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KEY vs. CFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KEY and CFG is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

KEY vs. CFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KeyCorp (KEY) and Citizens Financial Group, Inc. (CFG). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
62.06%
130.39%
KEY
CFG

Key characteristics

Sharpe Ratio

KEY:

0.14

CFG:

0.30

Sortino Ratio

KEY:

0.48

CFG:

0.66

Omega Ratio

KEY:

1.06

CFG:

1.09

Calmar Ratio

KEY:

0.12

CFG:

0.32

Martin Ratio

KEY:

0.44

CFG:

1.13

Ulcer Index

KEY:

11.40%

CFG:

9.20%

Daily Std Dev

KEY:

37.15%

CFG:

34.82%

Max Drawdown

KEY:

-87.08%

CFG:

-65.60%

Current Drawdown

KEY:

-35.35%

CFG:

-23.78%

Fundamentals

Market Cap

KEY:

$16.37B

CFG:

$16.39B

EPS

KEY:

-$0.19

CFG:

$3.15

PEG Ratio

KEY:

0.67

CFG:

0.26

PS Ratio

KEY:

3.67

CFG:

2.30

PB Ratio

KEY:

0.99

CFG:

0.71

Total Revenue (TTM)

KEY:

$2.91B

CFG:

$5.84B

Gross Profit (TTM)

KEY:

$4.15B

CFG:

$6.88B

EBITDA (TTM)

KEY:

-$131.00M

CFG:

$1.72B

Returns By Period

In the year-to-date period, KEY achieves a -13.07% return, which is significantly higher than CFG's -14.57% return. Over the past 10 years, KEY has underperformed CFG with an annualized return of 4.17%, while CFG has yielded a comparatively higher 7.31% annualized return.


KEY

YTD

-13.07%

1M

-8.97%

6M

-11.61%

1Y

5.20%

5Y*

10.21%

10Y*

4.17%

CFG

YTD

-14.57%

1M

-10.16%

6M

-9.03%

1Y

9.80%

5Y*

15.85%

10Y*

7.31%

*Annualized

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Risk-Adjusted Performance

KEY vs. CFG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KEY
The Risk-Adjusted Performance Rank of KEY is 5656
Overall Rank
The Sharpe Ratio Rank of KEY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of KEY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of KEY is 5151
Omega Ratio Rank
The Calmar Ratio Rank of KEY is 5959
Calmar Ratio Rank
The Martin Ratio Rank of KEY is 5858
Martin Ratio Rank

CFG
The Risk-Adjusted Performance Rank of CFG is 6262
Overall Rank
The Sharpe Ratio Rank of CFG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CFG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CFG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CFG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CFG is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KEY vs. CFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KeyCorp (KEY) and Citizens Financial Group, Inc. (CFG). 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.


The chart of Sharpe ratio for KEY, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.00
KEY: 0.14
CFG: 0.30
The chart of Sortino ratio for KEY, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
KEY: 0.48
CFG: 0.66
The chart of Omega ratio for KEY, currently valued at 1.06, compared to the broader market0.501.001.502.00
KEY: 1.06
CFG: 1.09
The chart of Calmar ratio for KEY, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
KEY: 0.12
CFG: 0.32
The chart of Martin ratio for KEY, currently valued at 0.44, compared to the broader market-5.000.005.0010.0015.0020.00
KEY: 0.44
CFG: 1.13

The current KEY Sharpe Ratio is 0.14, which is lower than the CFG Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of KEY and CFG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.14
0.30
KEY
CFG

Dividends

KEY vs. CFG - Dividend Comparison

KEY's dividend yield for the trailing twelve months is around 5.57%, more than CFG's 4.53% yield.


TTM20242023202220212020201920182017201620152014
KEY
KeyCorp
5.57%4.78%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%
CFG
Citizens Financial Group, Inc.
4.53%3.84%5.07%4.11%3.30%4.36%3.35%3.30%1.52%1.29%1.53%0.40%

Drawdowns

KEY vs. CFG - Drawdown Comparison

The maximum KEY drawdown since its inception was -87.08%, which is greater than CFG's maximum drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for KEY and CFG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.35%
-23.78%
KEY
CFG

Volatility

KEY vs. CFG - Volatility Comparison

The current volatility for KeyCorp (KEY) is 19.48%, while Citizens Financial Group, Inc. (CFG) has a volatility of 20.86%. This indicates that KEY experiences smaller price fluctuations and is considered to be less risky than CFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.48%
20.86%
KEY
CFG

Financials

KEY vs. CFG - Financials Comparison

This section allows you to compare key financial metrics between KeyCorp and Citizens Financial 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