PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ALLY vs. KEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ALLYKEY
YTD Return6.99%38.61%
1Y Return37.56%68.10%
3Y Return (Ann)-6.09%-2.16%
5Y Return (Ann)6.61%5.25%
10Y Return (Ann)6.81%7.72%
Sharpe Ratio0.961.87
Sortino Ratio1.462.85
Omega Ratio1.221.34
Calmar Ratio0.731.29
Martin Ratio3.3711.53
Ulcer Index10.37%5.77%
Daily Std Dev36.39%35.61%
Max Drawdown-66.24%-87.08%
Current Drawdown-27.38%-17.76%

Fundamentals


ALLYKEY
Market Cap$11.17B$19.01B
EPS$2.50$0.00
PE Ratio14.660.00
PEG Ratio0.470.79
Total Revenue (TTM)$14.67B$9.94B
Gross Profit (TTM)$11.28B$9.96B
EBITDA (TTM)$839.00M-$550.00M

Correlation

-0.50.00.51.00.7

The correlation between ALLY and KEY is 0.65, 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.

Performance

ALLY vs. KEY - Performance Comparison

In the year-to-date period, ALLY achieves a 6.99% return, which is significantly lower than KEY's 38.61% return. Over the past 10 years, ALLY has underperformed KEY with an annualized return of 6.81%, while KEY has yielded a comparatively higher 7.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-8.33%
27.75%
ALLY
KEY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALLY vs. KEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ally Financial Inc. (ALLY) and KeyCorp (KEY). 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.


ALLY
Sharpe ratio
The chart of Sharpe ratio for ALLY, currently valued at 0.96, compared to the broader market-4.00-2.000.002.000.96
Sortino ratio
The chart of Sortino ratio for ALLY, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.46
Omega ratio
The chart of Omega ratio for ALLY, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for ALLY, currently valued at 0.73, compared to the broader market0.002.004.006.000.73
Martin ratio
The chart of Martin ratio for ALLY, currently valued at 3.37, compared to the broader market0.0010.0020.0030.003.37
KEY
Sharpe ratio
The chart of Sharpe ratio for KEY, currently valued at 1.87, compared to the broader market-4.00-2.000.002.001.87
Sortino ratio
The chart of Sortino ratio for KEY, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.85
Omega ratio
The chart of Omega ratio for KEY, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for KEY, currently valued at 1.29, compared to the broader market0.002.004.006.001.29
Martin ratio
The chart of Martin ratio for KEY, currently valued at 11.53, compared to the broader market0.0010.0020.0030.0011.53

ALLY vs. KEY - Sharpe Ratio Comparison

The current ALLY Sharpe Ratio is 0.96, which is lower than the KEY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ALLY and KEY, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.96
1.87
ALLY
KEY

Dividends

ALLY vs. KEY - Dividend Comparison

ALLY's dividend yield for the trailing twelve months is around 3.31%, less than KEY's 4.28% yield.


TTM20232022202120202019201820172016201520142013
ALLY
Ally Financial Inc.
3.31%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%0.00%0.00%0.00%
KEY
KeyCorp
4.28%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%

Drawdowns

ALLY vs. KEY - Drawdown Comparison

The maximum ALLY drawdown since its inception was -66.24%, smaller than the maximum KEY drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for ALLY and KEY. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-27.38%
-17.76%
ALLY
KEY

Volatility

ALLY vs. KEY - Volatility Comparison

The current volatility for Ally Financial Inc. (ALLY) is 10.13%, while KeyCorp (KEY) has a volatility of 16.14%. This indicates that ALLY experiences smaller price fluctuations and is considered to be less risky than KEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.13%
16.14%
ALLY
KEY

Financials

ALLY vs. KEY - Financials Comparison

This section allows you to compare key financial metrics between Ally Financial Inc. and KeyCorp. 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