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

Key characteristics


FITBPNC
YTD Return40.68%41.60%
1Y Return95.18%83.33%
3Y Return (Ann)6.37%5.27%
5Y Return (Ann)14.20%11.28%
10Y Return (Ann)12.64%12.67%
Sharpe Ratio3.413.22
Sortino Ratio4.684.25
Omega Ratio1.561.54
Calmar Ratio2.061.92
Martin Ratio24.0823.23
Ulcer Index3.97%3.53%
Daily Std Dev28.02%25.48%
Max Drawdown-98.13%-76.65%
Current Drawdown-0.06%0.00%

Fundamentals


FITBPNC
Market Cap$31.65B$83.21B
EPS$3.00$11.83
PE Ratio15.7317.73
PEG Ratio3.342.04
Total Revenue (TTM)$13.42B$27.28B
Gross Profit (TTM)$13.40B$24.31B
EBITDA (TTM)$767.00M-$5.32B

Correlation

-0.50.00.51.00.6

The correlation between FITB and PNC is 0.63, 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. PNC - Performance Comparison

The year-to-date returns for both investments are quite close, with FITB having a 40.68% return and PNC slightly higher at 41.60%. Both investments have delivered pretty close results over the past 10 years, with FITB having a 12.64% annualized return and PNC not far ahead at 12.67%. 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
24.90%
34.79%
FITB
PNC

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Risk-Adjusted Performance

FITB vs. PNC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) and The PNC Financial Services Group, Inc. (PNC). 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 3.41, compared to the broader market-4.00-2.000.002.004.003.41
Sortino ratio
The chart of Sortino ratio for FITB, currently valued at 4.68, compared to the broader market-4.00-2.000.002.004.006.004.68
Omega ratio
The chart of Omega ratio for FITB, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for FITB, currently valued at 2.06, compared to the broader market0.002.004.006.002.06
Martin ratio
The chart of Martin ratio for FITB, currently valued at 24.08, compared to the broader market0.0010.0020.0030.0024.08
PNC
Sharpe ratio
The chart of Sharpe ratio for PNC, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.003.22
Sortino ratio
The chart of Sortino ratio for PNC, currently valued at 4.25, compared to the broader market-4.00-2.000.002.004.006.004.25
Omega ratio
The chart of Omega ratio for PNC, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for PNC, currently valued at 1.92, compared to the broader market0.002.004.006.001.92
Martin ratio
The chart of Martin ratio for PNC, currently valued at 23.23, compared to the broader market0.0010.0020.0030.0023.23

FITB vs. PNC - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 3.41, which is comparable to the PNC Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of FITB and PNC, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.41
3.22
FITB
PNC

Dividends

FITB vs. PNC - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.01%, which matches PNC's 2.99% 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%
PNC
The PNC Financial Services Group, Inc.
2.99%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%2.22%

Drawdowns

FITB vs. PNC - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than PNC's maximum drawdown of -76.65%. Use the drawdown chart below to compare losses from any high point for FITB and PNC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.06%
0
FITB
PNC

Volatility

FITB vs. PNC - Volatility Comparison

Fifth Third Bancorp (FITB) and The PNC Financial Services Group, Inc. (PNC) have volatilities of 10.22% and 9.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.22%
9.92%
FITB
PNC

Financials

FITB vs. PNC - Financials Comparison

This section allows you to compare key financial metrics between Fifth Third Bancorp and The PNC Financial Services Group, Inc.. 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