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BK vs. USB
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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BK vs. USB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BK
The Bank of New York Mellon Corporation
2.64%54.45%51.90%18.52%-19.14%40.55%-12.91%9.56%-10.85%15.68%
USB
U.S. Bancorp
-1.52%16.48%15.62%4.79%-19.13%24.32%-17.85%33.62%-12.36%6.61%

Fundamentals

Market Cap

BK:

$83.60B

USB:

$80.93B

EPS

BK:

$7.82

USB:

$4.86

PE Ratio

BK:

15.18

USB:

10.69

PS Ratio

BK:

2.15

USB:

1.89

PB Ratio

BK:

2.12

USB:

1.39

Total Revenue (TTM)

BK:

$39.24B

USB:

$42.86B

Gross Profit (TTM)

BK:

$19.86B

USB:

$26.93B

EBITDA (TTM)

BK:

$8.36B

USB:

$10.29B

Returns By Period

In the year-to-date period, BK achieves a 2.64% return, which is significantly higher than USB's -1.52% return. Over the past 10 years, BK has outperformed USB with an annualized return of 15.29%, while USB has yielded a comparatively lower 6.30% annualized return.


BK

1D
3.00%
1M
-0.39%
YTD
2.64%
6M
9.90%
1Y
44.42%
3Y*
41.57%
5Y*
23.54%
10Y*
15.29%

USB

1D
3.28%
1M
-3.87%
YTD
-1.52%
6M
9.78%
1Y
28.41%
3Y*
18.38%
5Y*
2.96%
10Y*
6.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BK vs. USB — Risk / Return Rank

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

BK
BK Risk / Return Rank: 8989
Overall Rank
BK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BK Sortino Ratio Rank: 8585
Sortino Ratio Rank
BK Omega Ratio Rank: 8888
Omega Ratio Rank
BK Calmar Ratio Rank: 8989
Calmar Ratio Rank
BK Martin Ratio Rank: 9191
Martin Ratio Rank

USB
USB Risk / Return Rank: 7474
Overall Rank
USB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USB Sortino Ratio Rank: 6969
Sortino Ratio Rank
USB Omega Ratio Rank: 7171
Omega Ratio Rank
USB Calmar Ratio Rank: 7676
Calmar Ratio Rank
USB Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BK vs. USB - Risk-Adjusted Trends 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.


BKUSBDifference

Sharpe ratio

Return per unit of total volatility

1.89

1.07

+0.81

Sortino ratio

Return per unit of downside risk

2.37

1.52

+0.85

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

3.59

1.84

+1.75

Martin ratio

Return relative to average drawdown

11.09

4.80

+6.28

BK vs. USB - Sharpe Ratio Comparison

The current BK Sharpe Ratio is 1.89, which is higher than the USB Sharpe Ratio of 1.07. 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.


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Sharpe Ratios by Period


BKUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.07

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.10

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.21

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.06

+0.29

Correlation

The correlation between BK and USB is 0.57, 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.


Dividends

BK vs. USB - Dividend Comparison

BK's dividend yield for the trailing twelve months is around 1.74%, less than USB's 3.96% yield.


TTM20252024202320222021202020192018201720162015
BK
The Bank of New York Mellon Corporation
1.74%1.72%2.32%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%
USB
U.S. Bancorp
3.96%3.82%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%

Drawdowns

BK vs. USB - Drawdown Comparison

The maximum BK drawdown since its inception was -72.28%, smaller than the maximum USB drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for BK and USB.


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Drawdown Indicators


BKUSBDifference

Max Drawdown

Largest peak-to-trough decline

-72.28%

-92.31%

+20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-16.21%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-40.45%

-52.13%

+11.68%

Max Drawdown (10Y)

Largest decline over 10 years

-50.49%

-52.13%

+1.64%

Current Drawdown

Current decline from peak

-7.04%

-13.42%

+6.38%

Average Drawdown

Average peak-to-trough decline

-18.77%

-14.28%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

6.21%

-2.02%

Volatility

BK vs. USB - Volatility Comparison

The Bank of New York Mellon Corporation (BK) and U.S. Bancorp (USB) have volatilities of 5.35% and 5.57%, 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.


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Volatility by Period


BKUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

5.57%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.87%

16.40%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

23.69%

26.62%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.62%

29.74%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.11%

30.23%

-3.12%

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


4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
8.87B
10.98B
(BK) Total Revenue
(USB) Total Revenue
Values in USD except per share items

BK vs. USB - Profitability Comparison

The chart below illustrates the profitability comparison between The Bank of New York Mellon Corporation and U.S. Bancorp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
58.7%
66.9%
Portfolio components
BK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Bank of New York Mellon Corporation reported a gross profit of 5.21B and revenue of 8.87B. Therefore, the gross margin over that period was 58.7%.

USB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, U.S. Bancorp reported a gross profit of 7.34B and revenue of 10.98B. Therefore, the gross margin over that period was 66.9%.

BK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Bank of New York Mellon Corporation reported an operating income of 1.85B and revenue of 8.87B, resulting in an operating margin of 20.8%.

USB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, U.S. Bancorp reported an operating income of 2.53B and revenue of 10.98B, resulting in an operating margin of 23.1%.

BK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Bank of New York Mellon Corporation reported a net income of 1.46B and revenue of 8.87B, resulting in a net margin of 16.5%.

USB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, U.S. Bancorp reported a net income of 2.05B and revenue of 10.98B, resulting in a net margin of 18.7%.