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

Performance

FRME vs. COLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Merchants Corporation (FRME) and Columbia Banking System, Inc. (COLB). 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 lower than COLB's 13.21% return. Over the past 10 years, FRME has outperformed COLB with an annualized return of 8.59%, while COLB has yielded a comparatively lower 5.40% annualized 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%

COLB

1D
1.05%
1M
5.15%
YTD
13.21%
6M
9.04%
1Y
44.74%
3Y*
21.75%
5Y*
0.39%
10Y*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRME vs. COLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRME
First Merchants Corporation
11.97%-2.55%11.82%-5.82%1.11%14.99%-6.93%24.62%-16.93%13.63%
COLB
Columbia Banking System, Inc.
13.21%9.36%8.05%-5.86%-4.26%-6.24%-8.16%15.54%-14.36%-0.65%

Correlation

The correlation between FRME and COLB is 0.74, 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

0.74

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

0.79

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 16, 1992

0.47

Over the past year, FRME and COLB have become more correlated (0.74) than their long-term average of 0.47, meaning their price movements have been converging.

Fundamentals

Market Cap

FRME:

$2.51B

COLB:

$9.02B

EPS

FRME:

$3.40

COLB:

$2.53

PE Ratio

FRME:

12.10

COLB:

12.22

PEG Ratio

FRME:

14.28

COLB:

1.66

PS Ratio

FRME:

2.30

COLB:

2.42

PB Ratio

FRME:

0.94

COLB:

1.18

Total Revenue (TTM)

FRME:

$1.05B

COLB:

$3.32B

Gross Profit (TTM)

FRME:

$484.80M

COLB:

$1.71B

EBITDA (TTM)

FRME:

$217.48M

COLB:

$736.44M

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Return for Risk

FRME vs. COLB — 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

COLB
COLB Risk / Return Rank: 7979
Overall Rank
COLB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
COLB Sortino Ratio Rank: 7878
Sortino Ratio Rank
COLB Omega Ratio Rank: 7777
Omega Ratio Rank
COLB Calmar Ratio Rank: 8080
Calmar Ratio Rank
COLB Martin Ratio Rank: 8181
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. COLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Merchants Corporation (FRME) and Columbia Banking System, Inc. (COLB). 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.


FRMECOLBDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratioReturn relative to maximum drawdown

1.21

2.45

-1.24

Martin ratioReturn relative to average drawdown

2.51

6.70

-4.19

FRME vs. COLB - Sharpe Ratio Comparison

The current FRME Sharpe Ratio is 0.78, which is lower than the COLB Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of FRME and COLB, 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. COLB - Drawdown Comparison

The maximum FRME drawdown since its inception was -81.31%, smaller than the maximum COLB drawdown of -85.93%. Use the drawdown chart below to compare losses from any high point for FRME and COLB.


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Drawdown Indicators


FRMECOLBDifference

Max Drawdown

Largest peak-to-trough decline

-81.31%

-85.93%

+4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-18.38%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-23.94%

-36.43%

+12.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.72%

-51.72%

+8.00%

Max Drawdown (10Y)

Largest decline over 10 years

-53.03%

-60.80%

+7.77%

Current Drawdown

Current decline from peak

-3.81%

-20.07%

+16.26%

Average Drawdown

Average peak-to-trough decline

-19.22%

-27.54%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

6.69%

+0.86%

Volatility

FRME vs. COLB - Volatility Comparison

First Merchants Corporation (FRME) has a higher volatility of 7.32% compared to Columbia Banking System, Inc. (COLB) at 6.71%. This indicates that FRME's price experiences larger fluctuations and is considered to be riskier than COLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRMECOLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

6.71%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.56%

18.96%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

30.13%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.93%

38.07%

-8.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.81%

37.99%

-5.18%

Dividends

FRME vs. COLB - Dividend Comparison

FRME's dividend yield for the trailing twelve months is around 3.52%, less than COLB's 4.76% yield.


PositionTTM20252024202320222021202020192018201720162015
COLB
Columbia Banking System, Inc.
4.76%5.19%5.33%5.17%3.98%3.48%3.12%2.75%2.76%2.03%3.42%3.57%
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. COLB - Financials Comparison

This section allows you to compare key financial metrics between First Merchants Corporation and Columbia Banking System, Inc.. 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
248.57M
816.00M
(FRME) Total Revenue
(COLB) Total Revenue
Values in USD except per share items

FRME vs. COLB - Profitability Comparison

The chart below illustrates the profitability comparison between First Merchants Corporation and Columbia Banking System, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
FRME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, First Merchants Corporation reported a gross profit of 0.00 and revenue of 248.57M. Therefore, the gross margin over that period was 0.0%.

COLB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Columbia Banking System, Inc. reported a gross profit of 0.00 and revenue of 816.00M. Therefore, the gross margin over that period was 0.0%.

FRME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, First Merchants Corporation reported an operating income of 0.00 and revenue of 248.57M, resulting in an operating margin of 0.0%.

COLB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Columbia Banking System, Inc. reported an operating income of 0.00 and revenue of 816.00M, resulting in an operating margin of 0.0%.

FRME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, First Merchants Corporation reported a net income of 28.16M and revenue of 248.57M, resulting in a net margin of 11.3%.

COLB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Columbia Banking System, Inc. reported a net income of 192.00M and revenue of 816.00M, resulting in a net margin of 23.5%.


Frequently Asked Questions


FRME and COLB have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FRME has higher volatility (7.32%) compared to COLB (6.71%). In terms of maximum drawdown, FRME dropped -81.31% vs COLB's -85.93%.

COLB currently has the higher Sharpe Ratio (1.49 vs 0.78), 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.

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