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ALLY vs. KEY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.7

Performance

ALLY vs. KEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ally Financial Inc. (ALLY) and KeyCorp (KEY). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
67.68%
95.72%
ALLY
KEY

Key characteristics

Sharpe Ratio

ALLY:

0.14

KEY:

0.79

Sortino Ratio

ALLY:

0.43

KEY:

1.44

Omega Ratio

ALLY:

1.06

KEY:

1.17

Calmar Ratio

ALLY:

0.13

KEY:

0.58

Martin Ratio

ALLY:

0.43

KEY:

4.44

Ulcer Index

ALLY:

11.25%

KEY:

5.98%

Daily Std Dev

ALLY:

34.53%

KEY:

33.63%

Max Drawdown

ALLY:

-66.24%

KEY:

-87.08%

Current Drawdown

ALLY:

-30.61%

KEY:

-26.41%

Fundamentals

Market Cap

ALLY:

$11.15B

KEY:

$17.64B

EPS

ALLY:

$2.50

KEY:

$0.00

PE Ratio

ALLY:

14.64

KEY:

0.00

PEG Ratio

ALLY:

0.59

KEY:

0.75

Total Revenue (TTM)

ALLY:

$12.77B

KEY:

$8.67B

Gross Profit (TTM)

ALLY:

$9.38B

KEY:

$9.96B

EBITDA (TTM)

ALLY:

$1.96B

KEY:

$560.00M

Returns By Period

In the year-to-date period, ALLY achieves a 2.23% return, which is significantly lower than KEY's 24.03% return. Over the past 10 years, ALLY has outperformed KEY with an annualized return of 6.48%, while KEY has yielded a comparatively lower 6.09% annualized return.


ALLY

YTD

2.23%

1M

-3.08%

6M

-12.25%

1Y

2.73%

5Y*

5.70%

10Y*

6.48%

KEY

YTD

24.03%

1M

-10.85%

6M

27.79%

1Y

24.37%

5Y*

1.25%

10Y*

6.09%

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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.


Sharpe ratio
The chart of Sharpe ratio for ALLY, currently valued at 0.14, compared to the broader market-4.00-2.000.002.000.140.79
The chart of Sortino ratio for ALLY, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.431.44
The chart of Omega ratio for ALLY, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.17
The chart of Calmar ratio for ALLY, currently valued at 0.13, compared to the broader market0.002.004.006.000.130.58
The chart of Martin ratio for ALLY, currently valued at 0.43, compared to the broader market0.0010.0020.000.434.44
ALLY
KEY

The current ALLY Sharpe Ratio is 0.14, which is lower than the KEY Sharpe Ratio of 0.79. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.14
0.79
ALLY
KEY

Dividends

ALLY vs. KEY - Dividend Comparison

ALLY's dividend yield for the trailing twelve months is around 3.47%, less than KEY's 4.83% yield.


TTM20232022202120202019201820172016201520142013
ALLY
Ally Financial Inc.
3.47%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%0.00%0.00%0.00%
KEY
KeyCorp
4.83%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%JulyAugustSeptemberOctoberNovemberDecember
-30.61%
-26.41%
ALLY
KEY

Volatility

ALLY vs. KEY - Volatility Comparison

Ally Financial Inc. (ALLY) has a higher volatility of 9.49% compared to KeyCorp (KEY) at 6.60%. This indicates that ALLY's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
9.49%
6.60%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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