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PRI vs. USB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRI and USB is 0.56, 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

PRI vs. USB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Primerica, Inc. (PRI) and U.S. Bancorp (USB). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,523.05%
180.30%
PRI
USB

Key characteristics

Sharpe Ratio

PRI:

1.71

USB:

0.72

Sortino Ratio

PRI:

2.24

USB:

1.18

Omega Ratio

PRI:

1.31

USB:

1.14

Calmar Ratio

PRI:

2.03

USB:

0.56

Martin Ratio

PRI:

5.52

USB:

2.91

Ulcer Index

PRI:

6.61%

USB:

6.24%

Daily Std Dev

PRI:

21.33%

USB:

25.37%

Max Drawdown

PRI:

-54.47%

USB:

-76.08%

Current Drawdown

PRI:

-10.96%

USB:

-13.72%

Fundamentals

Market Cap

PRI:

$9.20B

USB:

$77.97B

EPS

PRI:

$19.95

USB:

$3.25

PE Ratio

PRI:

13.82

USB:

15.38

PEG Ratio

PRI:

1.05

USB:

1.22

Total Revenue (TTM)

PRI:

$3.08B

USB:

$34.70B

Gross Profit (TTM)

PRI:

$2.72B

USB:

$34.70B

EBITDA (TTM)

PRI:

$550.88M

USB:

$7.62B

Returns By Period

In the year-to-date period, PRI achieves a 33.66% return, which is significantly higher than USB's 14.64% return. Over the past 10 years, PRI has outperformed USB with an annualized return of 18.96%, while USB has yielded a comparatively lower 3.92% annualized return.


PRI

YTD

33.66%

1M

-7.55%

6M

15.86%

1Y

34.66%

5Y*

16.87%

10Y*

18.96%

USB

YTD

14.64%

1M

-6.75%

6M

23.57%

1Y

15.32%

5Y*

-0.11%

10Y*

3.92%

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Risk-Adjusted Performance

PRI vs. USB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Primerica, Inc. (PRI) and U.S. Bancorp (USB). 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 PRI, currently valued at 1.71, compared to the broader market-4.00-2.000.002.001.710.72
The chart of Sortino ratio for PRI, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.241.18
The chart of Omega ratio for PRI, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.14
The chart of Calmar ratio for PRI, currently valued at 2.03, compared to the broader market0.002.004.006.002.030.56
The chart of Martin ratio for PRI, currently valued at 5.52, compared to the broader market-5.000.005.0010.0015.0020.0025.005.522.91
PRI
USB

The current PRI Sharpe Ratio is 1.71, which is higher than the USB Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRI and USB, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.71
0.72
PRI
USB

Dividends

PRI vs. USB - Dividend Comparison

PRI's dividend yield for the trailing twelve months is around 1.22%, less than USB's 4.11% yield.


TTM20232022202120202019201820172016201520142013
PRI
Primerica, Inc.
1.22%1.26%1.55%1.23%1.19%1.04%1.02%0.77%1.01%1.36%0.88%1.03%
USB
U.S. Bancorp
4.11%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%

Drawdowns

PRI vs. USB - Drawdown Comparison

The maximum PRI drawdown since its inception was -54.47%, smaller than the maximum USB drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for PRI and USB. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.96%
-13.72%
PRI
USB

Volatility

PRI vs. USB - Volatility Comparison

The current volatility for Primerica, Inc. (PRI) is 6.01%, while U.S. Bancorp (USB) has a volatility of 7.13%. This indicates that PRI experiences smaller price fluctuations and is considered to be less risky than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
7.13%
PRI
USB

Financials

PRI vs. USB - Financials Comparison

This section allows you to compare key financial metrics between Primerica, Inc. and U.S. 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
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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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