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

Correlation

The correlation between PNC and FCNCA is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PNC vs. FCNCA - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
1,791.99%
7,678.70%
PNC
FCNCA

Key characteristics

Sharpe Ratio

PNC:

0.16

FCNCA:

0.25

Sortino Ratio

PNC:

0.42

FCNCA:

0.67

Omega Ratio

PNC:

1.05

FCNCA:

1.09

Calmar Ratio

PNC:

0.14

FCNCA:

0.30

Martin Ratio

PNC:

0.43

FCNCA:

0.84

Ulcer Index

PNC:

9.93%

FCNCA:

12.02%

Daily Std Dev

PNC:

26.71%

FCNCA:

40.52%

Max Drawdown

PNC:

-76.65%

FCNCA:

-63.51%

Current Drawdown

PNC:

-24.92%

FCNCA:

-24.25%

Fundamentals

Market Cap

PNC:

$63.23B

FCNCA:

$23.84B

EPS

PNC:

$14.15

FCNCA:

$174.55

PE Ratio

PNC:

11.20

FCNCA:

10.19

PEG Ratio

PNC:

1.62

FCNCA:

0.00

PS Ratio

PNC:

3.01

FCNCA:

2.62

PB Ratio

PNC:

1.11

FCNCA:

1.11

Total Revenue (TTM)

PNC:

$20.85B

FCNCA:

$9.30B

Gross Profit (TTM)

PNC:

$20.85B

FCNCA:

$7.28B

EBITDA (TTM)

PNC:

$75.65B

FCNCA:

$1.97B

Returns By Period

The year-to-date returns for both investments are quite close, with PNC having a -16.29% return and FCNCA slightly higher at -15.71%. Over the past 10 years, PNC has underperformed FCNCA with an annualized return of 9.04%, while FCNCA has yielded a comparatively higher 22.68% annualized return.


PNC

YTD

-16.29%

1M

-6.85%

6M

-13.13%

1Y

5.27%

5Y*

12.50%

10Y*

9.04%

FCNCA

YTD

-15.71%

1M

-3.04%

6M

-5.28%

1Y

1.77%

5Y*

37.51%

10Y*

22.68%

*Annualized

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Risk-Adjusted Performance

PNC vs. FCNCA — Risk-Adjusted Performance Rank

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

PNC
The Risk-Adjusted Performance Rank of PNC is 5555
Overall Rank
The Sharpe Ratio Rank of PNC is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PNC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PNC is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PNC is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PNC is 5858
Martin Ratio Rank

FCNCA
The Risk-Adjusted Performance Rank of FCNCA is 6262
Overall Rank
The Sharpe Ratio Rank of FCNCA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNCA is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FCNCA is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FCNCA is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FCNCA is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PNC vs. FCNCA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The PNC Financial Services Group, Inc. (PNC) 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.


The chart of Sharpe ratio for PNC, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.00
PNC: 0.16
FCNCA: 0.25
The chart of Sortino ratio for PNC, currently valued at 0.42, compared to the broader market-6.00-4.00-2.000.002.004.00
PNC: 0.42
FCNCA: 0.67
The chart of Omega ratio for PNC, currently valued at 1.05, compared to the broader market0.501.001.502.00
PNC: 1.05
FCNCA: 1.09
The chart of Calmar ratio for PNC, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.00
PNC: 0.14
FCNCA: 0.30
The chart of Martin ratio for PNC, currently valued at 0.43, compared to the broader market-5.000.005.0010.0015.0020.00
PNC: 0.43
FCNCA: 0.84

The current PNC Sharpe Ratio is 0.16, which is lower than the FCNCA Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of PNC and FCNCA, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.16
0.25
PNC
FCNCA

Dividends

PNC vs. FCNCA - Dividend Comparison

PNC's dividend yield for the trailing twelve months is around 4.04%, more than FCNCA's 0.40% yield.


TTM20242023202220212020201920182017201620152014
PNC
The PNC Financial Services Group, Inc.
4.04%3.27%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%
FCNCA
First Citizens BancShares, Inc.
0.40%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%

Drawdowns

PNC vs. FCNCA - Drawdown Comparison

The maximum PNC drawdown since its inception was -76.65%, which is greater than FCNCA's maximum drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for PNC and FCNCA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.92%
-24.25%
PNC
FCNCA

Volatility

PNC vs. FCNCA - Volatility Comparison

The current volatility for The PNC Financial Services Group, Inc. (PNC) is 15.23%, while First Citizens BancShares, Inc. (FCNCA) has a volatility of 19.96%. This indicates that PNC experiences smaller price fluctuations and is considered to be less risky than FCNCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.23%
19.96%
PNC
FCNCA

Financials

PNC vs. FCNCA - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items