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BAC vs. USB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAC and USB is 0.56, 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.


-0.50.00.51.00.6

Performance

BAC vs. USB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of America Corporation (BAC) and U.S. Bancorp (USB). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%AugustSeptemberOctoberNovemberDecember2025
2,734.08%
80,769.57%
BAC
USB

Key characteristics

Sharpe Ratio

BAC:

2.20

USB:

0.92

Sortino Ratio

BAC:

3.18

USB:

1.43

Omega Ratio

BAC:

1.39

USB:

1.17

Calmar Ratio

BAC:

1.55

USB:

0.74

Martin Ratio

BAC:

8.89

USB:

3.72

Ulcer Index

BAC:

5.63%

USB:

6.45%

Daily Std Dev

BAC:

22.80%

USB:

26.06%

Max Drawdown

BAC:

-93.45%

USB:

-76.08%

Current Drawdown

BAC:

-2.05%

USB:

-12.02%

Fundamentals

Market Cap

BAC:

$354.13B

USB:

$75.44B

EPS

BAC:

$3.21

USB:

$3.79

PE Ratio

BAC:

14.50

USB:

12.76

PEG Ratio

BAC:

2.07

USB:

1.18

Total Revenue (TTM)

BAC:

$76.54B

USB:

$27.41B

Gross Profit (TTM)

BAC:

$37.82B

USB:

$27.54B

EBITDA (TTM)

BAC:

$38.91B

USB:

$6.39B

Returns By Period

In the year-to-date period, BAC achieves a 5.87% return, which is significantly higher than USB's 1.11% return. Over the past 10 years, BAC has outperformed USB with an annualized return of 14.07%, while USB has yielded a comparatively lower 5.16% annualized return.


BAC

YTD

5.87%

1M

7.26%

6M

9.78%

1Y

48.09%

5Y*

8.73%

10Y*

14.07%

USB

YTD

1.11%

1M

2.64%

6M

10.39%

1Y

26.02%

5Y*

1.63%

10Y*

5.16%

*Annualized

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Risk-Adjusted Performance

BAC vs. USB — Risk-Adjusted Performance Rank

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

BAC
The Risk-Adjusted Performance Rank of BAC is 9191
Overall Rank
The Sharpe Ratio Rank of BAC is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 9090
Martin Ratio Rank

USB
The Risk-Adjusted Performance Rank of USB is 7272
Overall Rank
The Sharpe Ratio Rank of USB is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of USB is 6969
Sortino Ratio Rank
The Omega Ratio Rank of USB is 6666
Omega Ratio Rank
The Calmar Ratio Rank of USB is 7474
Calmar Ratio Rank
The Martin Ratio Rank of USB is 7676
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.

BAC vs. USB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) and U.S. Bancorp (USB). 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 BAC, currently valued at 2.20, compared to the broader market-2.000.002.004.002.200.92
The chart of Sortino ratio for BAC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.003.181.43
The chart of Omega ratio for BAC, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.17
The chart of Calmar ratio for BAC, currently valued at 1.55, compared to the broader market0.002.004.006.001.550.74
The chart of Martin ratio for BAC, currently valued at 8.89, compared to the broader market-10.000.0010.0020.0030.008.893.72
BAC
USB

The current BAC Sharpe Ratio is 2.20, which is higher than the USB Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BAC and USB, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.20
0.92
BAC
USB

Dividends

BAC vs. USB - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.15%, less than USB's 4.09% yield.


TTM20242023202220212020201920182017201620152014
BAC
Bank of America Corporation
2.15%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
USB
U.S. Bancorp
4.09%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%

Drawdowns

BAC vs. USB - Drawdown Comparison

The maximum BAC drawdown since its inception was -93.45%, which is greater than USB's maximum drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for BAC and USB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.05%
-12.02%
BAC
USB

Volatility

BAC vs. USB - Volatility Comparison

The current volatility for Bank of America Corporation (BAC) is 6.68%, while U.S. Bancorp (USB) has a volatility of 10.18%. This indicates that BAC experiences smaller price fluctuations and is considered to be less risky than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.68%
10.18%
BAC
USB

Financials

BAC vs. USB - Financials Comparison

This section allows you to compare key financial metrics between Bank of America Corporation and U.S. Bancorp. 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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