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NTRS vs. BK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTRS and BK is 0.64, 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

NTRS vs. BK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust Corporation (NTRS) and The Bank of New York Mellon Corporation (BK). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.21%
31.65%
NTRS
BK

Key characteristics

Sharpe Ratio

NTRS:

0.90

BK:

2.95

Sortino Ratio

NTRS:

1.33

BK:

3.94

Omega Ratio

NTRS:

1.18

BK:

1.52

Calmar Ratio

NTRS:

0.55

BK:

3.47

Martin Ratio

NTRS:

4.83

BK:

27.45

Ulcer Index

NTRS:

4.36%

BK:

1.90%

Daily Std Dev

NTRS:

23.45%

BK:

17.68%

Max Drawdown

NTRS:

-67.67%

BK:

-72.42%

Current Drawdown

NTRS:

-16.85%

BK:

-6.67%

Fundamentals

Market Cap

NTRS:

$20.76B

BK:

$57.04B

EPS

NTRS:

$8.03

BK:

$4.47

PE Ratio

NTRS:

13.04

BK:

17.55

PEG Ratio

NTRS:

0.88

BK:

0.71

Total Revenue (TTM)

NTRS:

$13.40B

BK:

$17.95B

Gross Profit (TTM)

NTRS:

$15.46B

BK:

$17.86B

EBITDA (TTM)

NTRS:

$662.00M

BK:

$6.74B

Returns By Period

In the year-to-date period, NTRS achieves a 23.19% return, which is significantly lower than BK's 51.07% return. Over the past 10 years, NTRS has underperformed BK with an annualized return of 6.80%, while BK has yielded a comparatively higher 9.16% annualized return.


NTRS

YTD

23.19%

1M

-6.16%

6M

24.21%

1Y

25.10%

5Y*

2.03%

10Y*

6.80%

BK

YTD

51.07%

1M

-1.55%

6M

31.65%

1Y

54.48%

5Y*

12.02%

10Y*

9.16%

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Risk-Adjusted Performance

NTRS vs. BK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and The Bank of New York Mellon Corporation (BK). 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 NTRS, currently valued at 0.90, compared to the broader market-4.00-2.000.002.000.902.95
The chart of Sortino ratio for NTRS, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.333.94
The chart of Omega ratio for NTRS, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.52
The chart of Calmar ratio for NTRS, currently valued at 0.55, compared to the broader market0.002.004.006.000.553.47
The chart of Martin ratio for NTRS, currently valued at 4.83, compared to the broader market0.0010.0020.004.8327.45
NTRS
BK

The current NTRS Sharpe Ratio is 0.90, which is lower than the BK Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of NTRS and BK, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.90
2.95
NTRS
BK

Dividends

NTRS vs. BK - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 2.98%, more than BK's 2.33% yield.


TTM20232022202120202019201820172016201520142013
NTRS
Northern Trust Corporation
2.98%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%1.93%1.99%
BK
The Bank of New York Mellon Corporation
2.33%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%

Drawdowns

NTRS vs. BK - Drawdown Comparison

The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum BK drawdown of -72.42%. Use the drawdown chart below to compare losses from any high point for NTRS and BK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.85%
-6.67%
NTRS
BK

Volatility

NTRS vs. BK - Volatility Comparison

Northern Trust Corporation (NTRS) has a higher volatility of 6.03% compared to The Bank of New York Mellon Corporation (BK) at 5.35%. This indicates that NTRS's price experiences larger fluctuations and is considered to be riskier than BK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.03%
5.35%
NTRS
BK

Financials

NTRS vs. BK - Financials Comparison

This section allows you to compare key financial metrics between Northern Trust Corporation and The Bank of New York Mellon Corporation. 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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