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FITB vs. KRC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.4

Performance

FITB vs. KRC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITB) and Kilroy Realty Corporation (KRC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.84%
26.81%
FITB
KRC

Key characteristics

Sharpe Ratio

FITB:

1.00

KRC:

0.03

Sortino Ratio

FITB:

1.57

KRC:

0.27

Omega Ratio

FITB:

1.19

KRC:

1.03

Calmar Ratio

FITB:

0.86

KRC:

0.02

Martin Ratio

FITB:

5.92

KRC:

0.07

Ulcer Index

FITB:

4.23%

KRC:

13.48%

Daily Std Dev

FITB:

25.09%

KRC:

33.53%

Max Drawdown

FITB:

-98.13%

KRC:

-81.27%

Current Drawdown

FITB:

-12.76%

KRC:

-45.06%

Fundamentals

Market Cap

FITB:

$30.21B

KRC:

$5.01B

EPS

FITB:

$3.00

KRC:

$1.67

PE Ratio

FITB:

15.02

KRC:

25.17

PEG Ratio

FITB:

3.68

KRC:

2.42

Total Revenue (TTM)

FITB:

$12.10B

KRC:

$1.12B

Gross Profit (TTM)

FITB:

$13.40B

KRC:

$576.77M

EBITDA (TTM)

FITB:

$2.71B

KRC:

$676.34M

Returns By Period

In the year-to-date period, FITB achieves a 26.04% return, which is significantly higher than KRC's 2.32% return. Over the past 10 years, FITB has outperformed KRC with an annualized return of 11.40%, while KRC has yielded a comparatively lower -2.31% annualized return.


FITB

YTD

26.04%

1M

-9.00%

6M

19.84%

1Y

29.10%

5Y*

10.69%

10Y*

11.40%

KRC

YTD

2.32%

1M

1.14%

6M

26.81%

1Y

0.96%

5Y*

-10.05%

10Y*

-2.31%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 1.00, compared to the broader market-4.00-2.000.002.001.000.03
The chart of Sortino ratio for FITB, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.001.570.27
The chart of Omega ratio for FITB, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.03
The chart of Calmar ratio for FITB, currently valued at 0.86, compared to the broader market0.002.004.006.000.860.02
The chart of Martin ratio for FITB, currently valued at 5.92, compared to the broader market0.0010.0020.005.920.07
FITB
KRC

The current FITB Sharpe Ratio is 1.00, which is higher than the KRC Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FITB and KRC, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.00
0.03
FITB
KRC

Dividends

FITB vs. KRC - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.36%, less than KRC's 5.55% yield.


TTM20232022202120202019201820172016201520142013
FITB
Fifth Third Bancorp
3.36%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
5.55%5.42%5.48%3.07%3.43%2.28%2.85%2.21%4.61%2.21%2.03%2.79%

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%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.76%
-45.06%
FITB
KRC

Volatility

FITB vs. KRC - Volatility Comparison

The current volatility for Fifth Third Bancorp (FITB) is 6.82%, while Kilroy Realty Corporation (KRC) has a volatility of 11.85%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.82%
11.85%
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
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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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