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CFR vs. MTB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CFR and MTB is 0.59, 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

CFR vs. MTB - Performance Comparison

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

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
11,878.20%
4,021.65%
CFR
MTB

Key characteristics

Sharpe Ratio

CFR:

0.92

MTB:

1.44

Sortino Ratio

CFR:

1.52

MTB:

2.21

Omega Ratio

CFR:

1.18

MTB:

1.27

Calmar Ratio

CFR:

0.71

MTB:

1.42

Martin Ratio

CFR:

3.52

MTB:

9.89

Ulcer Index

CFR:

7.41%

MTB:

4.07%

Daily Std Dev

CFR:

28.47%

MTB:

27.89%

Max Drawdown

CFR:

-56.86%

MTB:

-73.50%

Current Drawdown

CFR:

-11.32%

MTB:

-15.61%

Fundamentals

Market Cap

CFR:

$8.76B

MTB:

$32.55B

EPS

CFR:

$8.07

MTB:

$13.51

PE Ratio

CFR:

16.93

MTB:

14.52

PEG Ratio

CFR:

1.92

MTB:

1.37

Total Revenue (TTM)

CFR:

$2.32B

MTB:

$11.31B

Gross Profit (TTM)

CFR:

$2.49B

MTB:

$12.37B

EBITDA (TTM)

CFR:

$723.10M

MTB:

$3.61B

Returns By Period

In the year-to-date period, CFR achieves a 24.57% return, which is significantly lower than MTB's 40.26% return. Over the past 10 years, CFR has outperformed MTB with an annualized return of 9.64%, while MTB has yielded a comparatively lower 6.99% annualized return.


CFR

YTD

24.57%

1M

-4.92%

6M

35.46%

1Y

23.95%

5Y*

9.17%

10Y*

9.64%

MTB

YTD

40.26%

1M

-12.81%

6M

28.58%

1Y

37.97%

5Y*

5.35%

10Y*

6.99%

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Risk-Adjusted Performance

CFR vs. MTB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen/Frost Bankers, Inc. (CFR) 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 CFR, currently valued at 0.92, compared to the broader market-4.00-2.000.002.000.921.44
The chart of Sortino ratio for CFR, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.522.21
The chart of Omega ratio for CFR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.27
The chart of Calmar ratio for CFR, currently valued at 0.71, compared to the broader market0.002.004.006.000.711.42
The chart of Martin ratio for CFR, currently valued at 3.52, compared to the broader market0.0010.0020.003.529.89
CFR
MTB

The current CFR Sharpe Ratio is 0.92, which is lower than the MTB Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of CFR 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.92
1.44
CFR
MTB

Dividends

CFR vs. MTB - Dividend Comparison

CFR's dividend yield for the trailing twelve months is around 2.86%, which matches MTB's 2.87% yield.


TTM20232022202120202019201820172016201520142013
CFR
Cullen/Frost Bankers, Inc.
2.86%3.30%2.42%2.33%3.27%2.86%2.93%2.38%2.44%3.50%2.87%2.66%
MTB
M&T Bank Corporation
2.87%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%2.41%

Drawdowns

CFR vs. MTB - Drawdown Comparison

The maximum CFR drawdown since its inception was -56.86%, smaller than the maximum MTB drawdown of -73.50%. Use the drawdown chart below to compare losses from any high point for CFR and MTB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.32%
-15.61%
CFR
MTB

Volatility

CFR vs. MTB - Volatility Comparison

The current volatility for Cullen/Frost Bankers, Inc. (CFR) is 6.18%, while M&T Bank Corporation (MTB) has a volatility of 6.85%. This indicates that CFR experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
6.18%
6.85%
CFR
MTB

Financials

CFR vs. MTB - Financials Comparison

This section allows you to compare key financial metrics between Cullen/Frost Bankers, 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
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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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