PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CBU vs. MTB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CBU and MTB is 0.50, 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

CBU vs. MTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Community Bank System, Inc. (CBU) and M&T Bank Corporation (MTB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
4.25%
16.36%
CBU
MTB

Key characteristics

Sharpe Ratio

CBU:

1.34

MTB:

1.73

Sortino Ratio

CBU:

2.13

MTB:

2.67

Omega Ratio

CBU:

1.25

MTB:

1.32

Calmar Ratio

CBU:

0.99

MTB:

1.79

Martin Ratio

CBU:

6.51

MTB:

7.66

Ulcer Index

CBU:

6.83%

MTB:

5.94%

Daily Std Dev

CBU:

33.34%

MTB:

26.40%

Max Drawdown

CBU:

-67.43%

MTB:

-73.50%

Current Drawdown

CBU:

-14.00%

MTB:

-12.27%

Fundamentals

Market Cap

CBU:

$3.33B

MTB:

$31.80B

EPS

CBU:

$3.44

MTB:

$14.63

PE Ratio

CBU:

18.36

MTB:

13.23

PEG Ratio

CBU:

2.17

MTB:

1.37

Total Revenue (TTM)

CBU:

$617.39M

MTB:

$11.39B

Gross Profit (TTM)

CBU:

$385.57M

MTB:

$11.39B

EBITDA (TTM)

CBU:

$126.21M

MTB:

$2.77B

Returns By Period

In the year-to-date period, CBU achieves a 2.38% return, which is significantly lower than MTB's 2.94% return. Over the past 10 years, CBU has outperformed MTB with an annualized return of 8.97%, while MTB has yielded a comparatively lower 7.72% annualized return.


CBU

YTD

2.38%

1M

-2.65%

6M

4.25%

1Y

47.39%

5Y*

1.42%

10Y*

8.97%

MTB

YTD

2.94%

1M

-1.06%

6M

16.36%

1Y

44.87%

5Y*

6.29%

10Y*

7.72%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CBU vs. MTB — Risk-Adjusted Performance Rank

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

CBU
The Risk-Adjusted Performance Rank of CBU is 8282
Overall Rank
The Sharpe Ratio Rank of CBU is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CBU is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CBU is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CBU is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CBU is 8585
Martin Ratio Rank

MTB
The Risk-Adjusted Performance Rank of MTB is 8888
Overall Rank
The Sharpe Ratio Rank of MTB is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MTB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of MTB is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MTB is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MTB is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CBU vs. MTB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Community Bank System, Inc. (CBU) and M&T Bank Corporation (MTB). 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 CBU, currently valued at 1.34, compared to the broader market-2.000.002.001.341.73
The chart of Sortino ratio for CBU, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.006.002.132.67
The chart of Omega ratio for CBU, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.32
The chart of Calmar ratio for CBU, currently valued at 0.99, compared to the broader market0.002.004.006.000.991.79
The chart of Martin ratio for CBU, currently valued at 6.51, compared to the broader market-10.000.0010.0020.0030.006.517.66
CBU
MTB

The current CBU Sharpe Ratio is 1.34, which is comparable to the MTB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CBU and MTB, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.34
1.73
CBU
MTB

Dividends

CBU vs. MTB - Dividend Comparison

CBU's dividend yield for the trailing twelve months is around 2.88%, more than MTB's 2.76% yield.


TTM20242023202220212020201920182017201620152014
CBU
Community Bank System, Inc.
2.88%2.95%3.42%2.76%2.28%2.66%2.23%2.47%2.46%2.04%3.05%3.04%
MTB
M&T Bank Corporation
2.76%2.85%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%

Drawdowns

CBU vs. MTB - Drawdown Comparison

The maximum CBU drawdown since its inception was -67.43%, smaller than the maximum MTB drawdown of -73.50%. Use the drawdown chart below to compare losses from any high point for CBU and MTB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.00%
-12.27%
CBU
MTB

Volatility

CBU vs. MTB - Volatility Comparison

Community Bank System, Inc. (CBU) has a higher volatility of 6.91% compared to M&T Bank Corporation (MTB) at 5.20%. This indicates that CBU's price experiences larger fluctuations and is considered to be riskier than MTB 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%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
6.91%
5.20%
CBU
MTB

Financials

CBU vs. MTB - Financials Comparison

This section allows you to compare key financial metrics between Community Bank System, Inc. and M&T Bank 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab