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CBSH vs. RF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CBSH and RF 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

CBSH vs. RF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commerce Bancshares, Inc. (CBSH) and Regions Financial Corporation (RF). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,500.46%
1,526.30%
CBSH
RF

Key characteristics

Sharpe Ratio

CBSH:

1.11

RF:

1.17

Sortino Ratio

CBSH:

1.78

RF:

1.81

Omega Ratio

CBSH:

1.22

RF:

1.23

Calmar Ratio

CBSH:

0.90

RF:

1.31

Martin Ratio

CBSH:

5.38

RF:

5.65

Ulcer Index

CBSH:

4.75%

RF:

5.52%

Daily Std Dev

CBSH:

23.08%

RF:

26.55%

Max Drawdown

CBSH:

-45.05%

RF:

-92.65%

Current Drawdown

CBSH:

-10.65%

RF:

-12.67%

Fundamentals

Market Cap

CBSH:

$8.98B

RF:

$22.37B

EPS

CBSH:

$3.66

RF:

$1.77

PE Ratio

CBSH:

18.23

RF:

13.90

PEG Ratio

CBSH:

3.58

RF:

4.61

Total Revenue (TTM)

CBSH:

$1.91B

RF:

$7.51B

Gross Profit (TTM)

CBSH:

$2.08B

RF:

$8.09B

EBITDA (TTM)

CBSH:

$586.59M

RF:

$2.76B

Returns By Period

In the year-to-date period, CBSH achieves a 26.18% return, which is significantly lower than RF's 28.38% return. Over the past 10 years, CBSH has underperformed RF with an annualized return of 8.49%, while RF has yielded a comparatively higher 12.11% annualized return.


CBSH

YTD

26.18%

1M

-6.38%

6M

23.36%

1Y

25.59%

5Y*

4.06%

10Y*

8.49%

RF

YTD

28.38%

1M

-8.64%

6M

28.12%

1Y

29.99%

5Y*

11.09%

10Y*

12.11%

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Risk-Adjusted Performance

CBSH vs. RF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Commerce Bancshares, Inc. (CBSH) and Regions Financial Corporation (RF). 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 CBSH, currently valued at 1.11, compared to the broader market-4.00-2.000.002.001.111.17
The chart of Sortino ratio for CBSH, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.781.81
The chart of Omega ratio for CBSH, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.23
The chart of Calmar ratio for CBSH, currently valued at 0.90, compared to the broader market0.002.004.006.000.901.31
The chart of Martin ratio for CBSH, currently valued at 5.38, compared to the broader market-5.000.005.0010.0015.0020.0025.005.385.65
CBSH
RF

The current CBSH Sharpe Ratio is 1.11, which is comparable to the RF Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CBSH and RF, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.11
1.17
CBSH
RF

Dividends

CBSH vs. RF - Dividend Comparison

CBSH's dividend yield for the trailing twelve months is around 1.65%, less than RF's 4.12% yield.


TTM20232022202120202019201820172016201520142013
CBSH
Commerce Bancshares, Inc.
1.65%2.02%1.56%1.40%1.44%1.32%1.32%1.26%1.16%1.45%1.35%1.24%
RF
Regions Financial Corporation
4.12%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%

Drawdowns

CBSH vs. RF - Drawdown Comparison

The maximum CBSH drawdown since its inception was -45.05%, smaller than the maximum RF drawdown of -92.65%. Use the drawdown chart below to compare losses from any high point for CBSH and RF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.65%
-12.67%
CBSH
RF

Volatility

CBSH vs. RF - Volatility Comparison

The current volatility for Commerce Bancshares, Inc. (CBSH) is 6.14%, while Regions Financial Corporation (RF) has a volatility of 7.89%. This indicates that CBSH experiences smaller price fluctuations and is considered to be less risky than RF 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
6.14%
7.89%
CBSH
RF

Financials

CBSH vs. RF - Financials Comparison

This section allows you to compare key financial metrics between Commerce Bancshares, Inc. and Regions Financial Corporation. 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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