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

Correlation

The correlation between MBI and FXNC is 0.05, 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

MBI vs. FXNC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MBI:

-0.34

FXNC:

1.44

Sortino Ratio

MBI:

-0.16

FXNC:

2.21

Omega Ratio

MBI:

0.98

FXNC:

1.30

Calmar Ratio

MBI:

-0.26

FXNC:

1.29

Martin Ratio

MBI:

-0.87

FXNC:

3.88

Ulcer Index

MBI:

27.03%

FXNC:

10.65%

Daily Std Dev

MBI:

63.93%

FXNC:

28.42%

Max Drawdown

MBI:

-96.79%

FXNC:

-84.90%

Current Drawdown

MBI:

-85.08%

FXNC:

-21.22%

Fundamentals

Market Cap

MBI:

$245.31M

FXNC:

$187.55M

EPS

MBI:

-$8.71

FXNC:

$0.67

PEG Ratio

MBI:

-0.90

FXNC:

0.00

PS Ratio

MBI:

6.63

FXNC:

2.91

PB Ratio

MBI:

3.52

FXNC:

1.12

Total Revenue (TTM)

MBI:

$43.00M

FXNC:

$53.74M

Gross Profit (TTM)

MBI:

$27.00M

FXNC:

$53.74M

EBITDA (TTM)

MBI:

-$363.00M

FXNC:

$8.02M

Returns By Period

In the year-to-date period, MBI achieves a -28.17% return, which is significantly lower than FXNC's -8.72% return. Over the past 10 years, MBI has underperformed FXNC with an annualized return of 1.70%, while FXNC has yielded a comparatively higher 13.50% annualized return.


MBI

YTD

-28.17%

1M

16.58%

6M

-23.05%

1Y

-21.75%

5Y*

11.39%

10Y*

1.70%

FXNC

YTD

-8.72%

1M

12.20%

6M

-11.20%

1Y

40.50%

5Y*

10.90%

10Y*

13.50%

*Annualized

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Risk-Adjusted Performance

MBI vs. FXNC — Risk-Adjusted Performance Rank

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

MBI
The Risk-Adjusted Performance Rank of MBI is 3131
Overall Rank
The Sharpe Ratio Rank of MBI is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of MBI is 3131
Sortino Ratio Rank
The Omega Ratio Rank of MBI is 3131
Omega Ratio Rank
The Calmar Ratio Rank of MBI is 3434
Calmar Ratio Rank
The Martin Ratio Rank of MBI is 3030
Martin Ratio Rank

FXNC
The Risk-Adjusted Performance Rank of FXNC is 8787
Overall Rank
The Sharpe Ratio Rank of FXNC is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FXNC is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FXNC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FXNC is 8383
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.

MBI vs. FXNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MBIA Inc. (MBI) and First National Corporation (FXNC). 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 MBI Sharpe Ratio is -0.34, which is lower than the FXNC Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of MBI and FXNC, 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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Dividends

MBI vs. FXNC - Dividend Comparison

MBI has not paid dividends to shareholders, while FXNC's dividend yield for the trailing twelve months is around 3.69%.


TTM20242023202220212020201920182017201620152014
MBI
MBIA Inc.
0.00%0.00%130.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXNC
First National Corporation
3.69%3.32%2.76%3.27%2.09%2.60%1.68%1.03%0.78%0.93%1.12%0.87%

Drawdowns

MBI vs. FXNC - Drawdown Comparison

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


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Volatility

MBI vs. FXNC - Volatility Comparison

MBIA Inc. (MBI) has a higher volatility of 23.81% compared to First National Corporation (FXNC) at 10.86%. This indicates that MBI's price experiences larger fluctuations and is considered to be riskier than FXNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

MBI vs. FXNC - Financials Comparison

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


0.0050.00M100.00M20212022202320242025
14.00M
3.61M
(MBI) Total Revenue
(FXNC) Total Revenue
Values in USD except per share items