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

Correlation

The correlation between KEY and NYCB is 0.50, 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.


-0.50.00.51.00.5

Performance

KEY vs. NYCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KeyCorp (KEY) and New York Community Bancorp, Inc. (NYCB). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
255.41%
1,249.39%
KEY
NYCB

Key characteristics

Sharpe Ratio

KEY:

0.79

NYCB:

-0.68

Sortino Ratio

KEY:

1.44

NYCB:

-0.73

Omega Ratio

KEY:

1.17

NYCB:

0.89

Calmar Ratio

KEY:

0.58

NYCB:

-0.76

Martin Ratio

KEY:

4.44

NYCB:

-1.00

Ulcer Index

KEY:

5.98%

NYCB:

60.96%

Daily Std Dev

KEY:

33.63%

NYCB:

92.09%

Max Drawdown

KEY:

-87.08%

NYCB:

-80.11%

Current Drawdown

KEY:

-26.41%

NYCB:

-72.84%

Fundamentals

Market Cap

KEY:

$17.64B

NYCB:

$4.38B

EPS

KEY:

$0.00

NYCB:

-$14.50

PEG Ratio

KEY:

0.75

NYCB:

0.47

Total Revenue (TTM)

KEY:

$8.67B

NYCB:

$6.24B

Gross Profit (TTM)

KEY:

$9.96B

NYCB:

$4.93B

EBITDA (TTM)

KEY:

$560.00M

NYCB:

$757.00M

Returns By Period

In the year-to-date period, KEY achieves a 24.03% return, which is significantly higher than NYCB's -64.27% return. Over the past 10 years, KEY has outperformed NYCB with an annualized return of 6.09%, while NYCB has yielded a comparatively lower -9.09% annualized return.


KEY

YTD

24.03%

1M

-10.85%

6M

27.79%

1Y

24.37%

5Y*

1.25%

10Y*

6.09%

NYCB

YTD

-64.27%

1M

0.00%

6M

17.49%

1Y

-65.38%

5Y*

-17.17%

10Y*

-9.09%

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Risk-Adjusted Performance

KEY vs. NYCB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KeyCorp (KEY) and New York Community Bancorp, Inc. (NYCB). 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 KEY, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.79-0.74
The chart of Sortino ratio for KEY, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44-0.92
The chart of Omega ratio for KEY, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.86
The chart of Calmar ratio for KEY, currently valued at 0.58, compared to the broader market0.002.004.006.000.58-0.82
The chart of Martin ratio for KEY, currently valued at 4.44, compared to the broader market0.0010.0020.004.44-1.05
KEY
NYCB

The current KEY Sharpe Ratio is 0.79, which is higher than the NYCB Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of KEY and NYCB, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.79
-0.74
KEY
NYCB

Dividends

KEY vs. NYCB - Dividend Comparison

KEY's dividend yield for the trailing twelve months is around 4.83%, more than NYCB's 1.85% yield.


TTM20232022202120202019201820172016201520142013
KEY
KeyCorp
4.83%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%
NYCB
New York Community Bancorp, Inc.
1.85%6.65%7.91%5.57%6.45%5.66%7.23%5.22%4.27%6.13%6.25%5.93%

Drawdowns

KEY vs. NYCB - Drawdown Comparison

The maximum KEY drawdown since its inception was -87.08%, which is greater than NYCB's maximum drawdown of -80.11%. Use the drawdown chart below to compare losses from any high point for KEY and NYCB. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-26.41%
-72.84%
KEY
NYCB

Volatility

KEY vs. NYCB - Volatility Comparison

KeyCorp (KEY) has a higher volatility of 6.60% compared to New York Community Bancorp, Inc. (NYCB) at 0.00%. This indicates that KEY's price experiences larger fluctuations and is considered to be riskier than NYCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.60%
0
KEY
NYCB

Financials

KEY vs. NYCB - Financials Comparison

This section allows you to compare key financial metrics between KeyCorp and New York Community Bancorp, 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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