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Northern Trust Corporation (NTRS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS6658591044
CUSIP665859104
SectorFinancial Services
IndustryAsset Management

Highlights

Market Cap$16.66B
EPS$4.53
PE Ratio17.98
PEG Ratio1.02
Revenue (TTM)$6.67B
Gross Profit (TTM)$6.75B
Year Range$61.28 - $89.25
Target Price$92.00
Short %1.15%
Short Ratio1.04

Share Price Chart


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Northern Trust Corporation

Popular comparisons: NTRS vs. SPY, NTRS vs. AAPL, NTRS vs. VOO, NTRS vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Northern Trust Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
33.69%
23.86%
NTRS (Northern Trust Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Northern Trust Corporation had a return of -0.26% year-to-date (YTD) and 12.48% in the last 12 months. Over the past 10 years, Northern Trust Corporation had an annualized return of 6.02%, while the S&P 500 had an annualized return of 10.52%, indicating that Northern Trust Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.26%6.92%
1 month-4.98%-2.83%
6 months33.69%23.86%
1 year12.48%23.33%
5 years (annualized)-0.07%11.66%
10 years (annualized)6.02%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.62%3.13%9.28%
2023-7.76%-5.14%20.24%7.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NTRS is 61, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of NTRS is 6161
Northern Trust Corporation(NTRS)
The Sharpe Ratio Rank of NTRS is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of NTRS is 5858Sortino Ratio Rank
The Omega Ratio Rank of NTRS is 5858Omega Ratio Rank
The Calmar Ratio Rank of NTRS is 6060Calmar Ratio Rank
The Martin Ratio Rank of NTRS is 6666Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NTRS
Sharpe ratio
The chart of Sharpe ratio for NTRS, currently valued at 0.46, compared to the broader market-2.00-1.000.001.002.003.004.000.46
Sortino ratio
The chart of Sortino ratio for NTRS, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.006.000.86
Omega ratio
The chart of Omega ratio for NTRS, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for NTRS, currently valued at 0.27, compared to the broader market0.002.004.006.000.27
Martin ratio
The chart of Martin ratio for NTRS, currently valued at 1.64, compared to the broader market0.0010.0020.0030.001.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Northern Trust Corporation Sharpe ratio is 0.46. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.46
2.19
NTRS (Northern Trust Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Northern Trust Corporation granted a 3.60% dividend yield in the last twelve months. The annual payout for that period amounted to $3.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.00$3.00$2.90$2.80$2.80$2.60$1.94$1.60$1.48$1.41$1.30$1.23

Dividend yield

3.60%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%1.93%1.99%

Monthly Dividends

The table displays the monthly dividend distributions for Northern Trust Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.75
2023$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$0.75
2022$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.75$0.00$0.00$0.75
2021$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70
2020$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70
2019$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.70$0.00$0.00$0.70
2018$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.55$0.00$0.00$0.55
2017$0.00$0.00$0.38$0.00$0.38$0.00$0.00$0.42$0.00$0.00$0.42$0.00
2016$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.38$0.00$0.00$0.38$0.00
2015$0.00$0.00$0.33$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36
2014$0.00$0.00$0.31$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00$0.33
2013$0.30$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.31

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.6%
Northern Trust Corporation has a dividend yield of 3.60%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%38.9%
Northern Trust Corporation has a payout ratio of 38.91%, which is quite average when compared to the overall market. This suggests that Northern Trust Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-32.68%
-2.94%
NTRS (Northern Trust Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Northern Trust Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Northern Trust Corporation was 67.67%, occurring on Mar 11, 2003. Recovery took 1351 trading sessions.

The current Northern Trust Corporation drawdown is 32.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.67%Dec 8, 2000562Mar 11, 20031351Jul 22, 20081913
-60.45%Sep 12, 200850Nov 20, 20081625May 8, 20151675
-50.03%Jan 18, 2022446Oct 25, 2023
-42.81%Dec 13, 201963Mar 16, 2020260Mar 26, 2021323
-41.1%Aug 8, 1989289Sep 27, 1990108Mar 4, 1991397

Volatility

Volatility Chart

The current Northern Trust Corporation volatility is 7.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
7.70%
3.65%
NTRS (Northern Trust Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Northern Trust Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

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Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

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Other Items

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Values in undefined except per share items