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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.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-49.65%
602.93%
NYCB
VOO

Key characteristics

Sharpe Ratio

NYCB:

-0.68

VOO:

2.25

Sortino Ratio

NYCB:

-0.73

VOO:

2.98

Omega Ratio

NYCB:

0.89

VOO:

1.42

Calmar Ratio

NYCB:

-0.76

VOO:

3.31

Martin Ratio

NYCB:

-1.00

VOO:

14.77

Ulcer Index

NYCB:

60.96%

VOO:

1.90%

Daily Std Dev

NYCB:

92.09%

VOO:

12.46%

Max Drawdown

NYCB:

-80.11%

VOO:

-33.99%

Current Drawdown

NYCB:

-72.84%

VOO:

-2.47%

Returns By Period

In the year-to-date period, NYCB achieves a -64.27% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, NYCB has underperformed VOO with an annualized return of -9.14%, while VOO has yielded a comparatively higher 13.08% annualized return.


NYCB

YTD

-64.27%

1M

0.00%

6M

17.87%

1Y

-63.66%

5Y*

-17.17%

10Y*

-9.14%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

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 -0.72, compared to the broader market-4.00-2.000.002.00-0.722.25
The chart of Sortino ratio for NYCB, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.00-0.872.98
The chart of Omega ratio for NYCB, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.42
The chart of Calmar ratio for NYCB, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.803.31
The chart of Martin ratio for NYCB, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0314.77
NYCB
VOO

The current NYCB Sharpe Ratio is -0.68, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of NYCB and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
2.25
NYCB
VOO

Dividends

NYCB vs. VOO - Dividend Comparison

NYCB's dividend yield for the trailing twelve months is around 1.85%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
NYCB
New York Community Bancorp, Inc.
1.85%6.65%7.91%5.57%6.45%5.66%7.23%5.22%4.27%6.13%6.25%5.93%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

NYCB vs. VOO - Drawdown Comparison

The maximum NYCB drawdown since its inception was -80.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NYCB and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.84%
-2.47%
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 3.75%. 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%JulyAugustSeptemberOctoberNovemberDecember0
3.75%
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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