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GCBC vs. FMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GCBC vs. FMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greene County Bancorp, Inc. (GCBC) and FMC Corporation (FMC). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.11%
-11.87%
GCBC
FMC

Returns By Period

In the year-to-date period, GCBC achieves a 15.81% return, which is significantly higher than FMC's -9.88% return. Over the past 10 years, GCBC has outperformed FMC with an annualized return of 20.97%, while FMC has yielded a comparatively lower 3.09% annualized return.


GCBC

YTD

15.81%

1M

8.38%

6M

3.11%

1Y

25.56%

5Y (annualized)

20.27%

10Y (annualized)

20.97%

FMC

YTD

-9.88%

1M

-11.90%

6M

-11.87%

1Y

6.88%

5Y (annualized)

-8.58%

10Y (annualized)

3.09%

Fundamentals


GCBCFMC
Market Cap$549.97M$6.89B
EPS$1.44$12.19
PE Ratio22.434.53
PEG Ratio0.001.85
Total Revenue (TTM)$107.90M$4.17B
Gross Profit (TTM)$103.56M$1.56B
EBITDA (TTM)$7.66M$511.80M

Key characteristics


GCBCFMC
Sharpe Ratio0.560.17
Sortino Ratio1.210.58
Omega Ratio1.151.07
Calmar Ratio0.870.12
Martin Ratio2.350.72
Ulcer Index13.36%10.19%
Daily Std Dev55.70%42.87%
Max Drawdown-53.06%-69.75%
Current Drawdown-13.31%-57.48%

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Correlation

-0.50.00.51.00.1

The correlation between GCBC and FMC is 0.10, 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.

Risk-Adjusted Performance

GCBC vs. FMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Greene County Bancorp, Inc. (GCBC) and FMC Corporation (FMC). 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 GCBC, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.17
The chart of Sortino ratio for GCBC, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.210.58
The chart of Omega ratio for GCBC, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.07
The chart of Calmar ratio for GCBC, currently valued at 0.87, compared to the broader market0.002.004.006.000.870.12
The chart of Martin ratio for GCBC, currently valued at 2.35, compared to the broader market-10.000.0010.0020.0030.002.350.72
GCBC
FMC

The current GCBC Sharpe Ratio is 0.56, which is higher than the FMC Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of GCBC and FMC, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.56
0.17
GCBC
FMC

Dividends

GCBC vs. FMC - Dividend Comparison

GCBC's dividend yield for the trailing twelve months is around 1.05%, less than FMC's 4.20% yield.


TTM20232022202120202019201820172016201520142013
GCBC
Greene County Bancorp, Inc.
1.05%1.06%0.94%1.36%1.80%1.46%1.27%1.18%1.64%4.60%2.36%2.69%
FMC
FMC Corporation
4.20%3.68%1.74%1.79%1.57%1.64%1.21%0.70%1.17%1.69%1.05%0.72%

Drawdowns

GCBC vs. FMC - Drawdown Comparison

The maximum GCBC drawdown since its inception was -53.06%, smaller than the maximum FMC drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for GCBC and FMC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.31%
-57.48%
GCBC
FMC

Volatility

GCBC vs. FMC - Volatility Comparison

Greene County Bancorp, Inc. (GCBC) has a higher volatility of 22.53% compared to FMC Corporation (FMC) at 13.67%. This indicates that GCBC's price experiences larger fluctuations and is considered to be riskier than FMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.53%
13.67%
GCBC
FMC

Financials

GCBC vs. FMC - Financials Comparison

This section allows you to compare key financial metrics between Greene County Bancorp, Inc. and FMC 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


Values in USD except per share items