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

Correlation

The correlation between PNC and FITB is 0.63, 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

PNC vs. FITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The PNC Financial Services Group, Inc. (PNC) and Fifth Third Bancorp (FITB). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,089.54%
2,328.58%
PNC
FITB

Key characteristics

Sharpe Ratio

PNC:

1.41

FITB:

1.25

Sortino Ratio

PNC:

2.12

FITB:

1.90

Omega Ratio

PNC:

1.25

FITB:

1.23

Calmar Ratio

PNC:

1.13

FITB:

1.07

Martin Ratio

PNC:

8.71

FITB:

7.27

Ulcer Index

PNC:

3.88%

FITB:

4.29%

Daily Std Dev

PNC:

23.93%

FITB:

24.92%

Max Drawdown

PNC:

-76.65%

FITB:

-98.13%

Current Drawdown

PNC:

-10.34%

FITB:

-11.37%

Fundamentals

Market Cap

PNC:

$78.68B

FITB:

$30.21B

EPS

PNC:

$11.83

FITB:

$3.00

PE Ratio

PNC:

16.76

FITB:

15.02

PEG Ratio

PNC:

1.96

FITB:

3.68

Total Revenue (TTM)

PNC:

$20.62B

FITB:

$12.10B

Gross Profit (TTM)

PNC:

$20.62B

FITB:

$13.40B

EBITDA (TTM)

PNC:

$6.53B

FITB:

$2.71B

Returns By Period

The year-to-date returns for both stocks are quite close, with PNC having a 29.33% return and FITB slightly lower at 28.03%. Both investments have delivered pretty close results over the past 10 years, with PNC having a 10.96% annualized return and FITB not far ahead at 11.34%.


PNC

YTD

29.33%

1M

-5.49%

6M

28.09%

1Y

31.96%

5Y*

7.74%

10Y*

10.96%

FITB

YTD

28.03%

1M

-7.30%

6M

21.27%

1Y

29.66%

5Y*

11.03%

10Y*

11.34%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PNC vs. FITB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The PNC Financial Services Group, Inc. (PNC) 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.


Sharpe ratio
The chart of Sharpe ratio for PNC, currently valued at 1.41, compared to the broader market-4.00-2.000.002.001.411.25
The chart of Sortino ratio for PNC, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.121.90
The chart of Omega ratio for PNC, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.23
The chart of Calmar ratio for PNC, currently valued at 1.13, compared to the broader market0.002.004.006.001.131.07
The chart of Martin ratio for PNC, currently valued at 8.71, compared to the broader market-5.000.005.0010.0015.0020.0025.008.717.27
PNC
FITB

The current PNC Sharpe Ratio is 1.41, which is comparable to the FITB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PNC and FITB, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.41
1.25
PNC
FITB

Dividends

PNC vs. FITB - Dividend Comparison

PNC's dividend yield for the trailing twelve months is around 3.27%, less than FITB's 3.31% yield.


TTM20232022202120202019201820172016201520142013
PNC
The PNC Financial Services Group, Inc.
3.27%3.94%3.64%2.39%3.09%2.63%2.91%1.80%1.81%2.11%2.06%2.22%
FITB
Fifth Third Bancorp
3.31%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%

Drawdowns

PNC vs. FITB - Drawdown Comparison

The maximum PNC drawdown since its inception was -76.65%, smaller than the maximum FITB drawdown of -98.13%. Use the drawdown chart below to compare losses from any high point for PNC and FITB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.34%
-11.37%
PNC
FITB

Volatility

PNC vs. FITB - Volatility Comparison

The current volatility for The PNC Financial Services Group, Inc. (PNC) is 5.58%, while Fifth Third Bancorp (FITB) has a volatility of 7.11%. This indicates that PNC experiences smaller price fluctuations and is considered to be less risky than FITB 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
5.58%
7.11%
PNC
FITB

Financials

PNC vs. FITB - Financials Comparison

This section allows you to compare key financial metrics between The PNC Financial Services Group, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab