PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KRC vs. FITB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


KRCFITB
YTD Return-13.50%11.35%
1Y Return29.02%63.23%
3Y Return (Ann)-16.64%0.25%
5Y Return (Ann)-11.43%10.84%
10Y Return (Ann)-2.37%9.95%
Sharpe Ratio0.671.86
Daily Std Dev41.57%32.25%
Max Drawdown-81.27%-98.13%
Current Drawdown-53.55%-17.16%

Fundamentals


KRCFITB
Market Cap$4.02B$25.68B
EPS$1.74$3.14
PE Ratio19.5011.96
PEG Ratio2.423.44
Revenue (TTM)$1.12B$8.15B
Gross Profit (TTM)$775.93M$7.82B

Correlation

-0.50.00.51.00.4

The correlation between KRC and FITB is 0.40, 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

KRC vs. FITB - Performance Comparison

In the year-to-date period, KRC achieves a -13.50% return, which is significantly lower than FITB's 11.35% return. Over the past 10 years, KRC has underperformed FITB with an annualized return of -2.37%, while FITB has yielded a comparatively higher 9.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
371.96%
246.90%
KRC
FITB

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Kilroy Realty Corporation

Fifth Third Bancorp

Risk-Adjusted Performance

KRC vs. FITB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kilroy Realty Corporation (KRC) and Fifth Third Bancorp (FITB). 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.


KRC
Sharpe ratio
The chart of Sharpe ratio for KRC, currently valued at 0.67, compared to the broader market-2.00-1.000.001.002.003.000.67
Sortino ratio
The chart of Sortino ratio for KRC, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.006.001.24
Omega ratio
The chart of Omega ratio for KRC, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for KRC, currently valued at 0.42, compared to the broader market0.002.004.006.000.42
Martin ratio
The chart of Martin ratio for KRC, currently valued at 2.13, compared to the broader market-10.000.0010.0020.0030.002.13
FITB
Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 1.86, compared to the broader market-2.00-1.000.001.002.003.001.86
Sortino ratio
The chart of Sortino ratio for FITB, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.006.002.66
Omega ratio
The chart of Omega ratio for FITB, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for FITB, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for FITB, currently valued at 8.10, compared to the broader market-10.000.0010.0020.0030.008.10

KRC vs. FITB - Sharpe Ratio Comparison

The current KRC Sharpe Ratio is 0.67, which is lower than the FITB Sharpe Ratio of 1.86. The chart below compares the 12-month rolling Sharpe Ratio of KRC and FITB.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchAprilMay
0.67
1.86
KRC
FITB

Dividends

KRC vs. FITB - Dividend Comparison

KRC's dividend yield for the trailing twelve months is around 6.36%, more than FITB's 3.63% yield.


TTM20232022202120202019201820172016201520142013
KRC
Kilroy Realty Corporation
6.36%5.42%5.48%3.07%3.43%2.28%2.85%2.21%4.57%2.15%1.97%2.72%
FITB
Fifth Third Bancorp
3.63%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%

Drawdowns

KRC vs. FITB - Drawdown Comparison

The maximum KRC drawdown since its inception was -81.27%, smaller than the maximum FITB drawdown of -98.13%. Use the drawdown chart below to compare losses from any high point for KRC and FITB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-53.55%
-17.16%
KRC
FITB

Volatility

KRC vs. FITB - Volatility Comparison

Kilroy Realty Corporation (KRC) has a higher volatility of 11.02% compared to Fifth Third Bancorp (FITB) at 8.60%. This indicates that KRC's price experiences larger fluctuations and is considered to be riskier than FITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2024FebruaryMarchAprilMay
11.02%
8.60%
KRC
FITB

Financials

KRC vs. FITB - Financials Comparison

This section allows you to compare key financial metrics between Kilroy Realty Corporation and Fifth Third 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