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NSSC vs. FCNCA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NSSC vs. FCNCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Napco Security Technologies, Inc. (NSSC) and First Citizens BancShares, Inc. (FCNCA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NSSC achieves a -12.88% return, which is significantly lower than FCNCA's -3.05% return. Over the past 10 years, NSSC has outperformed FCNCA with an annualized return of 25.98%, while FCNCA has yielded a comparatively lower 23.34% annualized return.


NSSC

1D
-0.19%
1M
-3.58%
6M
-5.89%
YTD
-12.88%
1Y
20.41%
3Y*
0.98%
5Y*
16.58%
10Y*
25.98%
ALL TIME*
12.58%

FCNCA

1D
-2.16%
1M
0.22%
6M
-4.09%
YTD
-3.05%
1Y
-1.82%
3Y*
15.43%
5Y*
22.07%
10Y*
23.34%
ALL TIME*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSSC vs. FCNCA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSSC
Napco Security Technologies, Inc.
-12.88%19.22%4.97%25.59%9.96%90.62%-10.79%86.60%80.00%2.94%
FCNCA
First Citizens BancShares, Inc.
-3.05%1.99%49.46%87.73%-8.35%44.83%8.35%41.64%-6.12%13.92%

Correlation

The correlation between NSSC and FCNCA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 25, 1992

0.12

The correlation between NSSC and FCNCA shifts across timeframes, from 0.12 (all time) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NSSC:

$1.29B

FCNCA:

$24.06B

EPS

NSSC:

$1.03

FCNCA:

$182.32

PE Ratio

NSSC:

35.01

FCNCA:

11.39

PEG Ratio

NSSC:

1.26

FCNCA:

0.05

PS Ratio

NSSC:

6.55

FCNCA:

1.78

PB Ratio

NSSC:

7.24

FCNCA:

1.22

Total Revenue (TTM)

NSSC:

$197.23M

FCNCA:

$14.45B

Gross Profit (TTM)

NSSC:

$112.37M

FCNCA:

$9.08B

EBITDA (TTM)

NSSC:

$42.52M

FCNCA:

$3.47B

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Return for Risk

NSSC vs. FCNCA — Risk / Return Rank

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

NSSC
NSSC Risk / Return Rank: 6262
Overall Rank
NSSC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NSSC Sortino Ratio Rank: 5858
Sortino Ratio Rank
NSSC Omega Ratio Rank: 6060
Omega Ratio Rank
NSSC Calmar Ratio Rank: 6464
Calmar Ratio Rank
NSSC Martin Ratio Rank: 6464
Martin Ratio Rank

FCNCA
FCNCA Risk / Return Rank: 4040
Overall Rank
FCNCA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FCNCA Sortino Ratio Rank: 3737
Sortino Ratio Rank
FCNCA Omega Ratio Rank: 3737
Omega Ratio Rank
FCNCA Calmar Ratio Rank: 4343
Calmar Ratio Rank
FCNCA Martin Ratio Rank: 4343
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.

NSSC vs. FCNCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) and First Citizens BancShares, Inc. (FCNCA). 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.


NSSCFCNCADifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.13

1.01

+0.12

Calmar ratioReturn relative to maximum drawdown

0.80

-0.08

+0.87

Martin ratioReturn relative to average drawdown

1.79

-0.16

+1.95

NSSC vs. FCNCA - Sharpe Ratio Comparison

The current NSSC Sharpe Ratio is 0.49, which is higher than the FCNCA Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of NSSC and FCNCA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NSSC vs. FCNCA - Drawdown Comparison

The maximum NSSC drawdown since its inception was -93.20%, which is greater than FCNCA's maximum drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for NSSC and FCNCA.


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Drawdown Indicators


NSSCFCNCADifference

Max Drawdown

Largest peak-to-trough decline

-93.20%

-63.51%

-29.69%

Max Drawdown (1Y)

Largest decline over 1 year

-25.72%

-24.00%

-1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-65.43%

-33.51%

-31.92%

Max Drawdown (5Y)

Largest decline over 5 years

-65.43%

-43.63%

-21.80%

Max Drawdown (10Y)

Largest decline over 10 years

-65.43%

-47.48%

-17.95%

Current Drawdown

Current decline from peak

-35.90%

-11.14%

-24.76%

Average Drawdown

Average peak-to-trough decline

-38.18%

-13.95%

-24.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.44%

11.24%

+0.20%

Volatility

NSSC vs. FCNCA - Volatility Comparison

Napco Security Technologies, Inc. (NSSC) has a higher volatility of 9.00% compared to First Citizens BancShares, Inc. (FCNCA) at 7.52%. This indicates that NSSC's price experiences larger fluctuations and is considered to be riskier than FCNCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSSCFCNCADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

7.52%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

32.18%

21.13%

+11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

42.26%

27.65%

+14.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.10%

41.49%

+9.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.61%

37.95%

+11.66%

Dividends

NSSC vs. FCNCA - Dividend Comparison

NSSC's dividend yield for the trailing twelve months is around 1.61%, more than FCNCA's 0.40% yield.


PositionTTM20252024202320222021202020192018201720162015
FCNCA
First Citizens BancShares, Inc.
0.40%0.37%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%
NSSC
Napco Security Technologies, Inc.
1.61%1.31%1.27%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

NSSC vs. FCNCA - Financials Comparison

This section allows you to compare key financial metrics between Napco Security Technologies, Inc. and First Citizens BancShares, 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


0.001.00B2.00B3.00B4.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
49.17M
3.48B
(NSSC) Total Revenue
(FCNCA) Total Revenue
Values in USD except per share items

NSSC vs. FCNCA - Profitability Comparison

The chart below illustrates the profitability comparison between Napco Security Technologies, Inc. and First Citizens BancShares, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
60.0%
66.5%
Portfolio components
NSSC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Napco Security Technologies, Inc. reported a gross profit of 29.49M and revenue of 49.17M. Therefore, the gross margin over that period was 60.0%.

FCNCA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, First Citizens BancShares, Inc. reported a gross profit of 2.31B and revenue of 3.48B. Therefore, the gross margin over that period was 66.5%.

NSSC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Napco Security Technologies, Inc. reported an operating income of -1.19M and revenue of 49.17M, resulting in an operating margin of -2.4%.

FCNCA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, First Citizens BancShares, Inc. reported an operating income of 705.00M and revenue of 3.48B, resulting in an operating margin of 20.3%.

NSSC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Napco Security Technologies, Inc. reported a net income of -408.00K and revenue of 49.17M, resulting in a net margin of -0.8%.

FCNCA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, First Citizens BancShares, Inc. reported a net income of 534.00M and revenue of 3.48B, resulting in a net margin of 15.4%.


Frequently Asked Questions


NSSC and FCNCA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSSC has higher volatility (9.00%) compared to FCNCA (7.52%). In terms of maximum drawdown, NSSC dropped -93.20% vs FCNCA's -63.51%.

NSSC currently has the higher Sharpe Ratio (0.49 vs -0.07), 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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