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FNB vs. NBN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FNB and NBN 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

FNB vs. NBN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F.N.B. Corporation (FNB) and Northeast Bank (NBN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
0.54%
40.04%
FNB
NBN

Key characteristics

Sharpe Ratio

FNB:

0.52

NBN:

2.56

Sortino Ratio

FNB:

1.00

NBN:

3.47

Omega Ratio

FNB:

1.12

NBN:

1.44

Calmar Ratio

FNB:

0.92

NBN:

5.57

Martin Ratio

FNB:

2.27

NBN:

12.23

Ulcer Index

FNB:

6.92%

NBN:

7.05%

Daily Std Dev

FNB:

30.14%

NBN:

33.73%

Max Drawdown

FNB:

-69.60%

NBN:

-70.47%

Current Drawdown

FNB:

-12.05%

NBN:

-6.64%

Fundamentals

Market Cap

FNB:

$5.43B

NBN:

$840.41M

EPS

FNB:

$1.09

NBN:

$7.57

PE Ratio

FNB:

13.85

NBN:

13.51

PEG Ratio

FNB:

1.22

NBN:

0.00

Total Revenue (TTM)

FNB:

$1.69B

NBN:

$176.59M

Gross Profit (TTM)

FNB:

$1.69B

NBN:

$240.51M

EBITDA (TTM)

FNB:

$509.80M

NBN:

$69.91M

Returns By Period

In the year-to-date period, FNB achieves a 2.17% return, which is significantly lower than NBN's 5.16% return. Over the past 10 years, FNB has underperformed NBN with an annualized return of 6.45%, while NBN has yielded a comparatively higher 27.15% annualized return.


FNB

YTD

2.17%

1M

-5.09%

6M

-0.18%

1Y

17.45%

5Y*

8.00%

10Y*

6.45%

NBN

YTD

5.16%

1M

-2.07%

6M

39.97%

1Y

86.69%

5Y*

36.64%

10Y*

27.15%

*Annualized

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Risk-Adjusted Performance

FNB vs. NBN — Risk-Adjusted Performance Rank

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

FNB
The Risk-Adjusted Performance Rank of FNB is 6969
Overall Rank
The Sharpe Ratio Rank of FNB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FNB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FNB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FNB is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FNB is 7171
Martin Ratio Rank

NBN
The Risk-Adjusted Performance Rank of NBN is 9696
Overall Rank
The Sharpe Ratio Rank of NBN is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NBN is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NBN is 9393
Omega Ratio Rank
The Calmar Ratio Rank of NBN is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NBN is 9494
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.

FNB vs. NBN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F.N.B. Corporation (FNB) and Northeast Bank (NBN). 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 FNB, currently valued at 0.52, compared to the broader market-2.000.002.000.522.56
The chart of Sortino ratio for FNB, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.003.47
The chart of Omega ratio for FNB, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.44
The chart of Calmar ratio for FNB, currently valued at 0.92, compared to the broader market0.002.004.006.000.925.57
The chart of Martin ratio for FNB, currently valued at 2.27, compared to the broader market0.0010.0020.002.2712.23
FNB
NBN

The current FNB Sharpe Ratio is 0.52, which is lower than the NBN Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of FNB and NBN, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.52
2.56
FNB
NBN

Dividends

FNB vs. NBN - Dividend Comparison

FNB's dividend yield for the trailing twelve months is around 3.18%, more than NBN's 0.04% yield.


TTM20242023202220212020201920182017201620152014
FNB
F.N.B. Corporation
3.18%3.25%3.49%3.68%3.96%5.05%3.78%4.88%3.47%2.99%3.60%3.60%
NBN
Northeast Bank
0.04%0.04%0.07%0.10%0.11%0.18%0.18%0.24%0.17%0.31%0.38%1.24%

Drawdowns

FNB vs. NBN - Drawdown Comparison

The maximum FNB drawdown since its inception was -69.60%, roughly equal to the maximum NBN drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for FNB and NBN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.05%
-6.64%
FNB
NBN

Volatility

FNB vs. NBN - Volatility Comparison

F.N.B. Corporation (FNB) has a higher volatility of 9.27% compared to Northeast Bank (NBN) at 8.12%. This indicates that FNB's price experiences larger fluctuations and is considered to be riskier than NBN 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%AugustSeptemberOctoberNovemberDecember2025
9.27%
8.12%
FNB
NBN

Financials

FNB vs. NBN - Financials Comparison

This section allows you to compare key financial metrics between F.N.B. Corporation and Northeast Bank. 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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