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

Correlation

The correlation between FMNB and SPYG is 0.20, 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

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.

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Key characteristics

Sharpe Ratio

FMNB:

0.47

SPYG:

0.82

Sortino Ratio

FMNB:

0.78

SPYG:

1.15

Omega Ratio

FMNB:

1.09

SPYG:

1.16

Calmar Ratio

FMNB:

0.36

SPYG:

0.82

Martin Ratio

FMNB:

1.09

SPYG:

2.75

Ulcer Index

FMNB:

10.98%

SPYG:

6.63%

Daily Std Dev

FMNB:

33.90%

SPYG:

25.18%

Max Drawdown

FMNB:

-74.33%

SPYG:

-67.79%

Current Drawdown

FMNB:

-21.47%

SPYG:

-2.78%

Returns By Period

In the year-to-date period, FMNB achieves a -5.74% return, which is significantly lower than SPYG's 2.18% return. Over the past 10 years, FMNB has underperformed SPYG with an annualized return of 8.26%, while SPYG has yielded a comparatively higher 14.90% annualized return.


FMNB

YTD

-5.74%

1M

1.46%

6M

-13.40%

1Y

15.85%

3Y*

-0.42%

5Y*

6.83%

10Y*

8.26%

SPYG

YTD

2.18%

1M

9.38%

6M

3.01%

1Y

20.59%

3Y*

17.35%

5Y*

16.74%

10Y*

14.90%

*Annualized

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Farmers National Banc Corp.

SPDR Portfolio S&P 500 Growth ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 6363
Overall Rank
The Sharpe Ratio Rank of FMNB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FMNB is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FMNB is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FMNB is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FMNB is 6464
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 6969
Overall Rank
The Sharpe Ratio Rank of SPYG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6767
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.


The current FMNB Sharpe Ratio is 0.47, which is lower than the SPYG Sharpe Ratio of 0.82. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FMNB vs. SPYG - Dividend Comparison

FMNB's dividend yield for the trailing twelve months is around 5.14%, more than SPYG's 0.60% yield.


TTM20242023202220212020201920182017201620152014
FMNB
Farmers National Banc Corp.
5.14%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
0.60%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FMNB vs. SPYG - Volatility Comparison

Farmers National Banc Corp. (FMNB) has a higher volatility of 6.81% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.58%. 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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