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FXNC vs. MBI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FXNC and MBI is 0.04, 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.


-0.50.00.51.00.0

Performance

FXNC vs. MBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First National Corporation (FXNC) and MBIA Inc. (MBI). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
630.57%
-65.57%
FXNC
MBI

Key characteristics

Sharpe Ratio

FXNC:

0.95

MBI:

0.07

Sortino Ratio

FXNC:

1.50

MBI:

0.53

Omega Ratio

FXNC:

1.21

MBI:

1.06

Calmar Ratio

FXNC:

0.74

MBI:

0.05

Martin Ratio

FXNC:

1.27

MBI:

0.15

Ulcer Index

FXNC:

19.10%

MBI:

27.37%

Daily Std Dev

FXNC:

25.56%

MBI:

56.21%

Max Drawdown

FXNC:

-84.90%

MBI:

-96.79%

Current Drawdown

FXNC:

-6.41%

MBI:

-80.38%

Fundamentals

Market Cap

FXNC:

$223.18M

MBI:

$323.53M

EPS

FXNC:

$1.12

MBI:

-$11.19

PEG Ratio

FXNC:

0.00

MBI:

-0.90

Total Revenue (TTM)

FXNC:

$79.10M

MBI:

-$27.00M

Gross Profit (TTM)

FXNC:

$79.10M

MBI:

-$26.00M

EBITDA (TTM)

FXNC:

$10.79M

MBI:

-$304.00M

Returns By Period

In the year-to-date period, FXNC achieves a 15.55% return, which is significantly higher than MBI's -0.33% return. Over the past 10 years, FXNC has outperformed MBI with an annualized return of 13.33%, while MBI has yielded a comparatively lower 4.24% annualized return.


FXNC

YTD

15.55%

1M

4.99%

6M

66.45%

1Y

20.88%

5Y*

6.00%

10Y*

13.33%

MBI

YTD

-0.33%

1M

-7.29%

6M

8.73%

1Y

0.46%

5Y*

8.20%

10Y*

4.24%

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Risk-Adjusted Performance

FXNC vs. MBI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First National Corporation (FXNC) and MBIA Inc. (MBI). 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.


Sharpe ratio
The chart of Sharpe ratio for FXNC, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.950.07
The chart of Sortino ratio for FXNC, currently valued at 1.50, compared to the broader market-4.00-2.000.002.004.001.500.53
The chart of Omega ratio for FXNC, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.06
The chart of Calmar ratio for FXNC, currently valued at 0.74, compared to the broader market0.002.004.006.000.740.05
The chart of Martin ratio for FXNC, currently valued at 1.27, compared to the broader market0.0010.0020.001.270.15
FXNC
MBI

The current FXNC Sharpe Ratio is 0.95, which is higher than the MBI Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FXNC and MBI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.95
0.07
FXNC
MBI

Dividends

FXNC vs. MBI - Dividend Comparison

FXNC's dividend yield for the trailing twelve months is around 3.17%, less than MBI's 131.15% yield.


TTM2023202220212020201920182017201620152014
FXNC
First National Corporation
3.17%2.76%3.27%2.09%2.60%1.68%1.03%0.78%0.93%1.12%0.87%
MBI
MBIA Inc.
131.15%130.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FXNC vs. MBI - Drawdown Comparison

The maximum FXNC drawdown since its inception was -84.90%, smaller than the maximum MBI drawdown of -96.79%. Use the drawdown chart below to compare losses from any high point for FXNC and MBI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.41%
-80.38%
FXNC
MBI

Volatility

FXNC vs. MBI - Volatility Comparison

The current volatility for First National Corporation (FXNC) is 7.90%, while MBIA Inc. (MBI) has a volatility of 15.98%. This indicates that FXNC experiences smaller price fluctuations and is considered to be less risky than MBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
7.90%
15.98%
FXNC
MBI

Financials

FXNC vs. MBI - Financials Comparison

This section allows you to compare key financial metrics between First National Corporation and MBIA 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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