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NYCB vs. ZION
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NYCB and ZION is 0.47, 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. ZION - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New York Community Bancorp, Inc. (NYCB) and Zions Bancorporation, National Association (ZION). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,249.39%
948.08%
NYCB
ZION

Key characteristics

Sharpe Ratio

NYCB:

-0.68

ZION:

0.85

Sortino Ratio

NYCB:

-0.73

ZION:

1.48

Omega Ratio

NYCB:

0.89

ZION:

1.18

Calmar Ratio

NYCB:

-0.76

ZION:

0.70

Martin Ratio

NYCB:

-1.00

ZION:

4.15

Ulcer Index

NYCB:

60.96%

ZION:

7.41%

Daily Std Dev

NYCB:

92.09%

ZION:

36.42%

Max Drawdown

NYCB:

-80.11%

ZION:

-92.20%

Current Drawdown

NYCB:

-72.84%

ZION:

-19.22%

Fundamentals

Market Cap

NYCB:

$4.38B

ZION:

$8.30B

EPS

NYCB:

-$14.50

ZION:

$4.39

PEG Ratio

NYCB:

0.47

ZION:

1.56

Total Revenue (TTM)

NYCB:

$6.24B

ZION:

$4.45B

Gross Profit (TTM)

NYCB:

$4.93B

ZION:

$4.94B

EBITDA (TTM)

NYCB:

$757.00M

ZION:

$233.00M

Returns By Period

In the year-to-date period, NYCB achieves a -64.27% return, which is significantly lower than ZION's 26.82% return. Over the past 10 years, NYCB has underperformed ZION with an annualized return of -9.14%, while ZION has yielded a comparatively higher 9.24% annualized return.


NYCB

YTD

-64.27%

1M

0.00%

6M

17.87%

1Y

-63.66%

5Y*

-17.17%

10Y*

-9.14%

ZION

YTD

26.82%

1M

-9.25%

6M

32.24%

1Y

26.44%

5Y*

4.48%

10Y*

9.24%

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Risk-Adjusted Performance

NYCB vs. ZION - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New York Community Bancorp, Inc. (NYCB) and Zions Bancorporation, National Association (ZION). 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-4.00-2.000.002.00-0.720.85
The chart of Sortino ratio for NYCB, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.00-0.871.48
The chart of Omega ratio for NYCB, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.18
The chart of Calmar ratio for NYCB, currently valued at -0.80, compared to the broader market0.002.004.006.00-0.800.70
The chart of Martin ratio for NYCB, currently valued at -1.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.034.15
NYCB
ZION

The current NYCB Sharpe Ratio is -0.68, which is lower than the ZION Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of NYCB and ZION, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.72
0.85
NYCB
ZION

Dividends

NYCB vs. ZION - Dividend Comparison

NYCB's dividend yield for the trailing twelve months is around 1.85%, less than ZION's 3.09% 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%
ZION
Zions Bancorporation, National Association
3.09%3.74%3.21%2.28%3.13%2.47%2.55%0.87%0.65%0.81%0.56%0.43%

Drawdowns

NYCB vs. ZION - Drawdown Comparison

The maximum NYCB drawdown since its inception was -80.11%, smaller than the maximum ZION drawdown of -92.20%. Use the drawdown chart below to compare losses from any high point for NYCB and ZION. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.84%
-19.22%
NYCB
ZION

Volatility

NYCB vs. ZION - Volatility Comparison

The current volatility for New York Community Bancorp, Inc. (NYCB) is 0.00%, while Zions Bancorporation, National Association (ZION) has a volatility of 8.12%. This indicates that NYCB experiences smaller price fluctuations and is considered to be less risky than ZION 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
8.12%
NYCB
ZION

Financials

NYCB vs. ZION - Financials Comparison

This section allows you to compare key financial metrics between New York Community Bancorp, Inc. and Zions Bancorporation, National Association. 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


Values in USD except per share items
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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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