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FRME vs. CCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRME vs. CCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Merchants Corporation (FRME) and Coastal Financial Corporation (CCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRME achieves a 11.97% return, which is significantly higher than CCB's -37.11% return.


FRME

1D
1.15%
1M
3.57%
YTD
11.97%
6M
8.52%
1Y
18.95%
3Y*
18.76%
5Y*
2.87%
10Y*
8.59%

CCB

1D
0.57%
1M
3.45%
YTD
-37.11%
6M
-38.97%
1Y
-16.25%
3Y*
24.32%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRME vs. CCB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FRME
First Merchants Corporation
11.97%-2.55%11.82%-5.82%1.11%14.99%-6.93%24.62%-25.68%
CCB
Coastal Financial Corporation
-37.11%34.95%91.20%-6.54%-6.12%141.05%27.50%8.14%-6.28%

Correlation

The correlation between FRME and CCB is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.53

The correlation between FRME and CCB shifts across timeframes, from 0.53 (all time) to 0.64 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FRME:

$3.40

CCB:

$4.25

PE Ratio

FRME:

12.10

CCB:

16.94

PEG Ratio

FRME:

14.28

CCB:

1.72

PS Ratio

FRME:

2.30

CCB:

1.98

Total Revenue (TTM)

FRME:

$1.05B

CCB:

$422.59M

Gross Profit (TTM)

FRME:

$484.80M

CCB:

$195.03M

EBITDA (TTM)

FRME:

$217.48M

CCB:

$52.74M

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Return for Risk

FRME vs. CCB — Risk / Return Rank

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

FRME
FRME Risk / Return Rank: 6464
Overall Rank
FRME Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FRME Sortino Ratio Rank: 6161
Sortino Ratio Rank
FRME Omega Ratio Rank: 5959
Omega Ratio Rank
FRME Calmar Ratio Rank: 6666
Calmar Ratio Rank
FRME Martin Ratio Rank: 6666
Martin Ratio Rank

CCB
CCB Risk / Return Rank: 2626
Overall Rank
CCB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CCB Sortino Ratio Rank: 2525
Sortino Ratio Rank
CCB Omega Ratio Rank: 2525
Omega Ratio Rank
CCB Calmar Ratio Rank: 2929
Calmar Ratio Rank
CCB Martin Ratio Rank: 2929
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.

FRME vs. CCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Merchants Corporation (FRME) and Coastal Financial Corporation (CCB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRMECCBDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.15

0.96

+0.18

Calmar ratioReturn relative to maximum drawdown

1.21

-0.38

+1.59

Martin ratioReturn relative to average drawdown

2.51

-0.72

+3.23

FRME vs. CCB - Sharpe Ratio Comparison

The current FRME Sharpe Ratio is 0.78, which is higher than the CCB Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of FRME and CCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRME vs. CCB - Drawdown Comparison

The maximum FRME drawdown since its inception was -81.31%, which is greater than CCB's maximum drawdown of -50.22%. Use the drawdown chart below to compare losses from any high point for FRME and CCB.


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Drawdown Indicators


FRMECCBDifference

Max Drawdown

Largest peak-to-trough decline

-81.31%

-50.22%

-31.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-42.99%

+27.26%

Max Drawdown (3Y)

Largest decline over 3 years

-23.94%

-42.99%

+19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-43.72%

-42.99%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-53.03%

Current Drawdown

Current decline from peak

-3.81%

-39.43%

+35.62%

Average Drawdown

Average peak-to-trough decline

-19.22%

-14.76%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

22.65%

-15.10%

Volatility

FRME vs. CCB - Volatility Comparison

The current volatility for First Merchants Corporation (FRME) is 7.32%, while Coastal Financial Corporation (CCB) has a volatility of 8.49%. This indicates that FRME experiences smaller price fluctuations and is considered to be less risky than CCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRMECCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

8.49%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.56%

30.45%

-13.89%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

41.46%

-16.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.93%

38.36%

-8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.81%

47.84%

-15.03%

Dividends

FRME vs. CCB - Dividend Comparison

FRME's dividend yield for the trailing twelve months is around 3.52%, while CCB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CCB
Coastal Financial Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRME
First Merchants Corporation
3.52%3.82%3.48%3.61%3.04%2.70%2.78%2.40%2.45%1.64%1.43%1.61%

Financials

FRME vs. CCB - Financials Comparison

This section allows you to compare key financial metrics between First Merchants Corporation and Coastal Financial Corporation. 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
248.57M
0
(FRME) Total Revenue
(CCB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FRME and CCB have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCB has higher volatility (8.49%) compared to FRME (7.32%). In terms of maximum drawdown, FRME dropped -81.31% vs CCB's -50.22%.

FRME currently has the higher Sharpe Ratio (0.78 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FRME and CCB

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