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PKBK vs. PNC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PKBK vs. PNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parke Bancorp, Inc. (PKBK) and The PNC Financial Services Group, Inc. (PNC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
41.70%
35.91%
PKBK
PNC

Returns By Period

In the year-to-date period, PKBK achieves a 17.39% return, which is significantly lower than PNC's 36.84% return. Over the past 10 years, PKBK has outperformed PNC with an annualized return of 15.20%, while PNC has yielded a comparatively lower 12.35% annualized return.


PKBK

YTD

17.39%

1M

9.54%

6M

38.17%

1Y

34.84%

5Y (annualized)

5.36%

10Y (annualized)

15.20%

PNC

YTD

36.84%

1M

9.86%

6M

32.67%

1Y

65.58%

5Y (annualized)

9.96%

10Y (annualized)

12.35%

Fundamentals


PKBKPNC
Market Cap$272.51M$80.92B
EPS$2.33$11.82
PE Ratio9.8017.25
PEG Ratio0.002.04
Total Revenue (TTM)$125.73M$28.67B
Gross Profit (TTM)$125.73M$26.29B
EBITDA (TTM)$26.94M$4.10B

Key characteristics


PKBKPNC
Sharpe Ratio1.032.52
Sortino Ratio1.603.46
Omega Ratio1.201.43
Calmar Ratio0.981.61
Martin Ratio2.6317.66
Ulcer Index12.79%3.54%
Daily Std Dev32.69%24.85%
Max Drawdown-78.10%-76.65%
Current Drawdown-1.76%-3.36%

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Correlation

-0.50.00.51.00.2

The correlation between PKBK and PNC is 0.21, 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.

Risk-Adjusted Performance

PKBK vs. PNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parke Bancorp, Inc. (PKBK) and The PNC Financial Services Group, Inc. (PNC). 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 PKBK, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.032.52
The chart of Sortino ratio for PKBK, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.603.46
The chart of Omega ratio for PKBK, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.43
The chart of Calmar ratio for PKBK, currently valued at 0.98, compared to the broader market0.002.004.006.000.981.61
The chart of Martin ratio for PKBK, currently valued at 2.63, compared to the broader market-10.000.0010.0020.0030.002.6317.66
PKBK
PNC

The current PKBK Sharpe Ratio is 1.03, which is lower than the PNC Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of PKBK and PNC, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.03
2.52
PKBK
PNC

Dividends

PKBK vs. PNC - Dividend Comparison

PKBK's dividend yield for the trailing twelve months is around 3.15%, more than PNC's 3.09% yield.


TTM20232022202120202019201820172016201520142013
PKBK
Parke Bancorp, Inc.
3.15%3.56%3.18%3.01%4.01%2.36%2.78%2.26%1.69%2.33%1.05%0.00%
PNC
The PNC Financial Services Group, Inc.
3.09%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%2.22%

Drawdowns

PKBK vs. PNC - Drawdown Comparison

The maximum PKBK drawdown since its inception was -78.10%, roughly equal to the maximum PNC drawdown of -76.65%. Use the drawdown chart below to compare losses from any high point for PKBK and PNC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.76%
-3.36%
PKBK
PNC

Volatility

PKBK vs. PNC - Volatility Comparison

The current volatility for Parke Bancorp, Inc. (PKBK) is 8.51%, while The PNC Financial Services Group, Inc. (PNC) has a volatility of 9.74%. This indicates that PKBK experiences smaller price fluctuations and is considered to be less risky than PNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.51%
9.74%
PKBK
PNC

Financials

PKBK vs. PNC - Financials Comparison

This section allows you to compare key financial metrics between Parke Bancorp, Inc. and The PNC Financial Services Group, 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


Values in USD except per share items