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NTRS vs. AXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTRS vs. AXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust Corporation (NTRS) and American Express Company (AXP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTRS achieves a 24.02% return, which is significantly higher than AXP's -18.32% return. Over the past 10 years, NTRS has underperformed AXP with an annualized return of 11.76%, while AXP has yielded a comparatively higher 18.10% annualized return.


NTRS

1D
-0.79%
1M
4.47%
YTD
24.02%
6M
28.95%
1Y
61.32%
3Y*
35.09%
5Y*
10.22%
10Y*
11.76%

AXP

1D
-3.34%
1M
-5.84%
YTD
-18.32%
6M
-17.91%
1Y
2.13%
3Y*
22.71%
5Y*
14.12%
10Y*
18.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTRS vs. AXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTRS
Northern Trust Corporation
24.02%36.92%25.63%-1.02%-23.82%31.65%-9.29%30.59%-14.68%14.18%
AXP
American Express Company
-18.32%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%

Correlation

The correlation between NTRS and AXP is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.54

The correlation between NTRS and AXP has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

Fundamentals

EPS

NTRS:

$9.09

AXP:

$16.23

PE Ratio

NTRS:

18.52

AXP:

18.52

PEG Ratio

NTRS:

1.46

AXP:

1.58

PS Ratio

NTRS:

2.25

AXP:

2.52

Total Revenue (TTM)

NTRS:

$14.30B

AXP:

$82.41B

Gross Profit (TTM)

NTRS:

$8.09B

AXP:

$68.81B

EBITDA (TTM)

NTRS:

$3.21B

AXP:

$18.41B

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Return for Risk

NTRS vs. AXP — Risk / Return Rank

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

NTRS
NTRS Risk / Return Rank: 9090
Overall Rank
NTRS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NTRS Sortino Ratio Rank: 9090
Sortino Ratio Rank
NTRS Omega Ratio Rank: 8888
Omega Ratio Rank
NTRS Calmar Ratio Rank: 9191
Calmar Ratio Rank
NTRS Martin Ratio Rank: 9191
Martin Ratio Rank

AXP
AXP Risk / Return Rank: 4040
Overall Rank
AXP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 3636
Sortino Ratio Rank
AXP Omega Ratio Rank: 3636
Omega Ratio Rank
AXP Calmar Ratio Rank: 4242
Calmar Ratio Rank
AXP Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTRS vs. AXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and American Express Company (AXP). 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.


NTRSAXPDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+3.00

Omega ratioGain probability vs. loss probability

1.41

1.04

+0.37

Calmar ratioReturn relative to maximum drawdown

4.98

0.09

+4.89

Martin ratioReturn relative to average drawdown

13.44

0.20

+13.24

NTRS vs. AXP - Sharpe Ratio Comparison

The current NTRS Sharpe Ratio is 2.36, which is higher than the AXP Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of NTRS and AXP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NTRSAXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.08

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.48

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.57

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.28

+0.10

Drawdowns

NTRS vs. AXP - Drawdown Comparison

The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum AXP drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for NTRS and AXP.


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Drawdown Indicators


NTRSAXPDifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-83.91%

+16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-23.90%

+11.51%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-28.76%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-50.03%

-31.55%

-18.48%

Max Drawdown (10Y)

Largest decline over 10 years

-50.03%

-49.64%

-0.39%

Current Drawdown

Current decline from peak

-1.92%

-21.49%

+19.57%

Average Drawdown

Average peak-to-trough decline

-20.96%

-22.05%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

10.77%

-6.19%

Volatility

NTRS vs. AXP - Volatility Comparison

The current volatility for Northern Trust Corporation (NTRS) is 4.39%, while American Express Company (AXP) has a volatility of 5.19%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTRSAXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

5.19%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

18.66%

19.75%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

26.14%

26.01%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.56%

29.44%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.36%

31.81%

-1.45%

Dividends

NTRS vs. AXP - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 1.87%, more than AXP's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.13%0.85%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%
NTRS
Northern Trust Corporation
1.87%2.27%2.93%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%

Financials

NTRS vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between Northern Trust Corporation and American Express Company. 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


0.005.00B10.00B15.00B20.00B20222023202420252026
3.61B
20.88B
(NTRS) Total Revenue
(AXP) Total Revenue
Values in USD except per share items

NTRS vs. AXP - Profitability Comparison

The chart below illustrates the profitability comparison between Northern Trust Corporation and American Express Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
58.8%
84.6%
Portfolio components
NTRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.

AXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Express Company reported a gross profit of 17.66B and revenue of 20.88B. Therefore, the gross margin over that period was 84.6%.

NTRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.

AXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Express Company reported an operating income of 6.60B and revenue of 20.88B, resulting in an operating margin of 31.6%.

NTRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.

AXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Express Company reported a net income of 2.97B and revenue of 20.88B, resulting in a net margin of 14.2%.


Frequently Asked Questions


NTRS and AXP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AXP has higher volatility (5.19%) compared to NTRS (4.39%). In terms of maximum drawdown, NTRS dropped -67.67% vs AXP's -83.91%.

NTRS currently has the higher Sharpe Ratio (2.36 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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