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FSBW vs. LYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FSBW and LYG is 0.23, 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

FSBW vs. LYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Bancorp, Inc. (FSBW) and Lloyds Banking Group plc (LYG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSBW:

0.57

LYG:

1.84

Sortino Ratio

FSBW:

1.10

LYG:

2.38

Omega Ratio

FSBW:

1.13

LYG:

1.32

Calmar Ratio

FSBW:

0.81

LYG:

0.70

Martin Ratio

FSBW:

1.57

LYG:

7.30

Ulcer Index

FSBW:

13.50%

LYG:

7.93%

Daily Std Dev

FSBW:

35.25%

LYG:

31.79%

Max Drawdown

FSBW:

-53.96%

LYG:

-94.82%

Current Drawdown

FSBW:

-20.22%

LYG:

-71.81%

Fundamentals

Market Cap

FSBW:

$300.51M

LYG:

$63.04B

EPS

FSBW:

$4.37

LYG:

$0.34

PE Ratio

FSBW:

8.93

LYG:

12.38

PEG Ratio

FSBW:

0.00

LYG:

2.42

PS Ratio

FSBW:

2.15

LYG:

3.59

PB Ratio

FSBW:

1.01

LYG:

0.98

Total Revenue (TTM)

FSBW:

$186.86M

LYG:

$22.32B

Gross Profit (TTM)

FSBW:

$118.08M

LYG:

$22.32B

EBITDA (TTM)

FSBW:

$4.49M

LYG:

$1.61B

Returns By Period

In the year-to-date period, FSBW achieves a -5.15% return, which is significantly lower than LYG's 59.41% return. Over the past 10 years, FSBW has outperformed LYG with an annualized return of 15.40%, while LYG has yielded a comparatively lower 2.39% annualized return.


FSBW

YTD

-5.15%

1M

-1.07%

6M

-18.35%

1Y

19.84%

3Y*

11.49%

5Y*

15.48%

10Y*

15.40%

LYG

YTD

59.41%

1M

6.58%

6M

60.59%

1Y

57.90%

3Y*

29.86%

5Y*

29.95%

10Y*

2.39%

*Annualized

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FS Bancorp, Inc.

Lloyds Banking Group plc

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

Risk-Adjusted Performance

FSBW vs. LYG — Risk-Adjusted Performance Rank

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

FSBW
The Risk-Adjusted Performance Rank of FSBW is 7070
Overall Rank
The Sharpe Ratio Rank of FSBW is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FSBW is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FSBW is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FSBW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FSBW is 6969
Martin Ratio Rank

LYG
The Risk-Adjusted Performance Rank of LYG is 8888
Overall Rank
The Sharpe Ratio Rank of LYG is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of LYG is 9090
Sortino Ratio Rank
The Omega Ratio Rank of LYG is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LYG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LYG is 9191
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.

FSBW vs. LYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Bancorp, Inc. (FSBW) and Lloyds Banking Group plc (LYG). 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.


The current FSBW Sharpe Ratio is 0.57, which is lower than the LYG Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FSBW and LYG, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSBW vs. LYG - Dividend Comparison

FSBW's dividend yield for the trailing twelve months is around 2.86%, less than LYG's 3.78% yield.


TTM20242023202220212020201920182017201620152014
FSBW
FS Bancorp, Inc.
2.86%2.58%2.71%2.09%1.44%1.53%1.02%1.24%0.79%1.03%1.04%1.26%
LYG
Lloyds Banking Group plc
3.78%5.44%5.27%4.95%2.71%5.35%5.05%6.64%4.29%5.03%2.13%0.00%

Drawdowns

FSBW vs. LYG - Drawdown Comparison

The maximum FSBW drawdown since its inception was -53.96%, smaller than the maximum LYG drawdown of -94.82%. Use the drawdown chart below to compare losses from any high point for FSBW and LYG.


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

Volatility

FSBW vs. LYG - Volatility Comparison

The current volatility for FS Bancorp, Inc. (FSBW) is 6.90%, while Lloyds Banking Group plc (LYG) has a volatility of 8.17%. This indicates that FSBW experiences smaller price fluctuations and is considered to be less risky than LYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FSBW vs. LYG - Financials Comparison

This section allows you to compare key financial metrics between FS Bancorp, Inc. and Lloyds Banking Group plc. 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


-10.00B0.0010.00B20.00B20212022202320242025
51.92M
4.70B
(FSBW) Total Revenue
(LYG) Total Revenue
Values in USD except per share items