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

Correlation

The correlation between NTRS and BK is 0.60, 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

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.

3,500.00%4,000.00%4,500.00%5,000.00%5,500.00%December2025FebruaryMarchAprilMay
3,911.02%
5,598.48%
NTRS
BK

Key characteristics

Sharpe Ratio

NTRS:

0.76

BK:

2.15

Sortino Ratio

NTRS:

1.25

BK:

2.81

Omega Ratio

NTRS:

1.17

BK:

1.41

Calmar Ratio

NTRS:

0.63

BK:

2.99

Martin Ratio

NTRS:

2.81

BK:

11.17

Ulcer Index

NTRS:

7.81%

BK:

4.71%

Daily Std Dev

NTRS:

28.09%

BK:

24.57%

Max Drawdown

NTRS:

-67.67%

BK:

-72.42%

Current Drawdown

NTRS:

-16.27%

BK:

-3.26%

Fundamentals

Market Cap

NTRS:

$18.90B

BK:

$58.77B

EPS

NTRS:

$10.71

BK:

$6.13

PE Ratio

NTRS:

9.07

BK:

13.40

PEG Ratio

NTRS:

60.80

BK:

1.06

PS Ratio

NTRS:

2.21

BK:

3.08

PB Ratio

NTRS:

1.58

BK:

1.52

Total Revenue (TTM)

NTRS:

$11.49B

BK:

$18.60B

Gross Profit (TTM)

NTRS:

$10.00B

BK:

$18.53B

EBITDA (TTM)

NTRS:

$2.97B

BK:

$7.22B

Returns By Period

In the year-to-date period, NTRS achieves a -1.26% return, which is significantly lower than BK's 12.61% return. Over the past 10 years, NTRS has underperformed BK with an annualized return of 5.75%, while BK has yielded a comparatively higher 9.83% annualized return.


NTRS

YTD

-1.26%

1M

18.91%

6M

-3.18%

1Y

21.12%

5Y*

9.14%

10Y*

5.75%

BK

YTD

12.61%

1M

17.07%

6M

11.37%

1Y

52.52%

5Y*

23.07%

10Y*

9.83%

*Annualized

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Risk-Adjusted Performance

NTRS vs. BK — Risk-Adjusted Performance Rank

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

NTRS
The Risk-Adjusted Performance Rank of NTRS is 7676
Overall Rank
The Sharpe Ratio Rank of NTRS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of NTRS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of NTRS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of NTRS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of NTRS is 7979
Martin Ratio Rank

BK
The Risk-Adjusted Performance Rank of BK is 9595
Overall Rank
The Sharpe Ratio Rank of BK is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BK is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BK is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BK is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BK is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current NTRS Sharpe Ratio is 0.76, which is lower than the BK Sharpe Ratio of 2.15. 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.76
2.15
NTRS
BK

Dividends

NTRS vs. BK - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 2.99%, more than BK's 2.20% yield.


TTM20242023202220212020201920182017201620152014
NTRS
Northern Trust Corporation
2.99%2.93%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%1.93%
BK
The Bank of New York Mellon Corporation
2.20%2.32%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.27%
-3.26%
NTRS
BK

Volatility

NTRS vs. BK - Volatility Comparison

Northern Trust Corporation (NTRS) has a higher volatility of 13.18% compared to The Bank of New York Mellon Corporation (BK) at 10.23%. 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.18%
10.23%
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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
3.51B
4.69B
(NTRS) Total Revenue
(BK) Total Revenue
Values in USD except per share items

NTRS vs. BK - Profitability Comparison

The chart below illustrates the profitability comparison between Northern Trust Corporation and The Bank of New York Mellon Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20212022202320242025
55.2%
99.8%
(NTRS) Gross Margin
(BK) Gross Margin
NTRS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Northern Trust Corporation reported a gross profit of 1.94B and revenue of 3.51B. Therefore, the gross margin over that period was 55.2%.

BK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a gross profit of 4.68B and revenue of 4.69B. Therefore, the gross margin over that period was 99.8%.

NTRS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Northern Trust Corporation reported an operating income of 521.40M and revenue of 3.51B, resulting in an operating margin of 14.8%.

BK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported an operating income of 1.49B and revenue of 4.69B, resulting in an operating margin of 31.8%.

NTRS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Northern Trust Corporation reported a net income of 392.00M and revenue of 3.51B, resulting in a net margin of 11.2%.

BK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a net income of 1.22B and revenue of 4.69B, resulting in a net margin of 26.0%.