PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FNCB vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNCB and XLK is 0.08, 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.


-0.50.00.51.00.1

Performance

FNCB vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FNCB Bancorp, Inc. (FNCB) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February0
9.91%
FNCB
XLK

Key characteristics

Returns By Period


FNCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLK

YTD

3.82%

1M

2.27%

6M

9.91%

1Y

21.99%

5Y*

20.57%

10Y*

20.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FNCB vs. XLK — Risk-Adjusted Performance Rank

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

FNCB
The Risk-Adjusted Performance Rank of FNCB is 6262
Overall Rank
The Sharpe Ratio Rank of FNCB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCB is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FNCB is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FNCB is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FNCB is 6565
Martin Ratio Rank

XLK
The Risk-Adjusted Performance Rank of XLK is 3838
Overall Rank
The Sharpe Ratio Rank of XLK is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 3232
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 3535
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4747
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 4242
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.

FNCB vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FNCB Bancorp, Inc. (FNCB) and Technology Select Sector SPDR Fund (XLK). 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 FNCB, currently valued at 0.72, compared to the broader market-2.000.002.000.720.88
The chart of Sortino ratio for FNCB, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.006.001.301.27
The chart of Omega ratio for FNCB, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.17
The chart of Calmar ratio for FNCB, currently valued at 0.23, compared to the broader market0.002.004.006.000.231.18
The chart of Martin ratio for FNCB, currently valued at 3.44, compared to the broader market-10.000.0010.0020.0030.003.443.96
FNCB
XLK


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.72
0.88
FNCB
XLK

Dividends

FNCB vs. XLK - Dividend Comparison

FNCB has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
FNCB
FNCB Bancorp, Inc.
2.67%2.67%5.30%4.02%2.92%3.44%2.37%2.01%1.78%1.49%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.63%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%

Drawdowns

FNCB vs. XLK - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-61.49%
-0.32%
FNCB
XLK

Volatility

FNCB vs. XLK - Volatility Comparison

The current volatility for FNCB Bancorp, Inc. (FNCB) is 0.00%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 7.31%. This indicates that FNCB experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
7.31%
FNCB
XLK
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab