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FMCB vs. NWN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FMCB and NWN is 0.02, 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.


-0.50.00.51.00.0

Performance

FMCB vs. NWN - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
848.60%
342.82%
FMCB
NWN

Key characteristics

Sharpe Ratio

FMCB:

0.52

NWN:

0.32

Sortino Ratio

FMCB:

0.96

NWN:

0.60

Omega Ratio

FMCB:

1.16

NWN:

1.08

Calmar Ratio

FMCB:

0.94

NWN:

0.17

Martin Ratio

FMCB:

1.48

NWN:

1.42

Ulcer Index

FMCB:

9.15%

NWN:

5.48%

Daily Std Dev

FMCB:

25.74%

NWN:

24.54%

Max Drawdown

FMCB:

-41.99%

NWN:

-46.27%

Current Drawdown

FMCB:

-4.51%

NWN:

-37.12%

Fundamentals

Market Cap

FMCB:

$710.66M

NWN:

$1.65B

EPS

FMCB:

$118.48

NWN:

$2.10

PE Ratio

FMCB:

8.57

NWN:

19.54

PEG Ratio

FMCB:

0.00

NWN:

3.21

Total Revenue (TTM)

FMCB:

$222.88M

NWN:

$1.14B

Returns By Period

In the year-to-date period, FMCB achieves a 0.09% return, which is significantly lower than NWN's 6.91% return. Over the past 10 years, FMCB has outperformed NWN with an annualized return of 14.19%, while NWN has yielded a comparatively lower 1.50% annualized return.


FMCB

YTD

0.09%

1M

1.35%

6M

7.46%

1Y

6.38%

5Y*

8.96%

10Y*

14.19%

NWN

YTD

6.91%

1M

-5.33%

6M

15.27%

1Y

8.98%

5Y*

-8.02%

10Y*

1.50%

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Risk-Adjusted Performance

FMCB vs. NWN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmers & Merchants Bancorp (FMCB) and Northwest Natural Holding Company (NWN). 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 FMCB, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.260.32
The chart of Sortino ratio for FMCB, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.580.60
The chart of Omega ratio for FMCB, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.08
The chart of Calmar ratio for FMCB, currently valued at 0.45, compared to the broader market0.002.004.006.000.450.17
The chart of Martin ratio for FMCB, currently valued at 0.67, compared to the broader market0.0010.0020.000.671.42
FMCB
NWN

The current FMCB Sharpe Ratio is 0.52, which is higher than the NWN Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FMCB and NWN, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.26
0.32
FMCB
NWN

Dividends

FMCB vs. NWN - Dividend Comparison

FMCB's dividend yield for the trailing twelve months is around 1.74%, less than NWN's 4.93% yield.


TTM20232022202120202019201820172016201520142013
FMCB
Farmers & Merchants Bancorp
1.74%1.62%1.54%1.59%1.94%1.85%1.99%2.00%2.05%2.39%2.74%3.00%
NWN
Northwest Natural Holding Company
4.93%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%4.26%

Drawdowns

FMCB vs. NWN - Drawdown Comparison

The maximum FMCB drawdown since its inception was -41.99%, smaller than the maximum NWN drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for FMCB and NWN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.51%
-37.12%
FMCB
NWN

Volatility

FMCB vs. NWN - Volatility Comparison

Farmers & Merchants Bancorp (FMCB) has a higher volatility of 8.21% compared to Northwest Natural Holding Company (NWN) at 6.50%. This indicates that FMCB's price experiences larger fluctuations and is considered to be riskier than NWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.21%
6.50%
FMCB
NWN

Financials

FMCB vs. NWN - Financials Comparison

This section allows you to compare key financial metrics between Farmers & Merchants Bancorp and Northwest Natural Holding 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


Values in USD except per share items
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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.

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