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

Correlation

The correlation between BK and USB is 0.54, 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.


-0.50.00.51.00.5

Performance

BK vs. USB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bank of New York Mellon Corporation (BK) 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%JulyAugustSeptemberOctoberNovemberDecember
5,900.77%
79,237.75%
BK
USB

Key characteristics

Sharpe Ratio

BK:

3.23

USB:

0.72

Sortino Ratio

BK:

4.27

USB:

1.18

Omega Ratio

BK:

1.56

USB:

1.14

Calmar Ratio

BK:

4.02

USB:

0.56

Martin Ratio

BK:

29.58

USB:

2.91

Ulcer Index

BK:

1.92%

USB:

6.24%

Daily Std Dev

BK:

17.65%

USB:

25.37%

Max Drawdown

BK:

-72.42%

USB:

-76.08%

Current Drawdown

BK:

-5.19%

USB:

-13.72%

Fundamentals

Market Cap

BK:

$57.04B

USB:

$77.97B

EPS

BK:

$4.47

USB:

$3.25

PE Ratio

BK:

17.55

USB:

15.38

PEG Ratio

BK:

0.71

USB:

1.22

Total Revenue (TTM)

BK:

$17.95B

USB:

$34.70B

Gross Profit (TTM)

BK:

$17.86B

USB:

$34.70B

EBITDA (TTM)

BK:

$6.74B

USB:

$7.62B

Returns By Period

In the year-to-date period, BK achieves a 53.46% return, which is significantly higher than USB's 14.64% return. Over the past 10 years, BK has outperformed USB with an annualized return of 9.18%, while USB has yielded a comparatively lower 3.92% annualized return.


BK

YTD

53.46%

1M

-0.32%

6M

33.78%

1Y

55.40%

5Y*

12.36%

10Y*

9.18%

USB

YTD

14.64%

1M

-6.75%

6M

23.57%

1Y

15.32%

5Y*

-0.11%

10Y*

3.92%

Compare stocks, funds, or ETFs

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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 ratio
The chart of Sharpe ratio for BK, currently valued at 3.23, compared to the broader market-4.00-2.000.002.003.230.72
The chart of Sortino ratio for BK, currently valued at 4.27, compared to the broader market-4.00-2.000.002.004.004.271.18
The chart of Omega ratio for BK, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.14
The chart of Calmar ratio for BK, currently valued at 4.02, compared to the broader market0.002.004.006.004.020.56
The chart of Martin ratio for BK, currently valued at 29.58, compared to the broader market-5.000.005.0010.0015.0020.0025.0029.582.91
BK
USB

The current BK Sharpe Ratio is 3.23, which is higher than the USB Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BK 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.23
0.72
BK
USB

Dividends

BK vs. USB - Dividend Comparison

BK's dividend yield for the trailing twelve months is around 2.29%, less than USB's 4.11% yield.


TTM20232022202120202019201820172016201520142013
BK
The Bank of New York Mellon Corporation
2.29%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
4.11%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%. Use the drawdown chart below to compare losses from any high point for BK 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%JulyAugustSeptemberOctoberNovemberDecember
-5.19%
-13.72%
BK
USB

Volatility

BK vs. USB - Volatility Comparison

The current volatility for The Bank of New York Mellon Corporation (BK) is 5.59%, while U.S. Bancorp (USB) has a volatility of 7.13%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.59%
7.13%
BK
USB

Financials

BK vs. USB - Financials Comparison

This section allows you to compare key financial metrics between The Bank of New York Mellon 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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