PFBC vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Preferred Bank (PFBC) and S&P 500 Index (^GSPC).

Performance

PFBC vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Preferred Bank (PFBC) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

PFBC vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFBC Preferred Bank	-2.09%	13.23%	22.73%	1.55%	6.50%	45.63%	-13.38%	42.14%	-25.14%	13.72%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, PFBC achieves a -2.09% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, PFBC has outperformed ^GSPC with an annualized return of 14.76%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

PFBC

• 1D: 1.10%
• 1M: 2.57%
• YTD: -2.09%
• 6M: 3.47%
• 1Y: 13.24%
• 3Y*: 23.14%
• 5Y*: 10.65%
• 10Y*: 14.76%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PFBC vs. ^GSPC — Risk / Return Rank

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

PFBC

PFBC Risk / Return Rank: 55
PFBC Sharpe Ratio Rank: 57
PFBC Sortino Ratio Rank: 49
PFBC Omega Ratio Rank: 51
PFBC Calmar Ratio Rank: 57
PFBC Martin Ratio Rank: 59

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

PFBC vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred Bank (PFBC) and S&P 500 Index (^GSPC). 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.

	PFBC	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.47	0.92	-0.45
Sortino ratio Return per unit of downside risk	0.78	1.41	-0.63
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.10
Calmar ratio Return relative to maximum drawdown	0.73	1.41	-0.69
Martin ratio Return relative to average drawdown	1.94	6.61	-4.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFBC vs. ^GSPC - Sharpe Ratio Comparison

The current PFBC Sharpe Ratio is 0.47, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PFBC and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PFBC	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	0.92	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.61	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.68	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.46	-0.38

Correlation

The correlation between PFBC and ^GSPC is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

PFBC vs. ^GSPC - Drawdown Comparison

The maximum PFBC drawdown since its inception was -97.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PFBC and ^GSPC.

Drawdown Indicators

	PFBC	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-97.00%	-56.78%	-40.22%
Max Drawdown (1Y) Largest decline over 1 year	-18.58%	-12.14%	-6.44%
Max Drawdown (5Y) Largest decline over 5 years	-43.73%	-25.43%	-18.30%
Max Drawdown (10Y) Largest decline over 10 years	-57.18%	-33.92%	-23.26%
Current Drawdown Current decline from peak	-40.81%	-5.78%	-35.03%
Average Drawdown Average peak-to-trough decline	-55.20%	-10.75%	-44.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.96%	2.60%	+4.36%

Volatility

PFBC vs. ^GSPC - Volatility Comparison

The current volatility for Preferred Bank (PFBC) is 4.55%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that PFBC experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFBC	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	5.37%	-0.82%
Volatility (6M) Calculated over the trailing 6-month period	20.34%	9.55%	+10.79%
Volatility (1Y) Calculated over the trailing 1-year period	28.47%	18.33%	+10.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.14%	16.90%	+12.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.20%	18.05%	+17.15%