FMCB's dividend yield for the trailing twelve months is around 1.80%, less than MSEX's 2.70% yield.


PositionTTM20252024202320222021202020192018201720162015
FMCB
Farmers & Merchants Bancorp
1.80%1.74%1.71%1.62%1.54%1.59%1.94%1.85%1.99%2.00%2.05%2.39%
MSEX
Middlesex Water Company
2.70%2.74%2.50%1.92%1.50%1.16%1.44%1.54%1.71%2.15%1.88%2.92%

Financials

FMCB vs. MSEX - Financials Comparison

This section allows you to compare key financial metrics between Farmers & Merchants Bancorp and Middlesex Water Company. 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


30.00M40.00M50.00M60.00M70.00M80.00M20222023202420252026
76.87M
48.71M
(FMCB) Total Revenue
(MSEX) Total Revenue
Values in USD except per share items

FMCB vs. MSEX - Profitability Comparison

The chart below illustrates the profitability comparison between Farmers & Merchants Bancorp and Middlesex Water Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
80.1%
0
Portfolio components
FMCB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Farmers & Merchants Bancorp reported a gross profit of 61.56M and revenue of 76.87M. Therefore, the gross margin over that period was 80.1%.

MSEX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a gross profit of 0.00 and revenue of 48.71M. Therefore, the gross margin over that period was 0.0%.

FMCB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Farmers & Merchants Bancorp reported an operating income of 32.38M and revenue of 76.87M, resulting in an operating margin of 42.1%.

MSEX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported an operating income of 13.10M and revenue of 48.71M, resulting in an operating margin of 26.9%.

FMCB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Farmers & Merchants Bancorp reported a net income of 24.07M and revenue of 76.87M, resulting in a net margin of 31.3%.

MSEX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Middlesex Water Company reported a net income of 10.61M and revenue of 48.71M, resulting in a net margin of 21.8%.


Frequently Asked Questions


FMCB and MSEX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMCB has higher volatility (10.29%) compared to MSEX (5.32%). In terms of maximum drawdown, FMCB dropped -42.00% vs MSEX's -60.51%.

FMCB currently has the higher Sharpe Ratio (2.13 vs -0.12), 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.

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