NECB vs. FXF
NECB (Northeast Community Bancorp, Inc.) is a stock, while FXF (Invesco CurrencyShares® Swiss Franc Trust) is Currency fund tracking the Swiss Franc. Over the past 10 years, NECB returned 20.80%/yr vs 1.06%/yr for FXF. At a 0.04 correlation, their price movements are largely independent.
Performance
NECB vs. FXF - Performance Comparison
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Returns By Period
In the year-to-date period, NECB achieves a 16.88% return, which is significantly higher than FXF's -0.80% return. Over the past 10 years, NECB has outperformed FXF with an annualized return of 20.80%, while FXF has yielded a comparatively lower 1.06% annualized return.
NECB
- 1D
- 1.33%
- 1M
- 9.99%
- YTD
- 16.88%
- 6M
- 13.37%
- 1Y
- 18.22%
- 3Y*
- 25.98%
- 5Y*
- 20.75%
- 10Y*
- 20.80%
FXF
- 1D
- -0.15%
- 1M
- -1.88%
- YTD
- -0.80%
- 6M
- -0.32%
- 1Y
- 1.23%
- 3Y*
- 4.05%
- 5Y*
- 1.88%
- 10Y*
- 1.06%
NECB vs. FXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NECB Northeast Community Bancorp, Inc. | 16.88% | -3.51% | 41.77% | 20.41% | 38.91% | 10.09% | 16.28% | 9.72% | 11.13% | 29.67% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.80% | 14.04% | -7.46% | 9.63% | -2.29% | -4.08% | 8.18% | 0.32% | -2.01% | 3.31% |
Correlation
The correlation between NECB and FXF is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.04 |
The correlation between NECB and FXF shifts across timeframes, from 0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NECB vs. FXF — Risk / Return Rank
NECB
FXF
NECB vs. FXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northeast Community Bancorp, Inc. (NECB) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NECB | FXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.03 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.25 | +0.73 |
| Martin ratioReturn relative to average drawdown | 1.99 | 0.54 | +1.44 |
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Drawdowns
NECB vs. FXF - Drawdown Comparison
The maximum NECB drawdown since its inception was -61.91%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for NECB and FXF.
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Drawdown Indicators
| NECB | FXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.91% | -35.58% | -26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -18.77% | -4.97% | -13.80% |
Max Drawdown (3Y)Largest decline over 3 years | -34.54% | -8.52% | -26.02% |
Max Drawdown (5Y)Largest decline over 5 years | -34.54% | -12.68% | -21.86% |
Max Drawdown (10Y)Largest decline over 10 years | -47.80% | -15.04% | -32.76% |
Current DrawdownCurrent decline from peak | -11.33% | -19.02% | +7.69% |
Average DrawdownAverage peak-to-trough decline | -24.85% | -20.83% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.20% | 2.28% | +6.92% |
Volatility
NECB vs. FXF - Volatility Comparison
Northeast Community Bancorp, Inc. (NECB) has a higher volatility of 5.30% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.81%. This indicates that NECB's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NECB | FXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 1.81% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.65% | 5.56% | +10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.79% | 7.49% | +19.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.88% | 8.33% | +16.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.10% | 7.57% | +21.53% |
Dividends
NECB vs. FXF - Dividend Comparison
NECB's dividend yield for the trailing twelve months is around 3.85%, while FXF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NECB Northeast Community Bancorp, Inc. | 3.85% | 4.20% | 2.29% | 1.01% | 2.82% | 1.82% | 1.09% | 1.00% | 1.08% | 1.19% | 1.52% | 1.69% |
Frequently Asked Questions
NECB and FXF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NECB has higher volatility (5.30%) compared to FXF (1.81%). In terms of maximum drawdown, NECB dropped -61.91% vs FXF's -35.58%.
NECB currently has the higher Sharpe Ratio (0.68 vs 0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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