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FNLC vs. FHLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNLC vs. FHLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The First Bancorp, Inc. (FNLC) and Fidelity MSCI Health Care Index ETF (FHLC). The values are adjusted to include any dividend payments, if applicable.

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FNLC vs. FHLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNLC
The First Bancorp, Inc.
7.46%2.28%2.49%-0.50%-0.40%29.22%-11.50%20.16%0.24%-14.72%
FHLC
Fidelity MSCI Health Care Index ETF
-4.97%15.42%2.48%2.58%-5.55%20.39%18.13%21.94%4.71%23.34%

Returns By Period

In the year-to-date period, FNLC achieves a 7.46% return, which is significantly higher than FHLC's -4.97% return. Over the past 10 years, FNLC has underperformed FHLC with an annualized return of 8.44%, while FHLC has yielded a comparatively higher 9.60% annualized return.


FNLC

1D
-0.67%
1M
1.37%
YTD
7.46%
6M
9.76%
1Y
19.99%
3Y*
8.62%
5Y*
4.05%
10Y*
8.44%

FHLC

1D
2.28%
1M
-7.46%
YTD
-4.97%
6M
5.95%
1Y
4.53%
3Y*
6.14%
5Y*
5.07%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FNLC vs. FHLC — Risk / Return Rank

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

FNLC
FNLC Risk / Return Rank: 6666
Overall Rank
FNLC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FNLC Sortino Ratio Rank: 6161
Sortino Ratio Rank
FNLC Omega Ratio Rank: 5858
Omega Ratio Rank
FNLC Calmar Ratio Rank: 7474
Calmar Ratio Rank
FNLC Martin Ratio Rank: 7171
Martin Ratio Rank

FHLC
FHLC Risk / Return Rank: 2121
Overall Rank
FHLC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FHLC Sortino Ratio Rank: 2020
Sortino Ratio Rank
FHLC Omega Ratio Rank: 1919
Omega Ratio Rank
FHLC Calmar Ratio Rank: 2525
Calmar Ratio Rank
FHLC Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNLC vs. FHLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The First Bancorp, Inc. (FNLC) and Fidelity MSCI Health Care Index ETF (FHLC). 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.


FNLCFHLCDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.26

+0.48

Sortino ratio

Return per unit of downside risk

1.19

0.48

+0.72

Omega ratio

Gain probability vs. loss probability

1.14

1.06

+0.08

Calmar ratio

Return relative to maximum drawdown

1.72

0.51

+1.21

Martin ratio

Return relative to average drawdown

3.77

1.08

+2.69

FNLC vs. FHLC - Sharpe Ratio Comparison

The current FNLC Sharpe Ratio is 0.74, which is higher than the FHLC Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FNLC and FHLC, 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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Sharpe Ratios by Period


FNLCFHLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.26

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.34

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.57

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.61

-0.34

Correlation

The correlation between FNLC and FHLC is 0.32, 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.


Dividends

FNLC vs. FHLC - Dividend Comparison

FNLC's dividend yield for the trailing twelve months is around 5.24%, more than FHLC's 1.44% yield.


TTM20252024202320222021202020192018201720162015
FNLC
The First Bancorp, Inc.
5.24%5.52%5.19%4.89%4.41%4.01%4.80%3.90%4.03%3.89%2.72%3.18%
FHLC
Fidelity MSCI Health Care Index ETF
1.44%1.40%1.51%1.40%1.30%1.16%1.45%1.18%1.38%1.38%1.40%2.07%

Drawdowns

FNLC vs. FHLC - Drawdown Comparison

The maximum FNLC drawdown since its inception was -49.41%, which is greater than FHLC's maximum drawdown of -28.76%. Use the drawdown chart below to compare losses from any high point for FNLC and FHLC.


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Drawdown Indicators


FNLCFHLCDifference

Max Drawdown

Largest peak-to-trough decline

-49.41%

-28.76%

-20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-10.38%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-29.30%

-17.73%

-11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-28.76%

-11.08%

Current Drawdown

Current decline from peak

-6.60%

-7.99%

+1.39%

Average Drawdown

Average peak-to-trough decline

-14.98%

-5.16%

-9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.04%

+0.13%

Volatility

FNLC vs. FHLC - Volatility Comparison

The First Bancorp, Inc. (FNLC) has a higher volatility of 7.13% compared to Fidelity MSCI Health Care Index ETF (FHLC) at 5.14%. This indicates that FNLC's price experiences larger fluctuations and is considered to be riskier than FHLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNLCFHLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

5.14%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

18.53%

10.26%

+8.27%

Volatility (1Y)

Calculated over the trailing 1-year period

27.20%

17.61%

+9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.62%

14.85%

+13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

16.82%

+17.52%