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

Correlation

The correlation between CMA and KEY is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

CMA vs. KEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comerica Incorporated (CMA) and KeyCorp (KEY). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
30.97%
28.58%
CMA
KEY

Key characteristics

Sharpe Ratio

CMA:

0.59

KEY:

0.83

Sortino Ratio

CMA:

1.03

KEY:

1.49

Omega Ratio

CMA:

1.13

KEY:

1.18

Calmar Ratio

CMA:

0.40

KEY:

0.61

Martin Ratio

CMA:

2.62

KEY:

4.55

Ulcer Index

CMA:

7.51%

KEY:

6.12%

Daily Std Dev

CMA:

33.47%

KEY:

33.57%

Max Drawdown

CMA:

-78.35%

KEY:

-87.08%

Current Drawdown

CMA:

-29.78%

KEY:

-25.85%

Fundamentals

Market Cap

CMA:

$8.47B

KEY:

$17.64B

EPS

CMA:

$4.00

KEY:

$0.00

PE Ratio

CMA:

16.10

KEY:

0.00

PEG Ratio

CMA:

0.32

KEY:

0.75

Total Revenue (TTM)

CMA:

$4.76B

KEY:

$8.67B

Gross Profit (TTM)

CMA:

$4.52B

KEY:

$9.96B

EBITDA (TTM)

CMA:

$213.00M

KEY:

$560.00M

Returns By Period

In the year-to-date period, CMA achieves a 15.44% return, which is significantly lower than KEY's 24.98% return. Over the past 10 years, CMA has outperformed KEY with an annualized return of 6.61%, while KEY has yielded a comparatively lower 5.97% annualized return.


CMA

YTD

15.44%

1M

-8.93%

6M

30.97%

1Y

16.99%

5Y*

1.88%

10Y*

6.61%

KEY

YTD

24.98%

1M

-9.17%

6M

28.58%

1Y

26.03%

5Y*

1.40%

10Y*

5.97%

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

CMA vs. KEY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comerica Incorporated (CMA) and KeyCorp (KEY). 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 CMA, currently valued at 0.59, compared to the broader market-4.00-2.000.002.000.590.83
The chart of Sortino ratio for CMA, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.031.49
The chart of Omega ratio for CMA, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.18
The chart of Calmar ratio for CMA, currently valued at 0.40, compared to the broader market0.002.004.006.000.400.61
The chart of Martin ratio for CMA, currently valued at 2.62, compared to the broader market-5.000.005.0010.0015.0020.0025.002.624.55
CMA
KEY

The current CMA Sharpe Ratio is 0.59, which is comparable to the KEY Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CMA and KEY, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.59
0.83
CMA
KEY

Dividends

CMA vs. KEY - Dividend Comparison

CMA's dividend yield for the trailing twelve months is around 4.64%, less than KEY's 4.80% yield.


TTM20232022202120202019201820172016201520142013
CMA
Comerica Incorporated
4.64%5.09%4.07%3.13%4.87%3.74%2.68%1.26%1.31%1.98%1.69%1.43%
KEY
KeyCorp
4.80%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%

Drawdowns

CMA vs. KEY - Drawdown Comparison

The maximum CMA drawdown since its inception was -78.35%, smaller than the maximum KEY drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for CMA and KEY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.78%
-25.85%
CMA
KEY

Volatility

CMA vs. KEY - Volatility Comparison

Comerica Incorporated (CMA) has a higher volatility of 8.73% compared to KeyCorp (KEY) at 6.90%. This indicates that CMA's price experiences larger fluctuations and is considered to be riskier than KEY 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%JulyAugustSeptemberOctoberNovemberDecember
8.73%
6.90%
CMA
KEY

Financials

CMA vs. KEY - Financials Comparison

This section allows you to compare key financial metrics between Comerica Incorporated and KeyCorp. 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 © 2024 PortfoliosLab