PLGO vs. FCNCA
PLGO (Pelagos Insurance Capital Limited) and FCNCA (First Citizens BancShares, Inc.) are both stocks. Both are in the Financial Services sector — PLGO in Insurance - Diversified, FCNCA in Banks - Regional. Over the past year, PLGO returned 23.98% vs 6.53% for FCNCA. At a 0.27 correlation, their price movements are largely independent.
Performance
PLGO vs. FCNCA - Performance Comparison
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Returns By Period
In the year-to-date period, PLGO achieves a 8.79% return, which is significantly higher than FCNCA's -8.71% return.
PLGO
- 1D
- -1.72%
- 1M
- 1.59%
- YTD
- 8.79%
- 6M
- 16.46%
- 1Y
- 23.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FCNCA
- 1D
- -2.07%
- 1M
- 0.14%
- YTD
- -8.71%
- 6M
- 1.08%
- 1Y
- 6.53%
- 3Y*
- 15.07%
- 5Y*
- 17.98%
- 10Y*
- 22.98%
PLGO vs. FCNCA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PLGO Pelagos Insurance Capital Limited | 8.79% | 11.20% | 46.32% | -1.78% |
FCNCA First Citizens BancShares, Inc. | -8.71% | 1.99% | 49.46% | 11.62% |
Correlation
The correlation between PLGO and FCNCA is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.27 |
Fundamentals
PLGO:
$1.98B
FCNCA:
$23.31B
PLGO:
$3.68
FCNCA:
$179.22
PLGO:
5.74
FCNCA:
10.91
PLGO:
1.01
FCNCA:
1.70
PLGO:
0.88
FCNCA:
1.15
PLGO:
$2.13B
FCNCA:
$14.45B
PLGO:
$829.20M
FCNCA:
$9.08B
PLGO:
$479.20M
FCNCA:
$3.47B
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Return for Risk
PLGO vs. FCNCA — Risk / Return Rank
PLGO
FCNCA
PLGO vs. FCNCA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pelagos Insurance Capital Limited (PLGO) and First Citizens BancShares, Inc. (FCNCA). 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.
| PLGO | FCNCA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.07 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.27 | +1.23 |
| Martin ratioReturn relative to average drawdown | 4.61 | 0.59 | +4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLGO | FCNCA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.24 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.43 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.42 | +0.23 |
Drawdowns
PLGO vs. FCNCA - Drawdown Comparison
The maximum PLGO drawdown since its inception was -29.91%, smaller than the maximum FCNCA drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for PLGO and FCNCA.
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Drawdown Indicators
| PLGO | FCNCA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.91% | -63.51% | +33.60% |
Max Drawdown (1Y)Largest decline over 1 year | -15.99% | -24.00% | +8.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.48% | — |
Current DrawdownCurrent decline from peak | -10.70% | -16.33% | +5.63% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -13.96% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.21% | 11.12% | -5.91% |
Volatility
PLGO vs. FCNCA - Volatility Comparison
Pelagos Insurance Capital Limited (PLGO) has a higher volatility of 16.22% compared to First Citizens BancShares, Inc. (FCNCA) at 6.75%. This indicates that PLGO's price experiences larger fluctuations and is considered to be riskier than FCNCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLGO | FCNCA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.22% | 6.75% | +9.47% |
Volatility (6M)Calculated over the trailing 6-month period | 21.17% | 19.98% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.01% | 27.49% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.20% | 41.69% | -9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.20% | 38.08% | -5.88% |
Dividends
PLGO vs. FCNCA - Dividend Comparison
PLGO's dividend yield for the trailing twelve months is around 2.60%, more than FCNCA's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCNCA First Citizens BancShares, Inc. | 0.42% | 0.37% | 0.33% | 0.27% | 0.28% | 0.23% | 0.29% | 0.30% | 0.38% | 0.31% | 0.34% | 0.46% |
PLGO Pelagos Insurance Capital Limited | 2.60% | 2.55% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PLGO vs. FCNCA - Financials Comparison
This section allows you to compare key financial metrics between Pelagos Insurance Capital Limited and First Citizens BancShares, 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.
Total Revenue: Total amount of money received from sales and other business activities
PLGO vs. FCNCA - Profitability Comparison
PLGO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pelagos Insurance Capital Limited reported a gross profit of 388.50M and revenue of 612.30M. Therefore, the gross margin over that period was 63.5%.
FCNCA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, First Citizens BancShares, Inc. reported a gross profit of 2.31B and revenue of 3.48B. Therefore, the gross margin over that period was 66.5%.
PLGO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pelagos Insurance Capital Limited reported an operating income of 103.10M and revenue of 612.30M, resulting in an operating margin of 16.8%.
FCNCA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, First Citizens BancShares, Inc. reported an operating income of 705.00M and revenue of 3.48B, resulting in an operating margin of 20.3%.
PLGO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pelagos Insurance Capital Limited reported a net income of 108.00M and revenue of 612.30M, resulting in a net margin of 17.6%.
FCNCA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, First Citizens BancShares, Inc. reported a net income of 534.00M and revenue of 3.48B, resulting in a net margin of 15.4%.
Frequently Asked Questions
PLGO and FCNCA have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLGO has higher volatility (16.22%) compared to FCNCA (6.75%). In terms of maximum drawdown, PLGO dropped -29.91% vs FCNCA's -63.51%.
PLGO currently has the higher Sharpe Ratio (0.83 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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