FMNB vs. SPYG
FMNB (Farmers National Banc Corp.) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, FMNB returned 9.12%/yr vs 17.38%/yr for SPYG. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
FMNB vs. SPYG - Performance Comparison
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Returns By Period
In the year-to-date period, FMNB achieves a 22.01% return, which is significantly higher than SPYG's 10.06% return. Over the past 10 years, FMNB has underperformed SPYG with an annualized return of 9.12%, while SPYG has yielded a comparatively higher 17.38% annualized return.
FMNB
- 1D
- -0.19%
- 1M
- 8.33%
- 6M
- 25.21%
- YTD
- 22.01%
- 1Y
- 26.07%
- 3Y*
- 10.14%
- 5Y*
- 5.43%
- 10Y*
- 9.12%
- ALL TIME*
- 3.37%
SPYG
- 1D
- 1.45%
- 1M
- -0.05%
- 6M
- 9.50%
- YTD
- 10.06%
- 1Y
- 21.72%
- 3Y*
- 24.04%
- 5Y*
- 13.28%
- 10Y*
- 17.38%
- ALL TIME*
- 7.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.51M | $6.42M | $6.22M | |
| $321.11M | $273.47M | $308.09M |
FMNB vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMNB Farmers National Banc Corp. | 22.01% | -1.65% | 3.36% | 7.84% | -20.59% | 43.75% | -15.77% | 31.46% | -11.84% | 5.51% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 10.06% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Correlation
The correlation between FMNB and SPYG is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2000 | 0.16 |
The correlation between FMNB and SPYG shifts across timeframes, from 0.14 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FMNB vs. SPYG — Risk / Return Rank
FMNB
SPYG
FMNB vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Farmers National Banc Corp. (FMNB) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| FMNB | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.42 | -0.05 |
| Martin ratioReturn relative to average drawdown | 2.81 | 5.17 | -2.36 |
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Drawdowns
FMNB vs. SPYG - Drawdown Comparison
The maximum FMNB drawdown since its inception was -74.35%, which is greater than SPYG's maximum drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for FMNB and SPYG.
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Drawdown Indicators
| FMNB | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.35% | -67.63% | -6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -16.69% | -13.76% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.59% | -22.14% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -41.47% | -32.67% | -8.80% |
Max Drawdown (10Y)Largest decline over 10 years | -41.47% | -32.67% | -8.80% |
Current DrawdownCurrent decline from peak | -0.87% | -4.33% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -29.00% | -24.20% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 3.78% | +4.36% |
Volatility
FMNB vs. SPYG - Volatility Comparison
Farmers National Banc Corp. (FMNB) has a higher volatility of 7.60% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.08%. This indicates that FMNB's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMNB | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 6.08% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 14.85% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.21% | 18.18% | +6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.52% | 21.50% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.38% | 20.79% | +11.59% |
Dividends
FMNB vs. SPYG - Dividend Comparison
FMNB's dividend yield for the trailing twelve months is around 4.29%, more than SPYG's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMNB Farmers National Banc Corp. | 4.29% | 5.11% | 4.78% | 4.71% | 4.60% | 2.53% | 3.32% | 2.33% | 2.35% | 1.49% | 1.13% | 1.40% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.49% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
FMNB and SPYG have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMNB has higher volatility (7.60%) compared to SPYG (6.08%). In terms of maximum drawdown, FMNB dropped -74.35% vs SPYG's -67.63%.
SPYG currently has the higher Sharpe Ratio (1.08 vs 0.95), 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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