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BK vs. USB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BKUSB
YTD Return10.22%1.66%
1Y Return34.40%30.65%
3Y Return (Ann)9.62%-3.90%
5Y Return (Ann)5.65%2.05%
10Y Return (Ann)7.56%3.60%
Sharpe Ratio1.690.96
Daily Std Dev20.85%34.60%
Max Drawdown-72.42%-76.08%
Current Drawdown-4.19%-23.49%

Fundamentals


BKUSB
Market Cap$42.51B$67.93B
EPS$3.87$3.27
PE Ratio14.5913.33
PEG Ratio0.601.74
Revenue (TTM)$17.38B$25.74B
Gross Profit (TTM)$16.34B$22.14B

Correlation

0.52
-1.001.00

The correlation between BK and USB is 0.52, 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

BK vs. USB - Performance Comparison

In the year-to-date period, BK achieves a 10.22% return, which is significantly higher than USB's 1.66% return. Over the past 10 years, BK has outperformed USB with an annualized return of 7.56%, while USB has yielded a comparatively lower 3.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%10,000.00%11,000.00%OctoberNovemberDecember2024FebruaryMarch
6,177.43%
10,525.45%
BK
USB

Compare stocks, funds, or ETFs


The Bank of New York Mellon Corporation

U.S. Bancorp

Risk-Adjusted Performance

BK vs. USB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BK) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BK
The Bank of New York Mellon Corporation
1.69
USB
U.S. Bancorp
0.96

BK vs. USB - Sharpe Ratio Comparison

The current BK Sharpe Ratio is 1.69, which is higher than the USB Sharpe Ratio of 0.96. The chart below compares the 12-month rolling Sharpe Ratio of BK and USB.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.69
0.96
BK
USB

Dividends

BK vs. USB - Dividend Comparison

BK's dividend yield for the trailing twelve months is around 2.86%, less than USB's 5.50% yield.


TTM20232022202120202019201820172016201520142013
BK
The Bank of New York Mellon Corporation
2.86%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
USB
U.S. Bancorp
5.50%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%

Drawdowns

BK vs. USB - Drawdown Comparison

The maximum BK drawdown since its inception was -72.42%, roughly equal to the maximum USB drawdown of -76.08%. The drawdown chart below compares losses from any high point along the way for BK and USB


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.19%
-23.49%
BK
USB

Volatility

BK vs. USB - Volatility Comparison

The current volatility for The Bank of New York Mellon Corporation (BK) is 4.07%, while U.S. Bancorp (USB) has a volatility of 7.39%. This indicates that BK 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2024FebruaryMarch
4.07%
7.39%
BK
USB