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

Performance

NTRS vs. EBAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust Corporation (NTRS) and eBay Inc. (EBAY). 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 28.95% return, which is significantly higher than EBAY's 25.46% return. Over the past 10 years, NTRS has underperformed EBAY with an annualized return of 12.65%, while EBAY has yielded a comparatively higher 17.79% annualized return.


NTRS

1D
2.10%
1M
7.47%
YTD
28.95%
6M
27.15%
1Y
63.49%
3Y*
36.66%
5Y*
11.48%
10Y*
12.65%

EBAY

1D
-0.91%
1M
-3.63%
YTD
25.46%
6M
28.02%
1Y
42.05%
3Y*
35.97%
5Y*
12.04%
10Y*
17.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTRS vs. EBAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTRS
Northern Trust Corporation
28.95%36.92%25.63%-1.02%-23.82%31.65%-9.29%30.59%-14.68%14.18%
EBAY
eBay Inc.
25.46%42.75%44.78%7.65%-36.46%33.81%41.16%30.59%-25.62%27.11%

Correlation

The correlation between NTRS and EBAY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.32

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

0.41

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 24, 1998

0.38

The correlation between NTRS and EBAY shifts across timeframes, from 0.22 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NTRS:

$9.09

EBAY:

$4.40

PE Ratio

NTRS:

19.17

EBAY:

24.68

PEG Ratio

NTRS:

1.51

EBAY:

1.33

PS Ratio

NTRS:

2.33

EBAY:

4.34

Total Revenue (TTM)

NTRS:

$14.30B

EBAY:

$11.60B

Gross Profit (TTM)

NTRS:

$8.09B

EBAY:

$8.36B

EBITDA (TTM)

NTRS:

$3.21B

EBAY:

$2.69B

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Return for Risk

NTRS vs. EBAY — Risk / Return Rank

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

NTRS
NTRS Risk / Return Rank: 9292
Overall Rank
NTRS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NTRS Sortino Ratio Rank: 9292
Sortino Ratio Rank
NTRS Omega Ratio Rank: 9090
Omega Ratio Rank
NTRS Calmar Ratio Rank: 9393
Calmar Ratio Rank
NTRS Martin Ratio Rank: 9393
Martin Ratio Rank

EBAY
EBAY Risk / Return Rank: 7474
Overall Rank
EBAY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EBAY Sortino Ratio Rank: 7171
Sortino Ratio Rank
EBAY Omega Ratio Rank: 7575
Omega Ratio Rank
EBAY Calmar Ratio Rank: 7777
Calmar Ratio Rank
EBAY Martin Ratio Rank: 7474
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. EBAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and eBay Inc. (EBAY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NTRSEBAYDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.41

1.24

+0.17

Calmar ratioReturn relative to maximum drawdown

5.15

2.04

+3.11

Martin ratioReturn relative to average drawdown

13.90

4.28

+9.61

NTRS vs. EBAY - Sharpe Ratio Comparison

The current NTRS Sharpe Ratio is 2.41, which is higher than the EBAY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of NTRS and EBAY, 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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Drawdowns

NTRS vs. EBAY - Drawdown Comparison

The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum EBAY drawdown of -82.56%. Use the drawdown chart below to compare losses from any high point for NTRS and EBAY.


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Drawdown Indicators


NTRSEBAYDifference

Max Drawdown

Largest peak-to-trough decline

-67.67%

-82.56%

+14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-20.67%

+8.28%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-22.08%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-50.03%

-53.58%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-50.03%

-53.58%

+3.55%

Current Drawdown

Current decline from peak

0.00%

-8.45%

+8.45%

Average Drawdown

Average peak-to-trough decline

-20.95%

-29.13%

+8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

9.84%

-5.26%

Volatility

NTRS vs. EBAY - Volatility Comparison

The current volatility for Northern Trust Corporation (NTRS) is 6.42%, while eBay Inc. (EBAY) has a volatility of 8.76%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than EBAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTRSEBAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

8.76%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

19.10%

24.58%

-5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

38.61%

-12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

32.69%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.40%

31.16%

-0.76%

Dividends

NTRS vs. EBAY - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 1.84%, more than EBAY's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
EBAY
eBay Inc.
1.10%1.33%1.74%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%139.70%
NTRS
Northern Trust Corporation
1.84%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. EBAY - Financials Comparison

This section allows you to compare key financial metrics between Northern Trust Corporation and eBay Inc.. 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
3.61B
3.09B
(NTRS) Total Revenue
(EBAY) Total Revenue
Values in USD except per share items

NTRS vs. EBAY - Profitability Comparison

The chart below illustrates the profitability comparison between Northern Trust Corporation and eBay Inc. 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%
74.0%
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%.

EBAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported a gross profit of 2.29B and revenue of 3.09B. Therefore, the gross margin over that period was 74.0%.

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%.

EBAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported an operating income of 611.00M and revenue of 3.09B, resulting in an operating margin of 19.8%.

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%.

EBAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported a net income of 512.00M and revenue of 3.09B, resulting in a net margin of 16.6%.


Frequently Asked Questions


NTRS and EBAY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBAY has higher volatility (8.76%) compared to NTRS (6.42%). In terms of maximum drawdown, NTRS dropped -67.67% vs EBAY's -82.56%.

NTRS currently has the higher Sharpe Ratio (2.41 vs 1.09), 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.

Portfolio Optimizer

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