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NYCB vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NYCB and VOO is 0.50, 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.


-0.50.00.51.00.5

Performance

NYCB vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New York Community Bancorp, Inc. (NYCB) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.94%
10.51%
NYCB
VOO

Key characteristics

Returns By Period


NYCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

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Risk-Adjusted Performance

NYCB vs. VOO — Risk-Adjusted Performance Rank

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

NYCB
The Risk-Adjusted Performance Rank of NYCB is 1515
Overall Rank
The Sharpe Ratio Rank of NYCB is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of NYCB is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NYCB is 1515
Omega Ratio Rank
The Calmar Ratio Rank of NYCB is 66
Calmar Ratio Rank
The Martin Ratio Rank of NYCB is 2424
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

NYCB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Community Bancorp, Inc. (NYCB) and Vanguard S&P 500 ETF (VOO). 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 NYCB, currently valued at -0.36, compared to the broader market-2.000.002.00-0.361.89
The chart of Sortino ratio for NYCB, currently valued at -0.08, compared to the broader market-4.00-2.000.002.004.006.00-0.082.54
The chart of Omega ratio for NYCB, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.35
The chart of Calmar ratio for NYCB, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.332.83
The chart of Martin ratio for NYCB, currently valued at -0.97, compared to the broader market-10.000.0010.0020.0030.00-0.9711.83
NYCB
VOO


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.36
1.89
NYCB
VOO

Dividends

NYCB vs. VOO - Dividend Comparison

NYCB has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
NYCB
New York Community Bancorp, Inc.
0.46%1.85%6.65%7.91%5.57%6.45%5.66%7.23%5.22%4.27%6.13%6.25%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NYCB vs. VOO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-72.84%
-0.42%
NYCB
VOO

Volatility

NYCB vs. VOO - Volatility Comparison

The current volatility for New York Community Bancorp, Inc. (NYCB) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.94%. This indicates that NYCB experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
2.94%
NYCB
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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