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FMNB vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMNB and SPYG is 0.15, 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.


-0.50.00.51.00.2

Performance

FMNB vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Farmers National Banc Corp. (FMNB) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
2.85%
14.55%
FMNB
SPYG

Key characteristics

Sharpe Ratio

FMNB:

0.20

SPYG:

1.75

Sortino Ratio

FMNB:

0.57

SPYG:

2.30

Omega Ratio

FMNB:

1.07

SPYG:

1.32

Calmar Ratio

FMNB:

0.20

SPYG:

2.47

Martin Ratio

FMNB:

0.69

SPYG:

9.49

Ulcer Index

FMNB:

9.79%

SPYG:

3.32%

Daily Std Dev

FMNB:

33.33%

SPYG:

18.02%

Max Drawdown

FMNB:

-74.33%

SPYG:

-67.79%

Current Drawdown

FMNB:

-15.23%

SPYG:

-0.74%

Returns By Period

In the year-to-date period, FMNB achieves a 1.76% return, which is significantly lower than SPYG's 4.33% return. Over the past 10 years, FMNB has underperformed SPYG with an annualized return of 9.44%, while SPYG has yielded a comparatively higher 15.22% annualized return.


FMNB

YTD

1.76%

1M

7.11%

6M

2.84%

1Y

8.87%

5Y*

2.10%

10Y*

9.44%

SPYG

YTD

4.33%

1M

0.99%

6M

14.55%

1Y

33.05%

5Y*

16.64%

10Y*

15.22%

*Annualized

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Risk-Adjusted Performance

FMNB vs. SPYG — Risk-Adjusted Performance Rank

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

FMNB
The Risk-Adjusted Performance Rank of FMNB is 5151
Overall Rank
The Sharpe Ratio Rank of FMNB is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FMNB is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FMNB is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FMNB is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FMNB is 5454
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 7272
Overall Rank
The Sharpe Ratio Rank of SPYG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMNB vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmers National Banc Corp. (FMNB) and 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.


Sharpe ratio
The chart of Sharpe ratio for FMNB, currently valued at 0.20, compared to the broader market-2.000.002.000.201.75
The chart of Sortino ratio for FMNB, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.006.000.572.30
The chart of Omega ratio for FMNB, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.32
The chart of Calmar ratio for FMNB, currently valued at 0.20, compared to the broader market0.002.004.006.000.202.47
The chart of Martin ratio for FMNB, currently valued at 0.69, compared to the broader market-10.000.0010.0020.0030.000.699.49
FMNB
SPYG

The current FMNB Sharpe Ratio is 0.20, which is lower than the SPYG Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FMNB and SPYG, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.20
1.75
FMNB
SPYG

Dividends

FMNB vs. SPYG - Dividend Comparison

FMNB's dividend yield for the trailing twelve months is around 4.70%, more than SPYG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
FMNB
Farmers National Banc Corp.
4.70%4.78%4.71%4.60%2.53%3.32%2.33%2.35%1.49%1.13%1.40%1.44%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.58%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

FMNB vs. SPYG - Drawdown Comparison

The maximum FMNB drawdown since its inception was -74.33%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for FMNB and SPYG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.23%
-0.74%
FMNB
SPYG

Volatility

FMNB vs. SPYG - Volatility Comparison

Farmers National Banc Corp. (FMNB) has a higher volatility of 6.33% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.38%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
6.33%
5.38%
FMNB
SPYG
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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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