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FNCB vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNCB and XLK is 0.09, 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

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.

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Key characteristics

Returns By Period


FNCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

XLK

YTD

-0.52%

1M

9.97%

6M

-0.87%

1Y

10.81%

3Y*

19.02%

5Y*

19.70%

10Y*

19.65%

*Annualized

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FNCB Bancorp, Inc.

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

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 3232
Overall Rank
The Sharpe Ratio Rank of XLK is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 3131
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 3131
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 3434
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 3131
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.



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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 0.68%.


TTM20242023202220212020201920182017201620152014
FNCB
FNCB Bancorp, Inc.
1.33%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
0.68%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


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

Volatility

FNCB vs. XLK - Volatility Comparison


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