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

Correlation

The correlation between KEY and USB is 0.59, 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

KEY vs. USB - Performance Comparison

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

0.00%20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
748.73%
79,270.86%
KEY
USB

Key characteristics

Sharpe Ratio

KEY:

0.69

USB:

0.72

Sortino Ratio

KEY:

1.30

USB:

1.19

Omega Ratio

KEY:

1.15

USB:

1.14

Calmar Ratio

KEY:

0.51

USB:

0.56

Martin Ratio

KEY:

3.84

USB:

2.92

Ulcer Index

KEY:

6.06%

USB:

6.24%

Daily Std Dev

KEY:

33.60%

USB:

25.37%

Max Drawdown

KEY:

-87.08%

USB:

-76.08%

Current Drawdown

KEY:

-27.06%

USB:

-13.69%

Fundamentals

Market Cap

KEY:

$17.64B

USB:

$77.97B

EPS

KEY:

$0.00

USB:

$3.25

PE Ratio

KEY:

0.00

USB:

15.38

PEG Ratio

KEY:

0.75

USB:

1.22

Total Revenue (TTM)

KEY:

$8.67B

USB:

$34.70B

Gross Profit (TTM)

KEY:

$9.96B

USB:

$34.70B

EBITDA (TTM)

KEY:

$560.00M

USB:

$7.62B

Returns By Period

In the year-to-date period, KEY achieves a 22.93% return, which is significantly higher than USB's 14.69% return. Over the past 10 years, KEY has outperformed USB with an annualized return of 5.96%, while USB has yielded a comparatively lower 3.95% annualized return.


KEY

YTD

22.93%

1M

-10.57%

6M

26.10%

1Y

25.73%

5Y*

1.07%

10Y*

5.96%

USB

YTD

14.69%

1M

-4.88%

6M

24.95%

1Y

18.22%

5Y*

-0.17%

10Y*

3.95%

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Risk-Adjusted Performance

KEY vs. USB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KeyCorp (KEY) and U.S. Bancorp (USB). 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 0.77, compared to the broader market-4.00-2.000.002.000.770.72
The chart of Sortino ratio for KEY, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.411.19
The chart of Omega ratio for KEY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.14
The chart of Calmar ratio for KEY, currently valued at 0.56, compared to the broader market0.002.004.006.000.560.56
The chart of Martin ratio for KEY, currently valued at 4.20, compared to the broader market0.0010.0020.004.202.92
KEY
USB

The current KEY Sharpe Ratio is 0.69, which is comparable to the USB Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of KEY and USB, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.77
0.72
KEY
USB

Dividends

KEY vs. USB - Dividend Comparison

KEY's dividend yield for the trailing twelve months is around 4.88%, more than USB's 4.11% yield.


TTM20232022202120202019201820172016201520142013
KEY
KeyCorp
4.88%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%
USB
U.S. Bancorp
4.11%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%

Drawdowns

KEY vs. USB - Drawdown Comparison

The maximum KEY drawdown since its inception was -87.08%, which is greater than USB's maximum drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for KEY and USB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.06%
-13.69%
KEY
USB

Volatility

KEY vs. USB - Volatility Comparison

The current volatility for KeyCorp (KEY) is 6.56%, while U.S. Bancorp (USB) has a volatility of 7.13%. This indicates that KEY experiences smaller price fluctuations and is considered to be less risky than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.56%
7.13%
KEY
USB

Financials

KEY vs. USB - Financials Comparison

This section allows you to compare key financial metrics between KeyCorp and U.S. Bancorp. 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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