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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
18.53%
25.30%
BAC
USB

Returns By Period

In the year-to-date period, BAC achieves a 40.56% return, which is significantly higher than USB's 20.58% return. Over the past 10 years, BAC has outperformed USB with an annualized return of 12.82%, while USB has yielded a comparatively lower 4.86% annualized return.


BAC

YTD

40.56%

1M

9.66%

6M

18.53%

1Y

58.97%

5Y (annualized)

9.89%

10Y (annualized)

12.82%

USB

YTD

20.58%

1M

2.52%

6M

25.30%

1Y

40.24%

5Y (annualized)

0.93%

10Y (annualized)

4.86%

Fundamentals


BACUSB
Market Cap$358.48B$79.19B
EPS$2.76$3.25
PE Ratio16.9315.62
PEG Ratio2.091.28
Total Revenue (TTM)$83.43B$30.57B
Gross Profit (TTM)$69.13B$30.57B
EBITDA (TTM)$152.00M$4.88B

Key characteristics


BACUSB
Sharpe Ratio2.511.51
Sortino Ratio3.722.26
Omega Ratio1.451.26
Calmar Ratio1.581.09
Martin Ratio10.806.24
Ulcer Index5.48%6.45%
Daily Std Dev23.54%26.64%
Max Drawdown-93.45%-76.08%
Current Drawdown-0.73%-9.26%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 2.51, compared to the broader market-4.00-2.000.002.004.002.511.51
The chart of Sortino ratio for BAC, currently valued at 3.72, compared to the broader market-4.00-2.000.002.004.003.722.26
The chart of Omega ratio for BAC, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.26
The chart of Calmar ratio for BAC, currently valued at 1.58, compared to the broader market0.002.004.006.001.581.09
The chart of Martin ratio for BAC, currently valued at 10.80, compared to the broader market-10.000.0010.0020.0030.0010.806.24
BAC
USB

The current BAC Sharpe Ratio is 2.51, which is higher than the USB Sharpe Ratio of 1.51. 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.51
1.51
BAC
USB

Dividends

BAC vs. USB - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.11%, less than USB's 3.91% yield.


TTM20232022202120202019201820172016201520142013
BAC
Bank of America Corporation
2.11%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
USB
U.S. Bancorp
3.91%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
-9.26%
BAC
USB

Volatility

BAC vs. USB - Volatility Comparison

Bank of America Corporation (BAC) and U.S. Bancorp (USB) have volatilities of 9.40% and 9.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.40%
9.61%
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