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

Key characteristics


FITBKRC
YTD Return40.77%8.68%
1Y Return95.69%53.80%
3Y Return (Ann)6.40%-12.02%
5Y Return (Ann)14.19%-8.89%
10Y Return (Ann)12.65%-1.19%
Sharpe Ratio3.481.45
Sortino Ratio4.752.16
Omega Ratio1.571.26
Calmar Ratio2.100.87
Martin Ratio24.593.72
Ulcer Index3.97%14.70%
Daily Std Dev28.07%37.78%
Max Drawdown-98.13%-81.27%
Current Drawdown0.00%-41.64%

Fundamentals


FITBKRC
Market Cap$31.65B$4.93B
EPS$3.00$1.67
PE Ratio15.7324.75
PEG Ratio3.342.42
Total Revenue (TTM)$13.42B$1.12B
Gross Profit (TTM)$13.40B$576.77M
EBITDA (TTM)$767.00M$696.72M

Correlation

-0.50.00.51.00.4

The correlation between FITB and KRC is 0.41, 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 40.77% return, which is significantly higher than KRC's 8.68% return. Over the past 10 years, FITB has outperformed KRC with an annualized return of 12.65%, while KRC has yielded a comparatively lower -1.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
24.98%
20.91%
FITB
KRC

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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.


FITB
Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 3.48, compared to the broader market-4.00-2.000.002.004.003.48
Sortino ratio
The chart of Sortino ratio for FITB, currently valued at 4.75, compared to the broader market-4.00-2.000.002.004.006.004.75
Omega ratio
The chart of Omega ratio for FITB, currently valued at 1.57, compared to the broader market0.501.001.502.001.57
Calmar ratio
The chart of Calmar ratio for FITB, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Martin ratio
The chart of Martin ratio for FITB, currently valued at 24.59, compared to the broader market0.0010.0020.0030.0024.59
KRC
Sharpe ratio
The chart of Sharpe ratio for KRC, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.45
Sortino ratio
The chart of Sortino ratio for KRC, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.006.002.16
Omega ratio
The chart of Omega ratio for KRC, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for KRC, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for KRC, currently valued at 3.72, compared to the broader market0.0010.0020.0030.003.72

FITB vs. KRC - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 3.48, which is higher than the KRC Sharpe Ratio of 1.45. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.48
1.45
FITB
KRC

Dividends

FITB vs. KRC - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.01%, less than KRC's 5.23% yield.


TTM20232022202120202019201820172016201520142013
FITB
Fifth Third Bancorp
3.01%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
5.23%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%JuneJulyAugustSeptemberOctoberNovember0
-41.64%
FITB
KRC

Volatility

FITB vs. KRC - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 10.24% compared to Kilroy Realty Corporation (KRC) at 8.29%. This indicates that FITB's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
10.24%
8.29%
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