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KBWB vs. FCBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBWB vs. FCBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Bank ETF (KBWB) and First Community Bankshares, Inc. (FCBC). The values are adjusted to include any dividend payments, if applicable.

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KBWB vs. FCBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWB
Invesco KBW Bank ETF
-5.53%32.05%36.73%-1.18%-21.68%37.72%-10.46%35.90%-18.30%18.11%
FCBC
First Community Bankshares, Inc.
27.85%-12.10%15.82%13.72%5.12%60.52%-27.17%1.42%14.19%-2.35%

Returns By Period

In the year-to-date period, KBWB achieves a -5.53% return, which is significantly lower than FCBC's 27.85% return. Both investments have delivered pretty close results over the past 10 years, with KBWB having a 11.89% annualized return and FCBC not far ahead at 12.35%.


KBWB

1D
3.56%
1M
-2.73%
YTD
-5.53%
6M
2.34%
1Y
29.02%
3Y*
27.16%
5Y*
7.87%
10Y*
11.89%

FCBC

1D
-0.50%
1M
6.11%
YTD
27.85%
6M
25.09%
1Y
17.45%
3Y*
25.68%
5Y*
12.38%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Invesco KBW Bank ETF

First Community Bankshares, Inc.

Return for Risk

KBWB vs. FCBC — Risk / Return Rank

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

KBWB
KBWB Risk / Return Rank: 6767
Overall Rank
KBWB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
KBWB Sortino Ratio Rank: 6363
Sortino Ratio Rank
KBWB Omega Ratio Rank: 6767
Omega Ratio Rank
KBWB Calmar Ratio Rank: 7575
Calmar Ratio Rank
KBWB Martin Ratio Rank: 6161
Martin Ratio Rank

FCBC
FCBC Risk / Return Rank: 5757
Overall Rank
FCBC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FCBC Sortino Ratio Rank: 5757
Sortino Ratio Rank
FCBC Omega Ratio Rank: 5454
Omega Ratio Rank
FCBC Calmar Ratio Rank: 5757
Calmar Ratio Rank
FCBC Martin Ratio Rank: 5656
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.

KBWB vs. FCBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Bank ETF (KBWB) and First Community Bankshares, Inc. (FCBC). 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.


KBWBFCBCDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.61

+0.51

Sortino ratio

Return per unit of downside risk

1.53

1.03

+0.50

Omega ratio

Gain probability vs. loss probability

1.24

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.88

0.70

+1.18

Martin ratio

Return relative to average drawdown

5.58

1.36

+4.22

KBWB vs. FCBC - Sharpe Ratio Comparison

The current KBWB Sharpe Ratio is 1.12, which is higher than the FCBC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of KBWB and FCBC, 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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Sharpe Ratios by Period


KBWBFCBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.61

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.43

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.38

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.19

+0.28

Correlation

The correlation between KBWB and FCBC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KBWB vs. FCBC - Dividend Comparison

KBWB's dividend yield for the trailing twelve months is around 2.27%, less than FCBC's 5.39% yield.


TTM20252024202320222021202020192018201720162015
KBWB
Invesco KBW Bank ETF
2.27%2.04%2.46%3.20%3.05%2.13%2.62%2.38%2.54%1.35%1.53%1.53%
FCBC
First Community Bankshares, Inc.
5.39%9.81%2.88%3.13%3.30%3.11%4.63%3.09%4.00%2.37%1.99%2.90%

Drawdowns

KBWB vs. FCBC - Drawdown Comparison

The maximum KBWB drawdown since its inception was -50.27%, smaller than the maximum FCBC drawdown of -79.46%. Use the drawdown chart below to compare losses from any high point for KBWB and FCBC.


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Drawdown Indicators


KBWBFCBCDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-79.46%

+29.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-23.43%

+7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-49.31%

-39.51%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-50.27%

-49.53%

-0.74%

Current Drawdown

Current decline from peak

-12.21%

-3.84%

-8.37%

Average Drawdown

Average peak-to-trough decline

-11.82%

-26.62%

+14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

11.94%

-6.43%

Volatility

KBWB vs. FCBC - Volatility Comparison

Invesco KBW Bank ETF (KBWB) has a higher volatility of 6.61% compared to First Community Bankshares, Inc. (FCBC) at 5.62%. This indicates that KBWB's price experiences larger fluctuations and is considered to be riskier than FCBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWBFCBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.62%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

20.65%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

28.60%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.65%

29.19%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.25%

32.94%

-3.69%