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

Correlation

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.


-0.50.00.51.00.6

Performance

FITB vs. PNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITB) and The PNC Financial Services Group, Inc. (PNC). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,328.58%
3,089.54%
FITB
PNC

Key characteristics

Sharpe Ratio

FITB:

1.25

PNC:

1.41

Sortino Ratio

FITB:

1.90

PNC:

2.12

Omega Ratio

FITB:

1.23

PNC:

1.25

Calmar Ratio

FITB:

1.07

PNC:

1.13

Martin Ratio

FITB:

7.27

PNC:

8.71

Ulcer Index

FITB:

4.29%

PNC:

3.88%

Daily Std Dev

FITB:

24.92%

PNC:

23.93%

Max Drawdown

FITB:

-98.13%

PNC:

-76.65%

Current Drawdown

FITB:

-11.37%

PNC:

-10.34%

Fundamentals

Market Cap

FITB:

$30.21B

PNC:

$78.68B

EPS

FITB:

$3.00

PNC:

$11.83

PE Ratio

FITB:

15.02

PNC:

16.76

PEG Ratio

FITB:

3.68

PNC:

1.96

Total Revenue (TTM)

FITB:

$12.10B

PNC:

$20.62B

Gross Profit (TTM)

FITB:

$13.40B

PNC:

$20.62B

EBITDA (TTM)

FITB:

$2.71B

PNC:

$6.53B

Returns By Period

The year-to-date returns for both investments are quite close, with FITB having a 28.03% return and PNC slightly higher at 29.33%. Both investments have delivered pretty close results over the past 10 years, with FITB having a 11.34% annualized return and PNC not far behind at 10.96%.


FITB

YTD

28.03%

1M

-7.30%

6M

21.27%

1Y

29.66%

5Y*

11.03%

10Y*

11.34%

PNC

YTD

29.33%

1M

-5.49%

6M

28.09%

1Y

31.96%

5Y*

7.74%

10Y*

10.96%

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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.


Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 1.25, compared to the broader market-4.00-2.000.002.001.251.41
The chart of Sortino ratio for FITB, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.902.12
The chart of Omega ratio for FITB, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.25
The chart of Calmar ratio for FITB, currently valued at 1.07, compared to the broader market0.002.004.006.001.071.13
The chart of Martin ratio for FITB, currently valued at 7.27, compared to the broader market-5.000.005.0010.0015.0020.0025.007.278.71
FITB
PNC

The current FITB Sharpe Ratio is 1.25, which is comparable to the PNC Sharpe Ratio of 1.41. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.25
1.41
FITB
PNC

Dividends

FITB vs. PNC - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.31%, more than PNC's 3.27% yield.


TTM20232022202120202019201820172016201520142013
FITB
Fifth Third Bancorp
3.31%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.
3.27%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%JulyAugustSeptemberOctoberNovemberDecember
-11.37%
-10.34%
FITB
PNC

Volatility

FITB vs. PNC - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 7.11% compared to The PNC Financial Services Group, Inc. (PNC) at 5.58%. This indicates that FITB's price experiences larger fluctuations and is considered to be riskier than PNC based on this measure. 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%JulyAugustSeptemberOctoberNovemberDecember
7.11%
5.58%
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
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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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