PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FITB vs. KRC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FITBKRC
YTD Return12.90%-12.28%
1Y Return60.50%36.79%
3Y Return (Ann)0.99%-16.13%
5Y Return (Ann)11.57%-11.29%
10Y Return (Ann)10.36%-2.25%
Sharpe Ratio1.910.88
Daily Std Dev31.37%41.30%
Max Drawdown-98.13%-81.27%
Current Drawdown-16.00%-52.89%

Fundamentals


FITBKRC
Market Cap$26.53B$4.03B
EPS$3.14$1.74
PE Ratio12.3519.55
PEG Ratio3.442.42
Revenue (TTM)$8.14B$1.12B
Gross Profit (TTM)$7.82B$775.93M

Correlation

-0.50.00.51.00.4

The correlation between FITB and KRC is 0.40, 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.

Performance

FITB vs. KRC - Performance Comparison

In the year-to-date period, FITB achieves a 12.90% return, which is significantly higher than KRC's -12.28% return. Over the past 10 years, FITB has outperformed KRC with an annualized return of 10.36%, while KRC has yielded a comparatively lower -2.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
251.73%
378.63%
FITB
KRC

Compare stocks, funds, or ETFs

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


Fifth Third Bancorp

Kilroy Realty Corporation

Risk-Adjusted Performance

FITB vs. KRC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) and Kilroy Realty Corporation (KRC). 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.


FITB
Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for FITB, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.006.002.69
Omega ratio
The chart of Omega ratio for FITB, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for FITB, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for FITB, currently valued at 8.12, compared to the broader market-10.000.0010.0020.0030.008.12
KRC
Sharpe ratio
The chart of Sharpe ratio for KRC, currently valued at 0.88, compared to the broader market-2.00-1.000.001.002.003.004.000.88
Sortino ratio
The chart of Sortino ratio for KRC, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.51
Omega ratio
The chart of Omega ratio for KRC, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for KRC, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for KRC, currently valued at 2.73, compared to the broader market-10.000.0010.0020.0030.002.73

FITB vs. KRC - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 1.91, which is higher than the KRC Sharpe Ratio of 0.88. The chart below compares the 12-month rolling Sharpe Ratio of FITB and KRC.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.91
0.88
FITB
KRC

Dividends

FITB vs. KRC - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.58%, less than KRC's 6.28% yield.


TTM20232022202120202019201820172016201520142013
FITB
Fifth Third Bancorp
3.58%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%
KRC
Kilroy Realty Corporation
6.28%5.42%5.48%3.07%3.43%2.28%2.85%2.21%4.57%2.15%1.97%2.72%

Drawdowns

FITB vs. KRC - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than KRC's maximum drawdown of -81.27%. Use the drawdown chart below to compare losses from any high point for FITB and KRC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-16.00%
-52.89%
FITB
KRC

Volatility

FITB vs. KRC - Volatility Comparison

The current volatility for Fifth Third Bancorp (FITB) is 7.09%, while Kilroy Realty Corporation (KRC) has a volatility of 7.95%. This indicates that FITB experiences smaller price fluctuations and is considered to be less risky than KRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2024FebruaryMarchAprilMay
7.09%
7.95%
FITB
KRC

Financials

FITB vs. KRC - Financials Comparison

This section allows you to compare key financial metrics between Fifth Third Bancorp and Kilroy Realty 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